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Correlation or Regression?

21 Octobre 2009 , Rédigé par JMB Publié dans #Statistique - modélisation - plans expérimentaux

"Correlation makes no a priori assumption as to whether one variable is dependent on the other(s) and is not concerned with the relationship between variables; instead it gives an estimate as to the degree of association between the variables. In fact, correlation analysis tests for interdependence of the variables.

As regression attempts to describe the dependence of a variable on one (or more) explanatory variables; it implicitly assumes that there is a one-way causal effect from the explanatory variable(s) to the response variable, regardless of whether the path of effect is direct or indirect. There are advanced regression methods that allow a non-dependence based relationship to be described (eg. Principal Components Analysis or PCA) and these will be touched on later".

Source: University of Leicester.
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