It’s not just that the tails stop being correlated, it’s that there can be a spurious negative correlation. In any of your scatterplots, you could slice off the top right corner (with a diagonal line running downwards to the right), and what was left above the line would look like a negative correlation. This is sometimes known as Berkson’s paradox.
There’s also a related problem in that population substructures can give you multiple negatively correlated associations stacked beside each other in a positively correlated way (think of it like several diagonal lines going downwards to the right, parallel to each other), giving an ‘ecological fallacy’ when you switch between levels of analysis.
(A real-world case of this is religiosity and health. Internationally, countries which are less religious tend to be healthier, but often within first world countries, religion confers a survival benefit.)
Another example I’ve heard is SAT scores. At any given school, the math and verbal scores are negatively correlated, because schools tend to select people who have around the same total score. But overall, math and verbal scores are positively correlated.
It’s not just that the tails stop being correlated, it’s that there can be a spurious negative correlation. In any of your scatterplots, you could slice off the top right corner (with a diagonal line running downwards to the right), and what was left above the line would look like a negative correlation. This is sometimes known as Berkson’s paradox.
There’s also a related problem in that population substructures can give you multiple negatively correlated associations stacked beside each other in a positively correlated way (think of it like several diagonal lines going downwards to the right, parallel to each other), giving an ‘ecological fallacy’ when you switch between levels of analysis.
(A real-world case of this is religiosity and health. Internationally, countries which are less religious tend to be healthier, but often within first world countries, religion confers a survival benefit.)
Another example I’ve heard is SAT scores. At any given school, the math and verbal scores are negatively correlated, because schools tend to select people who have around the same total score. But overall, math and verbal scores are positively correlated.
Looks like you can get this if you cut the corner off in a box shape too, which may be more surprising.