Introduction to Biostatistics with JMP

Chapter 12: Tests of Association: Correlation

The invalid assumption that correlation implies cause is probably among the two or three most serious and common errors of human reasoning.

Stephen Jay Gould

Introduction

What Is Correlation?

How Does It Work?

What Can’t Correlation Do?

How to Calculate Correlation Coefficients: An Eyepopping Example

Choosing the Correlation Coefficient

Calculations (Finally!)

Introduction

Of all the metrics calculated in linear regression analysis, none actually measures the strength of any relationship found between two variables. The RSquare value, sometimes called the coefficient of determination, comes closest by quantitating the percentage of the variation in y that is accounted for by the variation in x, but ...