
Correlation - Page 3
Other Correlation Coefficients
Spearman rank-order correlation coefficient -- Spearman r
Used when data are ordinal. Interpreted like a Pearson correlation.
Eta coefficient -- h
Indicates the degree of relationship between two variables even if the relationships is
nonlinear.
Eta-squared coefficient -- h2
Indicates how well one variable can be predicted from another even with
nonlinear relationships. Interpreted in a manner similar to r2.
Biserial correlation coefficient -- rbi
For use when one variable is continuous and the other is a
dichotomous variable that reflects an underlying normal distribution.
Point biserial coefficient -- rpb
For use when one variable is continuous and the other is a 'true'
dichotomous variable.
Phi coefficient -- f
For use with two 'true' dichotomous variables.
Tetrachoric correlation coefficient -- rtet
For use with two artificial dichotomous variables with underlying normal distributions.
Multiple correlation coefficient -- Ra.bcd
The correlation between a and the set of variables b, c, and d.
Squared multiple correlation coefficient - Coefficient of Determination -- R2a.bcd
The squared correlation between a and the set of variables b, c, and d. It represents the
proportion of variability of a that is accounted for by the combination of b, c, and d.
Partial correlation coefficient -- rab.c
The correlation between a and b with variable c partialed out.
Graduate School of Education & Information Studies
Phil Ender, 15Jan98
updated