Correlation

Dino P. Christenson

Correlation is a statistical measure of the association between two or more variables. Two or more variables are associated if they change together (covary). In statistics, such simultaneous movement is called dependence. Thus, correlation is simply an indication of a lack of independence between variables. Measures of correlation can also indicate the direction of the relationship between variables—that is, whether it is positive or negative. In addition, while correlation alone is insufficient to establish a causal relationship, it often illuminates the potential for such. Below, the basic properties and applications of current correlation measures are discussed. The modern statistical concept of correlation was initially put forward by Sir Francis Galton in a series of papers on heredity in the late 1800s. Correlation was subsequently refined in various works by Karl Pearson and G. Udny Yule. These initial works culminated in a statistic now called the Pearson product-moment correlation coefficient, Pearson's ...

Users without subscription are not able to see the full content on this title. Please, subscribe or login to access all content on this website.