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covariance

covariance

2 9.1
How two things that can change move together on average
  • noun
  • /ˌkoʊˈveɪrəns/
  • Specialized
translation icon : covarianza
  • So a positive covariance means that the two move together.
  • covariance analysis
  • covariance matrix
  • variance-covariance

Examples

  • Now let us look at the covariance between X&Y.

  • The data was input using the covariance matrix, with maximum likelihood estimation procedures used for the model testing.

    Academic text (2008)
  • There is not a direct translation between the pattern of covariances and the pattern of means.

    Academic text (2008)
  • Data were subjected to analysis of covariance to determine significant differences between pre- and post-assessments.

    Academic text (1993)
  • A between-subjects multivariate analysis of covariance tested the main effect of mental health group on academic functioning.

    Academic text (2008)
  • Data were analyzed using factor analysis, Kaiser factor matching, analysis of covariance, and a multiple regression analysis technique.

    Academic text (1996)
  • Mixed-effects models assumed a compound symmetry covariance structure, and we based statistical significance on two-sided likelihood ratio tests.

    Academic text (2013)
  • Student reading level was controlled statistically using multivariate analysis of covariance (MANCOVA) based on pretest results.

    Academic text (2015)
  • In addition, the clustering process produces within-cluster variance-covariance dispersion matrices that violate assumptions underlying such between-cluster analyses.

    Academic text (1990)
  • The positive covariance indicates that as one variable increases, the other tends to increase as well.

Synonyms

correlation
vscovariance
  • Specialized
50 4.9

A number from -1 to 1 that shows how two things change together

is an unscaled mean product and not normalized to a fixed range
covariation
vscovariance
  • Specialized
1 9.8

How much two things change at the same time

is the precise average of products of each variable's deviations
intercorrelation
vscovariance
  • Specialized
7.8

A link between two or more measurements that shows how they change together

is a specific statistical average that quantifies joint deviations

Surface Forms

covariance singular
covariances plural

Morphology

covariance = variance (transparent) = co + vary + ance

Formed by adding the productive prefix 'co-' (together) to 'variance', yielding the statistical concept of joint variability in a straightforward way.

Etymology

Covariance comes from the prefix co- meaning 'together' and variance, from vary meaning 'change'. So covariance literally means how two things 'change together', which is why in statistics it measures the relationship between two variables.