e-DAS
Correlation measures the relation between two or more variables. It is given
by the correlation coefficient 
The correlation ranges from r = -1 to r = +1. The following plots give examples
of different correlations:
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A correlation coefficient of r = +1 means that there is a totally positive linear relation, thus high values on the X-axis are associated with high values on the Y-axis. |
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| If the correlation is r = -1 high values on the X-axis are associated with low values on the Y-axis thus the relationship is negative linear. |
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| If the x and y values are totally independent the correlation coefficient is r = 0. |
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Correlation is based on linear regression. For the given values of x and y
two linear regressions are calculated: one for x as the independent variable
and y as the dependent and another one vice versa. This yields two regression
lines with the slopes of 
and
. The geometric mean of theses
lines is the correlation coefficient r.
Ulrike Burkard, Dec. 17., 2001