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> Independent variables are not correlated But it's important to remember that dependent variables can also be not correlated. That is no correlation does not
by crystal_revenge 2y ago
> Independent variables are not correlated
But it's important to remember that dependent variables can also be not correlated. That is no correlation does not imply independence.
Consider this trivial case:
X ~ Uniform(-1,1)
Y = X^2
Cor(X,Y) = 0
Despite the fact that Y's value is absolutely determined by the value of X.
- TheRealPomax 2y agoThis is also why it's important to look at your plots. Because simply looking at your scatter plot makes it really obvious what methods you can't use, even if it doesn't really tell you anything about what you should use.
- antognini 2y agoThe author is using "correlation" in a somewhat non-standard way. He isn't referring to linear correlation as you are, but any sort of nonzero mutual information between the two variables. So in his usage those two variables are "correlated" in your example.