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Abhängigkeitsmaße: Korrelation und Regression

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Angewandte Statistik

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Zusammenfassung

In vielen Situationen ist es wünschenswert, etwas über die Abhängigkeit zwischen zwei Merkmalen eines Individuums, Materials, Produktes oder Prozesses zu erfahren. In einigen Fällen mag es auf Grund theoretischer Überlegungen sicher sein, daß zwei Merkmale, X und Y, miteinander zusammenhängen (vgl. auch [123]: nach (1.11 A) und nach Übersicht 17). Das Problem besteht dann darin, Art und Grad des Zusammenhanges zu ermitteln. Zunächst wird man die Wertepaare (x i , y i ) in ein Koordinatensystem eintragen. Hierdurch erhält man eine Grundvorstellung über Streuung und Form der Punktwolke (vgl. Abb. 45). Liegt ein linearer Zusammenhang zwischen X und Y vor, so läßt sich ein Stichproben-Korrelationskoeffizient r angeben, der den entsprechenden Parameter ϱ (Rho) schätzt. Aufschlußreich sind häufig nach einem dritten Merkmal nebeneinander angeordnete Punktwolken.

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Literaturhinweise zur Korrelationsanalyse und Regressionsanalyse

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Sachs, L. (1997). Abhängigkeitsmaße: Korrelation und Regression. In: Angewandte Statistik. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-05746-9_8

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