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
< Regression Analysis < 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. Assumptions for Spearman’s Rank Correlation Your data must be ordinal, interval or ratio. In addition, because Spearman’s measures the strength of a monotonic relationship, your data … 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