Suppose a dataset I with 20 samples pairs of x and y collected from 20 different farms in State A.
Another dataset II with 20 samples pairs of x and y collected from 20 different farms in State A, B, C, and D.
In a hypothetical situation, x and y is significantly correlated in the dataset II, but not in x and y in dataset I.
My question: What factors might be causing the significant differnces in dataset I and dataset II?
I understand r = cov(x,y)/(sd_x *sd_y), but how do I go about thinking this result in terms of the formula for r?