Correlation coefficients are used to measure how strong a relationship is between two variables. There are several types of correlation coefficient, but the most popular is Pearson’s. Pearson’s correlation (also called Pearson’s R) is a correlation coefficient commonly used in linear regression. If you’re starting out in statistics, you’ll probably learn about Pearson’s R first. … Read more
Correlation Coefficients > The Matthews correlation coefficient (MCC), invented by Brian Matthews in 1975, is a tool for model evaluation. It measures the differences between actual values and predicted values and is equivalent to the chi-square statistic for a 2 x 2 contingency table (Kaden et al., 2014). The coefficient takes into account true negatives, … Read more
Correlation Coefficients > This article is about Lin’s concordance correlation coefficient, which measures bivariate pairs of observations relative to a “gold standard” test or measurement. A similarly named statistic is the coefficient of concordance (often called the “W statistic“), which is used to assess agreement between different raters. What is the Concordance Correlation Coefficient? Lin’s … Read more
Correlation Coefficients > Kendall’s Tau (Kendall Rank Correlation Coefficient) What is Kendall’s Tau? Kendall’s Tau is a non-parametric measure of relationships between columns of ranked data. The Tau correlation coefficient returns a value of 0 to 1, where: 0 is no relationship, 1 is a perfect relationship. A quirk of this test is that it … Read more
< Statistics definitions < Bivariate Correlation and Regression What is Bivariate Correlation? Bivariate correlation analyzes the relationship between two variables — usually two types of related data such as caloric intake and weight, income and house expenditures, or daily temperature and ice cream sales [1]. It tests whether the two variables have a linear relationship, … Read more
SPSS For Beginners > Key Takeaways: Spearman Correlation in SPSS is an alternative to Pearson Correlation. Data must be ranked/ordinal. Results vary from no correlation (0) to perfect correlation (±1). Spearman correlation is an alternative to Pearson correlation for ranked data or data measured on the ordinal scale. Note: If you are unfamiliar with how … Read more
Spearman Rank Correlation / Spearman’s Rho What is Spearman Rank Correlation / Spearman’s Rho? The Spearman rank correlation coefficient, rs, is the nonparametric version of the Pearson correlation coefficient. Watch the video of how to find Spearman Rank Correlation by Hand (No Tied Ranks): Assumptions for Spearman’s Rank Correlation Your data must be ordinal, interval … Read more
Calculus Definitions > Contents (Click to skip to that section): Coefficients in General Math and Calculus Definition Like Terms Examples of Coefficients
Correlation > Cross Correlation in Statistics In statistics, a cross-correlation function (a specific type of correlation function) is a measure of association. For example, the most common correlation coefficient, the Pearson product-moment correlation coefficient (PPMC), is a normalized version of a cross-correlation. The PPMC gives a measure of temporal similarity for two time series. Cross … Read more
Contents: What is Correlation? The Correlation Coefficient Correlation in Excel Definition Correlation is used to test relationships between quantitative variables or categorical variables. In other words, it’s a measure of how things are related. The study of how variables are correlated is called correlation analysis. Some examples of data that have a high correlation: Your … Read more