Covariate
Encyclopedia
In statistics
, a covariate is a variable that is possibly predictive of the outcome under study. A covariate may be of direct interest or it may be a confounding
or interacting
variable.
The alternative terms explanatory variable, independent variable
, or predictor, are used in a regression analysis
. In econometrics
, the term "control variable" is usually used instead of "covariate". In a more specific usage, a covariate is a secondary variable that can affect the relationship between the dependent variable and other independent variables of primary interest.
An example is provided by the analysis of trend in sea-level by Woodworth (1987). Here the dependent variable (and variable of most interest) was the annual mean sea level at a given location for which a series of yearly values were available. The primary independent variable was "time". Use was made of a "covariate" consisting of yearly values of annual mean atmospheric pressure at sea level. The results showed that inclusion of the covariate allowed improved estimates of the trend against time to be obtained, compared to analyses which omitted the covariate.
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
, a covariate is a variable that is possibly predictive of the outcome under study. A covariate may be of direct interest or it may be a confounding
Confounding
In statistics, a confounding variable is an extraneous variable in a statistical model that correlates with both the dependent variable and the independent variable...
or interacting
Interaction (statistics)
In statistics, an interaction may arise when considering the relationship among three or more variables, and describes a situation in which the simultaneous influence of two variables on a third is not additive...
variable.
The alternative terms explanatory variable, independent variable
Independent variable
The terms "dependent variable" and "independent variable" are used in similar but subtly different ways in mathematics and statistics as part of the standard terminology in those subjects...
, or predictor, are used in a regression analysis
Regression analysis
In statistics, regression analysis includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables...
. In econometrics
Econometrics
Econometrics has been defined as "the application of mathematics and statistical methods to economic data" and described as the branch of economics "that aims to give empirical content to economic relations." More precisely, it is "the quantitative analysis of actual economic phenomena based on...
, the term "control variable" is usually used instead of "covariate". In a more specific usage, a covariate is a secondary variable that can affect the relationship between the dependent variable and other independent variables of primary interest.
An example is provided by the analysis of trend in sea-level by Woodworth (1987). Here the dependent variable (and variable of most interest) was the annual mean sea level at a given location for which a series of yearly values were available. The primary independent variable was "time". Use was made of a "covariate" consisting of yearly values of annual mean atmospheric pressure at sea level. The results showed that inclusion of the covariate allowed improved estimates of the trend against time to be obtained, compared to analyses which omitted the covariate.