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Does Pearson correlation have a unit?

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Clare Lee

2020年8月13日

Does Pearson correlation have a unit?

Does Pearson correlation have a unit?

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Peter Cheung

2020年8月12日

You are welcome.

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Clare Lee

2020年8月12日

I see, thanks.

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Peter Cheung

2020年8月12日

No. The correlation coefficient is calculated by dividing the covariance of x and y (Cov(x,y) ) by the standard deviation of x and y (sd(x) and sd(y)). The units of Cov(x,y) equals the product of the unit of x and the unit of y. The units of sd(x) equals the unit of x, and the units of sd(y) equals the unit of y. So, in the correlation coefficient formula, units get canceled. The correlation coefficient does not have any units.

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