takes values in the range
to 1: MONT 102N -- Environmental Mathematics
The Correlation Coefficient and Its Geometric Meaning
October 17, 2011
Given a scatter plot, the correlation coefficient r
is a way to quantify how close the points (x, y) are to
lying along a single straight line. The coefficient
takes values in the range to 1:
A value of r = -1: indicates that the points all
lie along a line of negative slope
r = 0: indicates no linear relationship at all
r = +1: indicates that the points all
lie along a line of positive slope
Values between 0 and 1 or between -1 and 0 indicate
the ``strength'' of the tendency toward a linear relation
between x and y. Here are some illustrative examples:
Computations
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