A 14th way to look at a correlation coefficient: Correlation as the proportion of matches

被引:34
作者
Rovine, MJ [1 ]
vonEye, A [1 ]
机构
[1] MICHIGAN STATE UNIV,DEPT PSYCHOL,E LANSING,MI 48823
关键词
D O I
10.2307/2684692
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
An interpretation of the correlation coefficient is presented that describes the coefficient in terms of the proportion of matches in an idealized data set. This characteristic is then expressed as the result of the definition of the Pearson product-moment correlation. An expression is derived to relate the correlation coefficient to the proportion of times a second variable falls within a set range of the first. Both a simulation and a real data example are presented to show how this would be reflected in data.
引用
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页码:42 / 46
页数:5
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