Correlation coefficient

The correlation coefficient r measures the direction and strength of a linear relationship between two quantitative variables, always between -1 and 1.

The correlation coefficient rr captures how tightly points cluster around a straight line and which way they slope. It runs from 1-1 (perfect negative) through 00 (no linear association) to +1+1 (perfect positive), so values near 00 mean a weak linear fit. For example, r=0.9r = 0.9 signals a strong positive linear trend, while r=0.2r = -0.2 signals a weak negative one. Because rr only measures linear association, a strong curved pattern can still give an rr near 0, and rr never establishes causation.

More regression and correlation terms, or browse the full statistics glossary.