Correlation

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Correlation () measures the direction and strength of a linear relationship between two numerical variables (quantitative variables).

Where:

• and are the sample standard deviation.
• and are the columns of data (data sets)
• and are the means for the data sets
• is the data set size?

See also CH6 Lecture Notes.

Correlation will have a value between -1 and 1.

See also coefficient-of-determination.