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Everything about Correlation coefficient
Numerical measure of a statistical relationship between variables
A correlation coefficient is a numerical measure of some type of linear correlation, meaning a linear function between two variables. 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. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Correlation coefficientA 5-minute orientation
- Skim a recent paper: The Matthews correlation coefficient (MCC) should replace the ROC AUC as the standard metric for assessing binary classificationInfluential work since 2022
- Pick up a classic book: Measurements of correlation coefficients of vibration on a car body shellThe most-reprinted book on the subject
- Read the landmark paper: A Guideline of Selecting and Reporting Intraclass Correlation Coefficients for Reliability ResearchCited 27,527 times
- Go sideways: CorrelationA closely related topic
- Go sideways: Spearman's rank correlation coefficientA closely related topic
📖 Definitions
Noun Any of the several measures indicating the strength and direction of a linear relationship between two random variables.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
A Guideline of Selecting and Reporting Intraclass Correlation Coefficients for Reliability Research
Correlation Coefficients: Appropriate Use and Interpretation
A Concordance Correlation Coefficient to Evaluate Reproducibility
The advantages of the Matthews correlation coefficient (MCC) over F1 score and accuracy in binary classification evaluation
Forming inferences about some intraclass correlation coefficients.
User's guide to correlation coefficients
Correlation of diffusion coefficients in dilute solutions
🆕 Influential since 2022
The Matthews correlation coefficient (MCC) should replace the ROC AUC as the standard metric for assessing binary classification
A new filter feature selection algorithm for classification task by ensembling pearson correlation coefficient and mutual information
Challenges in the real world use of classification accuracy metrics: From recall and precision to the Matthews correlation coefficient
On correlation coefficients and their interpretation
A Novel Approach for Data Feature Weighting Using Correlation Coefficients and Min–Max Normalization
📚 Books worth reading
- 📕Measurements of correlation coefficients of vibration on a car body shellM. W. Bonilha · 1993
- 📕Optical correlation of images with signal-dependent noise using constrained-modulation filter devicesJohn D. Downie · 1995
- 📕Correlation [videorecording] · 1989
- 📕Multidimensional data analysis [videorecording] · 1989
- 📕Review and statistical analysis of the ultrasonic velocity method for estimating the porosity fraction in polycrystalline materials · 1990
- 📕LES, DNS, and RANS for the analysis of high-speed turbulent reacting flowsP. J. Colucci · 1996
- 📕Against all odds--inside statisticsTeresa Amabile · 2011
- 📕Judging Student ProgressRobert Murray Thomas
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
- Correlation In statistics, correlation is a type of statistical relationship between two random variables or bivariate data. It usually refers to the extent to which…
- Spearman's rank correlation coefficient In statistics, Spearman's rank correlation coefficient or Spearman's ρ is a number ranging from −1 to 1 that indicates how strongly two sets of ranks are…
- Intraclass correlation In statistics, the intraclass correlation, or the intraclass correlation coefficient (ICC), is a descriptive statistic that can be used when quantitative…
- Pearson correlation coefficient In statistics, the Pearson correlation coefficient (PCC), also known as Pearson's r, the Pearson product-moment correlation coefficient (PPMCC), or simply…
- Partial correlation In probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of…
- Bivariate analysis Bivariate analysis is one of the simplest forms of quantitative (statistical) analysis. It involves the analysis of two variables (often denoted as X, Y)…
- Distance correlation In statistics and in probability theory, distance correlation is a measure of dependence between two paired random vectors of arbitrary, not necessarily…
- Covariance In probability theory and statistics, covariance is a measure of the joint variability of two random variables. The sign of the covariance shows the tendency…