Chapter 8 of 13All chapters
Chapter 8 of 13
Correlation
Measuring how two things move together.
What the number says
A correlation runs from -1 to 1, where 0 means no linear relationship. It measures direction and tightness of a straight line pattern and nothing else.
- A strong curve can have a correlation near zero, which is why you plot the data first.
- Anscombe's quartet is four datasets with identical statistics and completely different shapes.
Not causation
Ice cream sales and drownings rise together because both rise with temperature. A third factor driving both is the usual explanation, and it is called a confounder.