correlation ratio


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correlation ratio

[‚kär·ə′lā·shən ‚rā·shō]
(statistics)
A measure of the nonlinear relationship between two variables; in a two-way frequency table it may be regarded as the ratio of the variance between arrays to the total variance.
References in periodicals archive ?
The SEC staff has interpreted high correlation to mean a correlation ratio between 80% to 125% (this is the change in the fair value attributable to the hedged risk of the derivative divided by the change in fair value of the hedged item; this interpretation applies to the dollar offset method but not to other statistical methods).
The complex surfaces are these geometric surfaces of that theoretical curves D or/and G has a such geometric form that for their generation are necessary compositions of sample movements cinematic correlated by a cinematic correlation ratio, RCCIN+ (Sandu & Strajescu, 2007).
Another method is to calculate the distribution of the values of the matrix, and then consider all the peaks of the distribution as correlation ratios.
The high correlation ratios indicate consistency over time, adding confidence to the applicability of the forecasts and their ability to provide a better estimate for future periods than other sources.

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