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・ Correlation and dependence
・ Correlation attack
・ Correlation clustering
・ Correlation coefficient
・ Correlation database
・ Correlation dimension
・ Correlation does not imply causation
・ Correlation function
・ Correlation function (astronomy)
・ Correlation function (disambiguation)
・ Correlation function (quantum field theory)
・ Correlation function (statistical mechanics)
・ Correlation immunity
・ Correlation inequality
・ Correlation integral
Correlation ratio
・ Correlation sum
・ Correlation swap
・ Correlation trading
・ Correlation Ventures
・ Correlations (album)
・ Correlative
・ Correlative rights doctrine
・ Correlative verse
・ Correlative-based fallacies
・ Correlator
・ Correlazione
・ Correll
・ Correll Buckhalter
・ Correll Nunatak


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Correlation ratio : ウィキペディア英語版
Correlation ratio
In statistics, the correlation ratio is a measure of the relationship between the statistical dispersion within individual categories and the dispersion across the whole population or sample. The measure is defined as the ''ratio'' of two standard deviations representing these types of variation. The context here is the same as that of the intraclass correlation coefficient, whose value is the square of the correlation ratio.
==Definition==

Suppose each observation is ''yxi'' where ''x'' indicates the category that observation is in and ''i'' is the label of the particular observation. Let ''nx'' be the number of observations in category ''x'' and

:\overline_x=\frac and \overline=\frac,
where \overline_x is the mean of the category ''x'' and \overline is the mean of the whole population. The correlation ratio η (eta) is defined as to satisfy
:\eta^2 = \frac)^2}-\overline)^2}
which can be written as
:\eta^2 = \frac}^2}^2}, \text^2 = \frac)^2} \text (y_-\overline)^2},
i.e. the weighted variance of the category means divided by the variance of all samples.

It is worth noting that if the relationship between values of x \;\ and values of \overline_x is linear (which is certainly true when there are only two possibilities for ''x'') this will give the same result as the square of Pearson's correlation coefficient, otherwise the correlation ratio will be larger in magnitude. It can therefore be used for judging non-linear relationships.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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