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Home Bivariate Data Correlation Pearson's Correlation Coefficient  
See also: regression, distribution of correlation coefficient, covariance, Spearman's rank correlation, Kendall's Taua  
Pearson's Correlation Coefficient
The correlation coefficient r (also called Pearson's product moment correlation after Karl Pearson) is calculated by The correlation coefficient may take any value between 1.0 and +1.0. Assumptions:
The correlation coefficient stands in close relationship to linear regression.
The square of r is called the goodness of fit and denotes the portion
of total variance explained by the regression model. The following interactive example lets you adjust the correlation coefficient to any arbitrary value.


Home Bivariate Data Correlation Pearson's Correlation Coefficient 
Last Update: 20121008