Pearson’s Correlation Coefficient

Kevin Feasel



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

Matrix Transposition In T-SQL

Phil Factor has some fun transposing a matrix using T-SQL: What I’m doing is simply converting the table into its JSON form, and then using this to create a table using the multi-row VALUES  syntax which paradoxically allows expressions. The expression I’m using is JSON_Value, which allows me do effectively dictate the source within the table, via […]

Read More

R In Linux For Windows

David Smith shows how to install and use R in the Windows Subsystem for Linux: R has been available for Windows since the very beginning, but if you have a Windows machine and want to use R within a Linux ecosystem, that’s easy to do with the new Fall Creator’s Update (version 1709). If you […]

Read More


September 2016
« Aug Oct »