Solved – How to 2 variables each be strongly correlated with a 3rd variable, but uncorrelated with each other?

Using Excel's correlation function I get a correlation of -7% between data sets A & B. Data set C has a 92% correlation to A and an 84% correlation to B. How can C be strongly correlated to A and B, but A and B are slightly negatively correlated to one another?

What other tests can I perform to help me better understand the relationships between A, B & C?

You could make scatter plots of each with each.

As to how it is possible, imagine this:

a and b are entirely independent.

c = a + b.

So, we would have something like (in R code; stuff following a # is comment)

set.seed(1) a <- rnorm(100) b <- rnorm(100) c <- a + b cor(a,b) # - 0.0009 cor(a,c) # 0.68 cor(b,c) #0.72 

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