What is the formula for Pearson correlation?

The Pearson correlation is denoted with r and calculated as follows:

r=covarianceofxandyvariabilityofxandyseperately

or:

r=(xˉx)(yˉy)(xˉx)2(yˉy)2

which is the same as:

r=Nxy(x)(y)[Nx2(x)2][Ny2(y)2]

  • N: number of pairs of scores
  • x: x scores
  • y: y scores
  • : mean of x scores
  • ȳ: mean of y scores

 

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Applying correlation, regression and linear regression
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