243 THEORY OF STATISTICS.
For we have
(xy. e103... n) = 22) (2) — Ty 45 Sci n)=N(oF — 034 nin)
and also
(ef . . . n) = 22) — Fy 95 Joti n)?=N(a}- on... .n
whence the correlation between Zande... . ,is
04 !
v.e. the value of By, n given by (13). The value of RB is
accordingly a useful datum as indicating how closely x, can
be expressed in terms of a linear function of Fo Fini oi so « &py ANA
the values of the regressions may be regarded as determined
by the condition that & shall be a maximum. Its value is
essentially positive as the product-sum 2(xy.e95 . . . . 5) Is positive.
£ may be termed a coefficient of (n—1)-fold (or double, triple,
etc.) correlation; for n variables there are » such correlations,
but in the limiting case of two variables the two are identical.
The value may be readily calculated, either from Tio, .. 800
o, or directly from the equation
1 - Bios... w= (1 =18)1 - 7352) ~ 72s). . . (1 = Puss... (ney). (15)
It is obvious from this equation that since every bracket on
the right is not greater than unity,
LB... Pl =7%
Hence Ry; , . . . , cannot be numerically less than r,,. For the
same reason, rewriting (15) in every possible form, Ba
cannot be numerically less than ry, Tig + «+ « Tip 2.6. ANY ONE
of the possible constituent coefficients of order zero. Further,
for similar reasons, Ryn; » cannot be numerically less than
any possible constituent coeflicient of any higher order. That
is to say, Ry... , is not numerically less than the greatest
of all the possible constituent coefficients, and is usually, though
not always, markedly greater. Thus in Example i, Buy
(the coeflicient of double correlation between pauperism on
the one hand, out-relief and labourers’ earnings on the other)
is 0-839, and the numerically greatest of the possible constituent
coeflicients is 1,,= —0'73. Again, in Example iji., By, is
0:626, and the numerically greatest of the possible constituent
coefficients is ry, , = + 0-573.
The student should notice that R is necessarily positive.
Further, even if all the variables Xp Xp... . X, were strictly
uncorrelated in the original universe as a whole, we should expect
"120 "13.90 "14.93 €tc., to exhibit values (whether positive or negative)
By