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Introductory EconometricsIntuition, Proof, and Practice$
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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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Covariance and Correlation

Covariance and Correlation

(p.57) Chapter 3 Covariance and Correlation
Introductory Econometrics
Stanford University Press

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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