Pearson’s Correlation Coefficient

Kevin Feasel

2016-09-06

R, T-SQL

Mala Mahadevan explains correlation coefficients:

The statistical definition of Pearson’s R Coefficient, as it is called, can be found in detail here for those interested. A value of 1 indicates that there is a strong positive correlation(the two variables in question increase together), 0 indicates no correlation between them, and -1 indicates a strong negative correlation (the two variables decrease together). But you rarely get a perfect -1, 0 or 1. Most values are fractional and interpreted as follows:
High correlation: .5 to 1.0 or -0.5 to 1.0.
Medium correlation: .3 to .5 or -0.3 to .5.
Low correlation: .1 to .3 or -0.1 to -0.3.

Mala includes R and T-SQL code so you can follow along.

Related Posts

Validating SSIS Packages Using T-SQL

Annie Xu shows us how to validate SSIS packages in the SSISDB catalog using T-SQL: Recently, I need to do a data warehouse migration for a client. Since there might be some difference between the Dev environment source databases and Prod environment source databases. The migrated SSIS packages for building data warehouse might have some […]

Read More

Using wrapr For A Consistent Pipe With ggplot2

John Mount shows how you can use the wrapr pipe to perform data processing and building a ggplot2 visual: Now we can run a single pipeline that combines data processing steps and ggplot plot construction. data.frame(x = 1:20) %.>% mutate(., y = cos(3*x)) %.>% ggplot(., aes(x = x, y = y)) %.>% geom_point() %.>% geom_line() %.>% ggtitle("piped ggplot2") Check […]

Read More

Categories

September 2016
MTWTFSS
« Aug Oct »
 1234
567891011
12131415161718
19202122232425
2627282930