Correlation Coefficients

Synonyms

Pearson r; r; rho

Definition

A measure of the strength of the relationship between two variables, x and y.

Historical Background

The correlation, or co-relation, coefficient is typically attributed to Karl Pearson who developed the formalized idea of correlation during the mid- to late 1800s. However, the beginning of the idea of correlation may have come from Sir Francis Galton, cousin of Charles Darwin. Galton worked on genetic heritability of sweet peas. Through his work on heritability, he developed the beginnings of regression and correlation. Pearson, who worked in Galton’s lab and was later his biographer, attributed the development of the regression slope to Galton. Pearson then generalized Galton’s work into the Pearson product-moment correlation (PPMC) or “moment” meaning the mean of a set of products. The PPMC is often identified as “r,” which Galton originally used to denote “regression” and Pearson later used as notation for correlation. In 1896, Pearson published...