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  2. Bivariate analysis - Wikipedia

    en.wikipedia.org/wiki/Bivariate_analysis

    A bivariate correlation is a measure of whether and how two variables covary linearly, that is, whether the variance of one changes in a linear fashion as the variance of the other changes. Covariance can be difficult to interpret across studies because it depends on the scale or level of measurement used.

  3. Bivariate data - Wikipedia

    en.wikipedia.org/wiki/Bivariate_data

    For two qualitative variables (nominal or ordinal in level of measurement), a contingency table can be used to view the data, and a measure of association or a test of independence could be used. [3] If the variables are quantitative, the pairs of values of these two variables are often represented as individual points in a plane using a ...

  4. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.

  5. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    the constant-correlation model, where the sample variances are preserved, but all pairwise correlation coefficients are assumed to be equal to one another; the two-parameter matrix, where all variances are identical, and all covariances are identical to one another (although not identical to the variances);

  6. Correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Correlation_coefficient

    A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. [ a ] The variables may be two columns of a given data set of observations, often called a sample , or two components of a multivariate random variable with a known distribution .

  7. Coefficient of multiple correlation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_multiple...

    The coefficient of multiple correlation is known as the square root of the coefficient of determination, but under the particular assumptions that an intercept is included and that the best possible linear predictors are used, whereas the coefficient of determination is defined for more general cases, including those of nonlinear prediction and those in which the predicted values have not been ...

  8. Fisher transformation - Wikipedia

    en.wikipedia.org/wiki/Fisher_transformation

    The application of Fisher's transformation can be enhanced using a software calculator as shown in the figure. Assuming that the r-squared value found is 0.80, that there are 30 data [clarification needed], and accepting a 90% confidence interval, the r-squared value in another random sample from the same population may range from 0.656 to 0.888.

  9. Regression dilution - Wikipedia

    en.wikipedia.org/wiki/Regression_dilution

    That is, the disattenuated correlation estimate is obtained by dividing the correlation between the estimates by the geometric mean of the separation indices of the two sets of estimates. Expressed in terms of classical test theory, the correlation is divided by the geometric mean of the reliability coefficients of two tests.