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Lecture 9

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12 views

Lecture 9

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ma2054738
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Correlation

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

12
Height in CM

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)

 x y
xy −
n
r=
 ( x) 2
 (  y) 2

  x2 − .  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:

 x y
xy −
n
r =
 ( x) 2
 ( y) 2 
  x2 − .  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
Exercise: Relationship between Stress and
Test Scores

Stress Test
(X) score (Y)
10 2
8 3
2 9
1 7
5 6
6 5
∑X = 32 ∑Y = 32
Exercise: Relationship between Stress and
Test Scores
Stress 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

Negative strong correlation


Exercise
Spearman Rank
Correlation Coefficient
Spearman Rank Correlation Coefficient
(rs)
It is a non-parametric measure of correlation.
This procedure makes use of the two sets of
ranks that may be assigned to the sample
values of x and Y.
Spearman Rank correlation coefficient could be
computed in the following cases:
Both variables are quantitative.
Both variables are qualitative ordinal.
One variable is quantitative and the other is
qualitative ordinal.
Procedure:
1. Rank the values of X from 1 to n where n
is the numbers of pairs of values of X and
Y in the sample.
2. Rank the values of Y from 1 to n.
3. Compute the value of di for each pair of
observation by subtracting the rank of Yi
from the rank of Xi
4. Square each di and compute ∑di2 which
is the sum of the squared values.
5. Apply the following formula

6 (di) 2
rs = 1 −
n(n 2 − 1)

The value of rs denotes the magnitude


and nature of association giving the same
interpretation as simple r.
Example
In a study of the relationship between level
education and income the following data was
obtained. Find the relationship between them
and comment.
sample level education Income
numbers (X) (Y)
A Preparatory. 25
B Primary. 10
C University. 8
D secondary 10
E secondary 15
F illiterate 50
G University. 60
Answer:
Rank Rank di di2
(X) (Y) X Y
A Preparatory 25 5 3 2 4

B Primary. 10 6 5.5 0.5 0.25


C University. 8 1.5 7 -5.5 30.25
D secondary 10 3.5 5.5 -2 4
E secondary 15 3.5 4 -0.5 0.25
F illiterate 50 7 2 5 25
G university. 60 1.5 1 0.5 0.25

∑ di2=64
6  64
rs = 1 − = −0.1
7(48)

Comment:
There is negative weak correlation between
level of education and income.

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