Asymmetric properties of the Pearson correlation coefficient: Correlation as the negative association between linear regression residuals

DOI10.1080/03610926.2014.960582zbMath1396.62167OpenAlexW2321915572MaRDI QIDQ2832625

Michael Hagmann, Wolfgang Wiedermann

Publication date: 11 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.960582

zbMATH Keywords

correlationskewnesslinear regressiondirection of dependence

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

A note on fourth moment-based direction dependence measures when regression errors are non normal ⋮ A new look at the correlation coefficient: Correlation as the difference-sum ratio of SSEs

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