MEPX
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.