EZ Statistics

Correlation and Regression

Analyzing relationships between variables and predicting outcomes

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Question

What is Pearson's correlation coefficient?

Answer

A measure of the linear relationship between two variables, ranging from -1 to 1.

r = Σ[(X - X̄)(Y - Ȳ)] / (n - 1)σxσy

Example: r = 0.8 indicates a strong positive linear relationship

Note: Assumes data is normally distributed