Table Of Contents
Correlation

The Correlation procedure estimates Pearson's product-moment correlation between variables. The correlation, which varies between minus one and one, is a measure of the linear relationship between a pair of variables.

 

The population correlation is estimated from sample data as

.

Where 's are the sample weights, 's represent the estimated population means and 's are the estimated population variances.

 

 

There are two ways to access the correlation procedure:

  • Select Statistics|Basic Statistics|Correlations from the main menu. Then use the displayed dialog exactly as in the Descriptive procedure, or
  • Run the Descriptive procedure. When it is completed, right-click on the icon representing that run in the Completed Run Queue. One option on that menu is "Correlations." Selecting that option will cause the correlations to be displayed.