Re: Correlation of X with XY ?

From: Glen (glenbarnett_at_geocities.com)
Date: 09/30/04 

Date: 30 Sep 2004 00:30:51 -0700

"Charles Knapp" <nowhere@nomailspam.com> wrote in message news:<wN2dnVurcNjRucXcRVn-vw@comcast.com>...
> SD[x] E[y]
> Corr[x,xy] = ----------------------------------------
> Denominator>0
>
> This tells us that:
>
> 1. In general Corr[x,xy] can be "anything" depending on SD[x] and E[y]
> 2. For Mean(y)=0 the correlation will in fact be zero.
> 3. Whatever the means and variances of x and y are (as long as they
> are the same), x must correlate with xy the same as y does
> (symmetric correlation... this is obvious).

I don't see how you get 3.

X may be positively correlated with XY and yet Y may be uncorrelated
with XY. Or Y might have a negative correlation with XY. I'm not sure
then what you mean by "x must correlate with xy the same as y does".

Glen