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Correlation and Regression

The document discusses correlation and regression analysis, explaining the relationship between variables through correlation coefficients. It outlines different types of correlation (positive, negative, simple, multiple, and partial) and methods for studying correlation, including Pearson and Spearman methods. Additionally, it covers regression analysis, which predicts the value of one variable based on another, and provides examples and equations for practical application.

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4 views

Correlation and Regression

The document discusses correlation and regression analysis, explaining the relationship between variables through correlation coefficients. It outlines different types of correlation (positive, negative, simple, multiple, and partial) and methods for studying correlation, including Pearson and Spearman methods. Additionally, it covers regression analysis, which predicts the value of one variable based on another, and provides examples and equations for practical application.

Uploaded by

godheaven630
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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CORRELATION AND

REGRESSION
CORRELATION
The degree of relationship between variables under
consideration is measure through correlation analysis
The measure of correlation is called correlation
coefficient (r)
The correlation coefficient ranges from -1 to +1. (-1≤r ≤1)
The correlation analysis gives us an idea about the degree
and direction of the relationship between two variables
under study.
TYPES OF CORRELATION

Positive correlation
• Correlation is said to be positive if the values of
two variables changing with same direction
• Eg: Height and Weight

Negative correlation
• Correlation is said to be negative if the values of
variables change with opposite direction
• Eg: Age and eyesight
DIRECTION OF CORRELATION
Positive relationship- variables change in the same
direction
As x increasing y increasing
As x decreasing y decreasing
Eg: As height increases weight is also increasing
Negative relationship- variables change in the negative
direction
As x increasing y decreasing
As x decreasing y increasing
Eg: As TV time increases grade decreases
TYPES OF CORRELATION

MULTIPLE PARTIAL

CORRELATION

SIMPLE
TYPES OF CORRELATION
Simple Correlation
Under simple correlation, there are only two
variables are studied.
Multiple Correlation
Under multiple correlation, three or more variables
are studied
TYPES OF CORRELATION

Partial Correlation
Estimates the relationship between two variables
while removing the effect of a third variable from the
relationship
Eg: A gardener wishes to determine the relationship
between plant growth and certain amount of fertilizer
controlling for sunlight.
METHODS OF STUDYING
CORRELATION
Scatter Diagram Method

Pearson Correlation Coefficient

Spearman Rank Correlation Method


SCATTER DIAGRAM METHOD

Scatter diagrams are used to demonstrate correlation


between two quantitative variables
PERFECT POSITIVE CORRELATION
HIGH DEGREE OF POSITIVE
CORRELATION
MODERATE POSITIVE CORRELATION
PERFECT NEGATIVE CORRELATION
HIGH DEGREE NEGATIVE
CORRELATION
WEAK NEGATIVE CORRELATION
NO CORRELATION
DEGREE OF CORRELATION
The following table will show the approximate degree of
correlation according to Karl Pearson’s formula:
Correlation Positive Negative

No/Absence of correlation 0 0

Low degree of correlation Less than +0.2 Less than -0.2

Mild degree of correlation From +0.2 to +0.4 From -0.2 to -0.4

Moderate degree of correlation From +0.4 to +0.6 From -0.4 to -0.6

Good degree of correlation From +0.6 to +0.8 From -0.6 to -0.8

Very good degree of correlation +0.8 or more -0.8 or more

Perfect degree of correlation 1 1


SCATTER DIAGRAM
Advantages
1. Simple and non mathematical method
2. Not influenced by the size of extreme item
3. First step in finding the relationship between two variables
4. Easy to understand
Disadvantages
1. Cannot adopt an exact degree of correlation
KARL PEARSON’S CORRELATION
COEFFICIENT
Pearson’s ‘r’ is the most common correlation coefficient.
 Karl Pearson’s Correlation coefficient is measured by ‘r’.
It measures the degree of linear relationship between two
variables x and y
Correlation coefficient ‘r’ ranges from -1 to 1
ie -1≤r ≤1
KARL PEARSON’S CORRELATION
COEFFICIENT

If r= +1, the correlation between two variables is said to


be positive
If r= -1, the correlation between two variables is said to be
negative
If r=0, there exists no correlation between the variables.
KARL PEARSON’S CORRELATION
COEFFICIENT
 Pearson’s correlation coefficient r can be calculated from
the following equation

Where X= x-͞x
Y =y- ͞y
Example
Find the value of the correlation coefficient from the
following table:
SUBJECT AGE X GLUCOSE LEVEL Y
1 43 99
2 21 65
3 25 79
4 42 75
5 57 87
6 59 81
GLUCOS
SUBJECT AGE X E LEVEL XY X2 Y2
Y
1 43 99 4257 1849 9801
2 21 65 1365 441 4225
3 25 79 1975 625 6241
4 42 75 3150 1764 5625
5 57 87 4959 3249 7569
6 59 81 4779 3481 6561
Σ 247 486 20485 11409 40022
EXAMPLE II

r = 0.856

Which shows a strong positive correlation between the


Age and Glucose Level.
EXAMPLE II

The following data concerns the blood haemoglobin (Hb)

levels and packed cell volumes (PCV) of 14 female blood


bank donors. It is of interest to know if there is a
relationship between the two variables Hb and PCV when
considered in the female population
EXAMPLE
No x y
1 15.50 0.45
2 13.60 0.42
3 13.50 0.44
4 13.00 0.40
5 13.3 0.40
6 12.4 0.37
7 11.10 0.40
8 13.1 0.40
9 16.10 0.45
10 16.40 0.47
11 13.40 0.39
12 13.20 0.40
13 14.30 0.42
14 16.10 0.45
EXAMPLE

r =

= 0.856
Which shows a strong positive correlation between the Hb
and PCV among female donors.
COEFFICIENT OF DETERMINATION (r2)

Convenient way of interpreting the value of correlation


coefficient is to use the square of coefficient of correlation
which is called coefficient of determination

Coefficient of determination = r2

If r= 0.856, r2 =0.733, which means 73.3% of the


variation in the dependent variable has been explained by
the independent variable.
SPEARMAN’S RANK CORRELATION
 Rank Correlation is studied when no assumption about the
parameters of the population is made.
 This method is based on ranks.
 It is useful to study the qualitative measure of attributes
like color, beauty, intelligence, character , etc.
 The individuals (or variables) in the group can be
arranged in order and there on, obtaining for each
individual a number showing rank in the group.
REGRESSION
Correlation gives the degree and direction of relationship
between the two variables, whereas the regression analysis
enables us to predict the values of one variable on the
basis of the other variable
When it is necessary to predict the value of one character
(variable say y) from the knowledge of the other character
(variable say x) such as to estimate the height when
weight is known.
REGRESSION
The variable (y ie weight) to be estimated is called
dependent variable.
And the variable (x ie height) which is known is called
independent variable.
This is done by fitting regression coefficient(b)
Regression coefficient is a measure of the change in one
dependent (y) variable with one unit change in the
independent variable say x.
REGRESSION LINE
REGRESSION EQUATION
The regression equation of y on x is
y = a+bx
where x is the independent variable or predictor
y is the response variable or dependent variable

The regression equation of x on y is


x = a+by
where y is the independent variable or predictor
x is the response variable or dependent variable
EXAMPLE

The following data shows the methyl mercury intake


and whole blood mercury values in 12 subjects
exposed to methyl mercury through consumption of
contaminated fish.
EXAMPLE
Case Number Methyl mercury intake Mercury in whole
blood
(μg Hg/day) (ng/g)

1 180 90
2 200 120
3 230 125
4 410 290
5 600 310
6 550 290
7 275 170
8 580 375
9 105 70
10 250 105
11 460 205
12 650 480
y = - 20.579 + 0.641 x …….. (3)

In the equation (3) ‘x’ is the Methyl mercury


intake and ‘y’ is the Mercury in whole blood.
So if you know the Methyl mercury (x) intake you
can predict the Mercury in whole blood (y).
Here, a = - 20.579 and b = 0.641
Let Methyl mercury intake , x = 300 μg Hg/day,
then, Mercury in whole blood,

y = - 20.579 + 0.641*300 = 171.721 ng/g.


THANK YOU

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