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How would the correlations change if we normalized the data first? ( In Xl miner)

fazer
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  • Can you be precise about how you're normalizing? – Glen_b Jan 30 '19 at 01:48
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    (depending on how exactly normalization is done), there are potential duplicates at https://stats.stackexchange.com/questions/384188/mean-centering-leads-to-perfect-correlation and https://stats.stackexchange.com/questions/226283/how-to-perform-correlation-analysis-on-standardized-data – Glen_b Jan 30 '19 at 01:49

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Correlations are invariant to linear transformations of the data - $\text{Cor}(aX+b,cY+d) = \text{Cor}(X,Y)$ - so if your normalization involves only linear transformations of the variables you're calculating the correlation of it will not change sample correlations at all.

Glen_b
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