- statistical relationship where two variables change together
- Pearson coefficient (r) ranges from -1 (perfect negative) through 0 (none) to +1 (perfect positive)
- positive correlation: both variables increase together
- negative correlation: one increases as the other decreases
- does not imply causation: confounders, reverse causation, or coincidence may explain the association
- Spearman rank correlation handles nonlinear monotonic relationships
- spurious correlations arise from large datasets with many variables
- partial correlation controls for the effect of a third variable
- foundational tool in statistics, epidemiology, economics, and machine learning