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Introductory EconometricsIntuition, Proof, and Practice$
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Introductory Econometrics: Intuition, Proof, and Practice

Jeffrey Zax

Print publication date: 2011

Print ISBN-13: 9780804772624

Published to Stanford Scholarship Online: June 2013

DOI: 10.11126/stanford/9780804772624.001.0001

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PRINTED FROM STANFORD SCHOLARSHIP ONLINE (www.stanford.universitypressscholarship.com). (c) Copyright Stanford University Press, 2020. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in SSO for personal use.date: 27 February 2020

Covariance and Correlation

Covariance and Correlation

Chapter:
(p.57) Chapter 3 Covariance and Correlation
Source:
Introductory Econometrics
Publisher:
Stanford University Press
DOI:10.11126/stanford/9780804772624.003.0003

This chapter considers the precursors to regression—the covariance and the correlation—the basic statistics that measure the association between two variables, without regard to causation. It discusses in detail the sample covariance and the sample correlation coefficient. It reviews the intuitions supporting their definitions, the intuitions to which their definitions lead, and the formal properties of both.

Keywords:   regression, covariance, correlation, variables

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