Correlation coefficient

Correlation coefficient may refer to:

• Pearson product-moment correlation coefficient, also known as r, R, or Pearson's r, a measure of the strength of the linear relationship between two variables that is defined in terms of the (sample) covariance of the variables divided by their (sample) standard deviations
• Correlation and dependence, a broad class of statistical relationships between two or more random variables or observed data values
• Goodness of fit, which refers to any of several measures that measure how well a statistical model fits observations by summarizing the discrepancy between observed values and the values expected under the model in question
• Coefficient of determination, a measure of the proportion of variability in a data set that is accounted for by a statistical model; often called R²; equal in a single-variable linear regression to the square of Pearson's product-moment correlation coefficient
• Intraclass correlation, a descriptive statistic that can be used when quantitative measurements are made on units that are organized into groups; describes how strongly units in the same group resemble each other.
• Rank correlation, the study of relationships between different rankings on the same set of items
  • Spearman's rank correlation coefficient, which measures how well the relationship between two variables can be described by a monotonic function
  • Kendall tau rank correlation coefficient, which measures the portion of ranks that match between two data sets.

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