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Covariance

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

Covariance is a descriptive measure of the extent to which two variables vary together. It depends on the unit of measurement of both variables. The covariance may be positive, where both variables go up together; or negative where one goes down as the other goes up. Covariance does not imply causality.

Original languageEnglish
Title of host publicationEncyclopedia of Statistics in Behavioral Science
Subtitle of host publicationEveritt Behavioral
PublisherWiley Blackwell
Pages1-3
Number of pages3
ISBN (Electronic)9780470013199
ISBN (Print)9780470065259
DOIs
Publication statusPublished - 1 Jan 2006

Keywords

  • association
  • correlation
  • variance

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