How to Calculate Pearson Correlation
What is Pearson Correlation?
Pearson's r measures the strength and direction of the linear relationship between two continuous variables. r ranges from −1 (perfect negative) to +1 (perfect positive); r=0 means no linear relationship.
Step-by-Step Guide
- 1r = Σ(xi−x̄)(yi−ȳ) / √[Σ(xi−x̄)² × Σ(yi−ȳ)²]
- 2Positive r: both variables increase together
- 3Negative r: one increases as the other decreases
- 4r² = proportion of variance in Y explained by X
Worked Examples
Input
r = 0.85 between height and weight
Result
Strong positive correlation · r²=0.72
Height explains 72% of weight variation
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