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|Table of Contents Bivariate Data Correlation Pearson's Correlation Coefficient|
|See also: regression, distribution of correlation coefficient, covariance, Spearman's rank correlation, Ordinal Association|
The correlation coefficient r (also called Pearson's product moment correlation after Karl Pearson) is calculated by
The correlation coefficient may take any value between -1.0 and +1.0.
Please note, that the equation above can be replaced by an equivalent formula which avoids to use the means and is therefore much faster to calculate:
The correlation coefficient stands in close relationship to linear regression.
The square of r is called the goodness of fit and denotes the portion
of total variance explained by the regression model. The following lets
you adjust the correlation coefficient to any arbitrary value.
Last Update: 2006-Jšn-17