Pearson’s Correlation
Pearson's Correlation
Correlation ? the degree to which two variables are associated (co-vary). ? Covariance may be either positive or negative. ? Its magnitude depends on the units of measurement. ? Assumes the data are from a bivariate normal population. ? Does not necessarily imply causation.
The four y variables have the same mean (7.5), standard deviation (4.12), correlation (0.81) and regression line (y = 3 + 0.5x).
Pearson's correlation coefficient is a measure of the intensity of the linear association between variables.
? It is possible to have non-linear associations.
? Need to examine data closely to determine if any association exhibits linearity.
Linear
Non-linear
Correlation coefficient values range -1 to +1. The closer to 1 the correlation coefficient gets the `stronger' the correlation.
y x
y x
Positive correlation
Negative correlation
y x
Strong correlation
y x
Weak correlation
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