CAIIB · ABM

CORRELATION & REGRESSION

Chapter notes, video classes, MCQ practice tests and quick-revision one-liners for Advanced Bank Management — CAIIB.

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Q

What does correlation measure in statistics?

A

Correlation measures the degree and direction of linear relationship between two variables. It quantifies how closely two variables move together.

Q

What is the difference between simple correlation and partial correlation?

A

Simple ignores other variables; partial controls for them.

Q

What is the range of the correlation coefficient?

A

The correlation coefficient (r) ranges from -1 to +1. A value of +1 indicates perfect positive correlation, -1 indicates perfect negative correlation, and 0 indicates no linear relationship.

Q

What is a spurious correlation?

A

False correlation caused by a third confounding variable.

Q

What is a positive correlation in the context of banking?

A

Positive correlation means that as one variable increases, the other also increases. For example, loan amount and interest income tend to move in the same direction.

Q

What does a correlation coefficient of +1 indicate?

A

Perfect positive linear relationship between two variables.

Q

What is a negative correlation?

A

Negative correlation means that as one variable increases, the other decreases. For example, rising interest rates may negatively correlate with bond prices.

Q

What does a correlation coefficient of -1 indicate?

A

Perfect negative linear relationship between two variables.

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