Pearson Correlation Coefficient

What is Karl Pearson’s coefficient of correlation?

Karl Pearson’s coefficient of correlation, commonly known as the Pearson correlation coefficient (r), is a statistical measure that quantifies the strength and direction of the linear relationship between two continuous variables. Correlation coefficient ranges from -1 to +1, where -1 indicates a perfect negative linear relationship, +1 indicates a perfect positive linear relationship, and 0 suggests no linear relationship.

What is the Pearson correlation coefficient?

The Pearson correlation coefficient (r) is a measure of the strength and direction of the linear relationship between two variables. It is calculated by dividing the covariance of the two variables by the product of their standard deviations.

What is the formula for Pearson Correlation Coefficient?

r = n(∑xy) – (∑x)(∑y) / √[n∑x²-(∑x)²][n∑y²-(∑y)²        

Why do we use the Pearson correlation coefficient?

The Pearson correlation coefficient is used to assess the strength and direction of the linear relationship between two variables. It helps researchers and analysts understand how changes in one variable correspond to changes in another, aiding in hypothesis testing, model building, and making predictions in various fields such as psychology, economics, biology, and social sciences.

What does Pearson’s correlation coefficient tell you?

Pearson’s correlation coefficient quantifies the strength and direction of the linear relationship between two variables. It tells us whether the variables move together (positive correlation), move in opposite directions (negative correlation), or have no discernible pattern of movement (zero correlation).

What is the difference between r2 and Pearson correlation?

The Pearson correlation coefficient ( r) measures the strength and direction of the linear relationship between two variables, while r2 (the coefficient of determination) represents the proportion of variance in one variable that is predictable from the other variable in a linear regression model. In essence, r2 is the square of the Pearson correlation coefficient and provides a measure of the goodness of fit of a linear regression model.

What is a good correlation coefficient?

A good correlation coefficient depends on the context and the specific field of study. Generally, a correlation coefficient close to +1 or -1 indicates a strong linear relationship between variables, while a coefficient close to 0 suggests a weak or no linear relationship. However, what constitutes a “good” correlation varies depending on the research question, field of study, and practical implications.

What does a correlation coefficient of 0.5 mean?

A correlation coefficient of 0.5 indicates a moderate positive linear relationship between two variables. It suggests that as one variable increases, the other tends to increase as well, but the relationship is not perfect.

What does a 0.2 correlation mean?

A correlation coefficient of 0.2 suggests a weak positive linear relationship between two variables. While there is some tendency for the variables to move together, the relationship is relatively weak and may not be practically significant without further context.

Is a correlation coefficient of 0.4 strong?

A correlation coefficient of 0.4 indicates a moderate positive linear relationship between two variables. While not as strong as coefficients closer to +1, a value of 0.4 still suggests a discernible pattern of association between the variables, which may be meaningful depending on the context of the study.



Pearson Correlation Coefficient

Pearson Correlation Coefficient: Correlation coefficients are used to measure how strong a relationship is between two variables. There are different types of formulas to get a correlation coefficient, one of the most popular is Pearson’s correlation (also known as Pearson’s r) which is commonly used for linear regression.

The Pearson correlation coefficient, often symbolized as (r), is a widely used metric for assessing linear relationships between two variables. It yields a value ranging from –1 to 1, indicating both the magnitude and direction of the correlation. A change in one variable is mirrored by a corresponding change in the other variable in the same direction.

This article provides detailed information on the Pearson Correlation Coefficient, its meaning, formula, interpretation, examples, and FAQs.

Table of Content

  • What is the Pearson Correlation Coefficient?
  • Pearson’s Correlation Coefficient Formula
  • Pearson Correlation Coefficient Table
  • Pearson Correlation Coefficient Origin
  • Types of Pearson Correlation Coefficient
    • Adjusted Correlation Coefficient
    • Weighted Correlation Coefficient
    • Reflective Correlation Coefficient
    • Scaled Correlation Coefficient
    • Pearson’s Distance
    • Circular Correlation Coefficient
    • Partial Correlation
  • Pearson Correlation Coefficient Interpretation
  • Finding the Correlation Coefficient with Pearson Correlation Coefficient Formula
  • Assumptions of Pearson Correlation Coefficient
  • Correlation Coefficient Properties
  • Pearson Correlation Coefficient Interpretation
  • Bivariate Correlation
  • Correlation Matrix
  • Pearson Correlation Coefficient Examples
  • Pearson Correlation Coefficient Practice Problems

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What is the Pearson Correlation Coefficient?

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Pearson’s Correlation Coefficient Formula

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Pearson Correlation Coefficient Table

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Pearson Correlation Coefficient Origin

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Types of Pearson Correlation Coefficient

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Pearson Correlation Coefficient Interpretation

Pearson correlation coefficient (r) value Strength Direction Greater than .5 Strong Positive Between .3 and .5 Moderate Positive Between 0 and .3 Weak Positive 0 None None Between 0 and –.3 Weak Negative Between –.3 and –.5 Moderate Negative Less than –.5 Strong Negative...

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Assumptions of Pearson Correlation Coefficient

Linear Relationship: Karl Pearson’s correlation coefficient assumes a linear relationship between the two variables under consideration. It implies that as one variable changes, the other changes proportionally. Normality: The variables should follow a normal distribution. While Pearson’s correlation coefficient is robust to deviations from normality, extreme departures may affect the validity of the correlation analysis. Homoscedasticity: This assumption suggests that the variability in one variable should be consistent across all levels of the other variable. In other words, the spread of data points around the regression line should remain constant. Interval or Ratio Scale: Pearson’s correlation coefficient is appropriate for variables measured on an interval or ratio scale. These scales ensure meaningful numerical distances between observations. Independence: The observations used to compute the correlation coefficient should be independent of each other. Independence ensures that each data point contributes uniquely to the analysis without being influenced by other observations....

Correlation Coefficient Properties

Correlation Coefficient Range: The correlation coefficient r ranges from -1 to +1, inclusive. A value of -1 indicates a perfect negative linear relationship, +1 denotes a perfect positive linear relationship, and 0 represents no linear relationship. Directionality: The sign of the correlation coefficient indicates the direction of the relationship between variables. A positive r indicates a positive association (both variables increase or decrease together), while a negative r suggests a negative association (one variable increases as the other decreases). Magnitude: The magnitude of the correlation coefficient represents the strength of the relationship between variables. Values closer to -1 or +1 indicate a stronger linear relationship, while values closer to 0 suggest a weaker relationship. No Causation: Pearson’s correlation coefficient does not imply causation between variables. It only measures the degree of linear association and does not establish a cause-and-effect relationship. Symmetry: The correlation coefficient is symmetric, meaning the correlation between variables X and Y is the same as the correlation between Y and X. Invariance: The correlation coefficient remains unchanged under linear transformations of the variables (e.g., multiplication by a constant or addition of a constant), making it invariant to changes in scale and location....

Pearson Correlation Coefficient Interpretation

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Bivariate Correlation

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Correlation Matrix

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Conclusion of Pearson Correlation Coefficient

The Pearson Correlation Coefficient (r) is a statistical measure of the strength and direction of a linear relationship between two variables on a scatterplot. It ranges from -1 to 1, with 1 indicating a perfect positive relationship, -1 indicating a perfect negative relationship, and 0 indicating no linear relationship. The formula involves summing products of paired scores and dividing by the square root of the product of the sums of squared scores. While r quantifies the degree of linear association, it doesn’t imply causation. Developed by Francis Galton, Auguste Bravais, and Karl Pearson, it’s foundational in fields like psychology and economics, aiding in the analysis of linear relationships under certain assumptions about the data....

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What is Karl Pearson’s coefficient of correlation?...

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