Question

Pearson's r can be inflated due to:

Answer 1

Pearson's r can be inflated due to the Nonnormality of the data.

When using the Pearson correlation with nonnormal data, Type I and Type II error rates may be inflated. Nonnormality could lead to two types of distortion in the point estimate of the correlation. First, the distortion could be systematic, leading to predictable tendencies to overestimate or underestimate the population parameter (i.e., bias). Second, the distortion could also be random, leading the estimates to vary in either direction (i.e., random error).