statistical relationship where two variables change together

Pearson coefficient (r) ranges from -1 (perfect negative) through 0 (none) to +1 (perfect positive)

positive correlation: both variables increase together

negative correlation: one increases as the other decreases

does not imply causation: confounders, reverse causation, or coincidence may explain the association

Spearman rank correlation handles nonlinear monotonic relationships

spurious correlations arise from large datasets with many variables

partial correlation controls for the effect of a third variable

foundational tool in statistics, epidemiology, economics, and machine learning

Dimensions

correlation

Local Graph