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Understanding Correlation Coefficients

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0% found this document useful (0 votes)
7 views28 pages

Understanding Correlation Coefficients

Uploaded by

angelmaisha08
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Correlation

Correlation coefficient
Correlation

Finding the relationship between two quantitative


variables without being able to infer causal
relationships

Correlation is a statistical technique used to


determine the degree to which two variables are
related
Correlation

Finding the relationship between two quantitative


variables without being able to infer causal
relationships

Correlation is a statistical technique used to


determine the degree to which two variables are
related
Scatter diagram
• Rectangular coordinate
• Two quantitative variables
• One variable is called independent (X) and
the second is called dependent (Y)
• Points are not joined
• No frequency table Y
* *
*
X
Example

Wt. 67 69 85 83 74 81 97 92 114 85
(kg)
SBP 120 125 140 160 130 180 150 140 200 130
(mmHg)
Wt. 67 69 85 83 74 81 97 92 114 85
SBP(mmHg) (kg)
SBP 120 125 140 160 130 180 150 140 200 130
(mmHg)
220
200
180
160
140
120
100
80 wt (kg)
60 70 80 90 100 110 120

Scatter diagram of weight and systolic blood


pressure
SBP(mmHg)
220

200

180

160

140

120

100

80
Wt (kg)
60 70 80 90 100 110 120

Scatter diagram of weight and systolic blood pressure


Scatter plots

The pattern of data is indicative of the type of relationship


between your two variables:
➢ positive relationship

➢ negative relationship

➢ no relationship
Positive relationship
18

16

14

Height in CM 12

10

0
0 10 20 30 40 50 60 70 80 90
Age in Weeks
Negative relationship

Reliability

Age of Car
No relation
Correlation Coefficient

Statistic showing the degree of relation between two


variables
Simple Correlation coefficient (r)

➢ It is also called Pearson's correlation


or product moment correlation
coefficient.
➢ It measures the nature and strength
between two variables of
the quantitative type.
The sign of r denotes the nature of association

while the value of r denotes the strength of


association.
➢ If the sign is +ve this means the relation
is direct (an increase in one variable is
associated with an increase in the
other variable and a decrease in one
variable is associated with a
decrease in the other variable).

➢ While if the sign is -ve this means an


inverse or indirect relationship (which
means an increase in one variable is
associated with a decrease in the other).
➢ The value of r ranges between ( -1) and ( +1)
➢ The value of r denotes the strength of the
association as illustrated
by the following diagram.

strong intermediate weak weak intermediate strong

-1 -0.75 -0.25 0 0.25 0.75 1


indirect Direct
perfect perfect
correlation correlation
no relation
If r = Zero this means no association or
correlation between the two variables.

If 0 < r < 0.25 = weak correlation.

If 0.25 ≤ r < 0.75 = intermediate correlation.

If 0.75 ≤ r < 1 = strong correlation.

If r = l = perfect correlation.
How to compute the simple correlation
coefficient (r)

 xy −  x y
r= n

x −
2
(  x) 2
 
.  y −
2
(  y) 2


 n  n 
  
Example:
A sample of 6 children was selected, data about their
age in years and weight in kilograms was recorded as
shown in the following table . It is required to find the
correlation between age and weight.

serial Age Weight


No (years) (Kg)
1 7 12
2 6 8
3 8 12
4 5 10
5 6 11
6 9 13
These 2 variables are of the quantitative type, one
variable (Age) is called the independent and
denoted as (X) variable and the other (weight)
is called the dependent and denoted as (Y)
variables to find the relation between age and
weight compute the simple correlation coefficient
using the following formula:

 xy −  x y
r = n

  x2 −
(  x) 2

.  y 2 −
(  y) 2


 n  n 
  
Age Weight
Serial
(years) (Kg) xy X2 Y2
n.
(x) (y)
1 7 12 84 49 144
2 6 8 48 36 64
3 8 12 96 64 144
4 5 10 50 25 100
5 6 11 66 36 121
6 9 13 117 81 169
Total ∑x= ∑y= ∑xy= ∑x2= ∑y2=
41 66 461 291 742
41  66
461 −
r= 6
 (41) 2   (66) 2 
291 − .742 − 
 6  6 

r = 0.759
strong direct correlation
EXAMPLE: Relationship between Anxiety and Test Scores

Anxiety Test X2 Y2 XY
(X) score (Y)
10 2 100 4 20
8 3 64 9 24
2 9 4 81 18
1 7 1 49 7
5 6 25 36 30
6 5 36 25 30
∑X = 32 ∑Y = 32 ∑X2 = 230 ∑Y2 = 204 ∑XY=129
Calculating Correlation Coefficient

(6)(129) − (32)(32) 774 − 1024


r= = = −.94
(6(230) − 32 )(6(204) − 32 )
2 2
(356)( 200)

r = - 0.94

Indirect strong correlation


r –Table (correlation coefficient table)
t –Table for significance test

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