SAGE Reference - The SAGE Encyclopedia of Social Science Research Methods

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Covariance

In: The SAGE Encyclopedia of Social Science Research Methods
Edited by: Michael S. Lewis-Beck, Alan Bryman & Tim Futing Liao
Subject:Research Methods

Covariance represents the fundamental measure of association between two random variables. Here we will discuss the concept of covariance in terms of the bivariate NORMAL DISTRIBUTION.

To begin, consider two random variables X and Y, representing, for example, a measure of ...

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  Lewis-Beck, M. S., Bryman, A., & Liao, T. F. (2004). Covariance. In The SAGE encyclopedia of social science research methods (Vol. 1, pp. 208-208). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412950589.n182
  
  Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao. "Covariance." In The SAGE Encyclopedia of Social Science Research Methods, edited by Lewis-Beck, Michael S., Alan Bryman, and Tim F. Liao, 208-208. Thousand Oaks, CA: SAGE Publications, Inc., 2004. https://dx.doi.org/10.4135/9781412950589.n182.
  
  Lewis-Beck, M. S., Bryman, A. and Liao, T. F. 2004. Covariance. In: Michael S. Lewis-Beck, Alan Bryman and Tim F. Liao Editors, 2004. The SAGE Encyclopedia of Social Science Research Methods, Thousand Oaks, CA: SAGE Publications, Inc. pp. 208 Available at: <https://dx.doi.org/10.4135/9781412950589.n182> [Accessed 21 May 2022].
  
  Lewis-Beck, Michael S., et al. "Covariance." The SAGE Encyclopedia of Social Science Research Methods. Edited by Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2004, pp. 208-208. SAGE Knowledge. 21 May 2022, doi: https://dx.doi.org/10.4135/9781412950589.n182.
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