Correlation Index

Given a curved regression, the correlation index is defined by

(1)

where  and  are the standard deviations of the data points  and the estimates  given by the regression line (Kenney and Keeping 1962, p. 293). Unfortunately, the quantity  appears not to be defined by Kenney and Keeping (1962, p. 293). Then

			(2)
			(3)

where  is the variance of the observed s about the best-fitting curved line (Kenney and Keeping 1962, p. 293).

REFERENCES:

Kenney, J. F. and Keeping, E. S. Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, 1962.