Paul Moore posted a comment pointing out this great discussion of the correlation coefficient:
- Joseph Lee Rodgers and W. Alan Nicewander. “Thirteen Ways to Look at the Correlation Coefficient.” The American Statistician, Vol. 42, No. 1. (Feb., 1988), pp. 59-66. Link
It’s related to the the post on cosine similarity, correlation and OLS. Anyway, I was just struck by the following diagram. It almost has a pop-art feel.