correlation coefficient

• 相関係数

WordNet

1. the most commonly used method of computing a correlation coefficient between the ranks of scores on two variables (同)rank-order correlation, rank-difference correlation coefficient, rank-difference correlation
2. the most commonly used method of computing a correlation coefficient between variables that are linearly related (同)Pearson product-moment correlation coefficient
3. a correlation coefficient computed for two normally distributed variables that are both expressed as a dichotomy (同)tetrachoric correlation
4. a correlation coefficient in which one variable is many-valued and the other is dichotomous (同)biserial correlation
5. an estimate of the combined influence of two or more variables on the observed (dependent) variable
6. a reciprocal relation between two or more things (同)correlativity
7. a statistical relation between two or more variables such that systematic changes in the value of one variable are accompanied by systematic changes in the other (同)correlational statistics
8. a constant number that serves as a measure of some property or characteristic

PrepTutorEJDIC

1. 〈C〉(…間の)相互関係《+『between』+『名』》;(…との)関連《+『with』+『名』》 / 〈U〉《文》関連させること;相関関係にある状態 / 〈C〉相関グラフ
2. (数学で)係数,(物理で)係数,率

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出典(authority):フリー百科事典『ウィキペディア（Wikipedia）』「2014/03/24 10:54:42」(JST)

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[Wiki en表示]

Correlation coefficient may refer to:

• Pearson product-moment correlation coefficient, also known as r, R, or Pearson's r, a measure of the strength and direction of the linear relationship between two variables that is defined as the (sample) covariance of the variables divided by the product of their (sample) standard deviations.
• Intraclass correlation, a descriptive statistic that can be used when quantitative measurements are made on units that are organized into groups; describes how strongly units in the same group resemble each other.
• Rank correlation, the study of relationships between rankings of different variables or different rankings of the same variable
  • Spearman's rank correlation coefficient, a measure of how well the relationship between two variables can be described by a monotonic function
  • Kendall tau rank correlation coefficient, a measure of the portion of ranks that match between two data sets.
  • Goodman and Kruskal's gamma, a measure of the strength of association of the cross tabulated data when both variables are measured at the ordinal level.

Related concepts:

• Correlation and dependence, a broad class of statistical relationships between two or more random variables or observed data values

• Goodness of fit, any of several measures that measure how well a statistical model fits observations by summarizing the discrepancy between observed values and the values expected under the model in question

• Coefficient of determination, a measure of the proportion of variability in a data set that is accounted for by a statistical model; often called R²; equal in a single-variable linear regression to the square of Pearson's product-moment correlation coefficient.

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Related Links

• Correlation coefficient - Wikipedia, the free encyclopedia

Correlation coefficient may refer to: Pearson product-moment correlation coefficient, also known as r, R, or Pearson's r, a measure of the strength and direction of the linear relationship between two variables that is defined as the ( sample) ...

• 相関係数 - Wikipedia

普通単に相関係数といえば、ピアソンの積率相関係数（Pearson product-moment correlation coefficient）をさす（本項で詳述する）。これの検定には偏差の正規分布を 仮定する（パラメトリック）方法であるが、他にこのような仮定を置かないノン パラメトリックな ...

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correlation coefficient

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