The following formula is involved in the calculation of covariance values from correlation coefficients:
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Covariance value:
where rXY is the Pearson correlation between two variables X and Y, σX is the standard deviation for X, and σY is the standard deviation for Y.
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The following references can be used to cite this covariance calculator (from a correlation coefficient):
| Soper, D.S. (2012) "Covariance Calculator (from a Correlation Coefficient) (Online Software)", http://www.danielsoper.com/statcalc3. |
| Cohen, J., Cohen, P., West, S.G., and Aiken, L.S. (2003) "Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences (3rd edition)", Lawrence Earlbaum Associates, Mahwah, NJ. |
The following statistics calculators are related to this covariance calculator (from a correlation coefficient), and may be useful for your research: