A Basic Demonstration of the [-1, 1] Range for the Correlation Coefficient |
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| Authors: | Gary G Koch |
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| Institution: | School of Public Health, University of North Carolina , Chapel Hill , NC , 27514 , USA |
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| Abstract: | The structure of the variance of linear functions of two variables is used to show that the correlation coefficient lies in the range -1, 1]. It also allows the role of the correlation coefficient in linear regression to be described. |
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| Keywords: | Linear regression Variance of linear functions Proportional reduction in variance |
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