# What's the difference between correlation and simple linear regression?

Is it cheating if I know the answer, but ask it anyways?

I figure it's good for people to know :)

In particular, I am referring to the Pearson product-moment correlation coefficient

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I have no idea what this question is about. – Robby McKilliam Aug 26 '10 at 1:35
It sounds like it is about the difference between correlation and simple linear regression. – Brett Magill Aug 26 '10 at 2:19
Note that one perspective on the relationship between regression & correlation can be discerned from my answer here: What is the difference between doing linear regression on y with x versus x with y?. – gung Sep 20 '12 at 19:39

What's the difference between the correlation between $X$ and $Y$ and a linear regression predicting $Y$ from $X$?

First, some similarities:

• the standardised regression coefficient is the same as Pearson's correlation coefficient
• The square of Pearson's correlation coefficient is the same as the $R^2$ in simple linear regression
• Neither simple linear regression nor correlation answer questions of causality directly. This point is important, because I've met people that think that simple regression can magically allow an inference that X causes Y.

Second, some differences:

• The regression equation (i.e., $a + bX$) can be used to make predictions on $Y$ based on values of $X$
• While correlation typically refers to the linear relationship, it can refer to other forms of dependence, such as polynomial or truly nonlinear relationships
• While correlation typically refers to Pearson's correlation coefficient, there are other types of correlation, such as Spearman's.
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From correlation we can only get an index describing the linear relationship between two variables; in regression we can predict the relationship between more than two variables and can use it to identify which variables x can predict the outcome variable y.

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Correlation is an index (just one number) of the strength of a relationship. Regression is an analysis (estimation of parameters of a model and statistical test of their significance) of the adequacy of a particular functional relationship. The size of the correlation is related to how accurate the predictions of the regression will be.

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Correlation analysis only quantifies the relation between two variables ignoring which is dependent variable and which is independent. But before appliyng regression you have to calrify that impact of which variable you want to check on the other variable.

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In the single predictor case of linear regression, the standardized slope has the same value as the correlation coefficient. The advantage of the linear regression is that the relationship can be described in such a way that you can predict (based on the relationship between the two variables) the score on the predicted variable given any particular value of the predictor variable. In particular one piece of information a linear regression gives you that a correlation does not is the intercept, the value on the predicted variable when the predictor is 0.

In short - they produce identical results computationally, but there are more elements which are capable of interpretation in the simple linear regression. If you are interested in simply characterizing the magnitude of the relationship between two variables, use correlation - if you are interested in predicting or explaining your results in terms of particular values you probably want regression.

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