chapter 21 correlation. correlation a measure of the strength of a linear relationship although...

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Chapter 21 Correlation

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Page 1: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Chapter 21

Correlation

Page 2: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

CorrelationA measure of the strength of a linear

relationshipAlthough there are at least 6 methods

for measuring correlation, we are going to learn 2:– Pearson product-moment correlation

coefficient (Pearson’s r) and– Spearman’s rho (rs)

Page 3: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Pearson’s r

Page 4: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Pearson’s r

Page 5: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Interpreting Pearson’s rr’s vary from -1 to +1

+1 = perfect positive linear relationship

0 = no linear relationship

-1 = perfect negative linear relationship

Page 6: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Magnitude of the RelationshipAbsolute value of r:

0 < r < .25 Low correlation

.25 < r < .50 Moderate correlation

.50 < r High correlation

Page 7: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Spearman’s Rank-Order Correlation“Pearson-on-the-Ranks”Rank each score with respect to the

other scores of that variableCalculate the difference (D) between

the ranks of each bivariate observation, or pair of scores

Square the difference (D2)

Page 8: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Spearman’s Rank-Order CorrelationCalculate rs using:

Page 9: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Review - Steps to Completing Regression (by hand)

1. Construct a data table (1 observation per row)

2. Compute each XiYi, and ΣXiYi

3. Compute n, ΣXi, ΣYi

4. Compute means (MX, MY)

5. Compute ΣXi2, ΣYi

2, ((ΣXi)2, (ΣYi)2)

6. Compute the SS(X), SS(Y), and SPXY

7. Compute m (slope) and b (Y-intercept)8. Find a point on the line: use a value of X on either end of the range,

and compute the corresponding Y

9. Plot the point (MX, MY) and the point just found10. Connect the points, label the line with the equation

Page 10: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Review - Steps to Computing a Pearson r1. Construct a data table (1 observation per row)

2. Compute each XiYi, and ΣXiYi

3. Compute n, ΣXi, ΣYi

4. Compute means ( MX , MY)

5. Compute ΣXi2, ΣYi

2, (ΣXi)2, (ΣYi)2

6. Compute the SS(X), SS(Y), SPXY

7. Compute

Page 11: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Review - Steps to Completing Spearman’s rho (rs) 1. Rank each score with respect to the other scores of

that variable (highest score gets highest rank of 1)

2. Calculate the difference (Di) between the ranks of each bivariate observation, or pair of scores

3. Square the difference (Di2)

4. Calculate

Page 12: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

0

2

4

6

8

10

12

0 2 4 6 8 10 12

0

2

4

6

8

10

12

0 2 4 6 8 10 12

Interpreting Scatterplots

Page 13: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

0

2

4

6

8

10

12

0 2 4 6 8 10 120

2

4

6

8

10

12

0 2 4 6 8 10 12

Page 14: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Correlation?

0

1

2

3

4

5

6

7

8

0 2 4 6 8 10

Page 15: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

Not much

y = 0.0105x + 4.306

R2 = 0.0002

0

1

2

3

4

5

6

7

8

0 2 4 6 8 10

Page 16: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

y = -0.9338x + 6.8982

R2 = 0.7855

2

2.5

3

3.5

4

4.5

5

5.5

6

6.5

0 1 2 3 4 5

Series1

Linear (Series1)

Other problems

Page 17: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

y = 1.1333x + 3.78

R2 = 0.6872

4.8

5

5.2

5.4

5.6

5.8

6

1 1.2 1.4 1.6 1.8 2

Series1

Linear (Series1)

y = 1.0946x - 0.2998

R2 = 0.6359

3

3.2

3.4

3.6

3.8

4

4.2

3 3.2 3.4 3.6 3.8 4

Series1

Linear (Series1)

y = -0.9338x + 6.8982

R2 = 0.7855

2

2.5

3

3.5

4

4.5

5

5.5

6

6.5

0 1 2 3 4 5

Series1

Linear (Series1)

Page 18: Chapter 21 Correlation. Correlation A measure of the strength of a linear relationship Although there are at least 6 methods for measuring correlation,

0 5 10 15 200

2

4

6

8

10

12

f(x) = − 0.30480754041388 x + 8.41233215733769R² = 0.445490311679994