ETYM Late Lat. correlatio; Latin cor- + relatio: cf. French corrélation. Related to Correlation.
The degree of relationship between two sets of information. If one set of data increases at the same time as the other, the relationship is said to be positive or direct. If one set of data increases as the other decreases, the relationship is negative or inverse. Correlation can be shown by plotting a best-fit line on a scatter diagram.
In statistics, such relations are measured by the calculation of coefficients of correlation. These generally measure correlation on a scale with 1 indicating perfect positive correlation, 0 no correlation at all, and -1 perfect inverse correlation. Correlation coefficients for assumed linear relations include the Pearson product moment correlation coefficient (known simply as the correlation coefficient), Kendall's tau correlation coefficient, or Spearman's rho correlation coefficient, which is used in nonparametric statistics (where the data are measured on ordinal rather than interval scales). A high correlation does not always indicate dependence between two variables; it may be that there is a third (unstated) variable upon which both depend.
1. A reciprocal relation between two or more things; SYN. correlativity.
2. 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; SYN. correlational statistics.