Pearson's r
Properties of Pearson's r
A basic property of Pearson's
is that its possible range is from
to
. A correlation of
means a perfect negative linear relationship, a correlation of 0 means no linear relationship, and a correlation of
means a perfect positive linear relationship.
Pearson's correlation is symmetric in the sense that the correlation of
with
is the same as the correlation of
with
. For example, the correlation of Weight with Height is the same as the correlation of Height with Weight.
A critical property of Pearson's
is that it is unaffected by linear transformations. This means that multiplying a variable by a constant and/or adding a constant does not change the correlation of that variable with other variables. For instance, the correlation of Weight and Height does not depend on whether Height is measured in inches, feet, or even miles. Similarly, adding five points to every student's test score would not change the correlation of the test score with other variables such as GPA.