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Correlation: Dr. Amandeep Singh Assistant Professor National Institute of Technology, Jalandhar (India)

This document discusses correlation and related statistical concepts. It defines product moment correlation and provides an example. It describes types of correlations including positive, negative, and no correlation. It also discusses the t-distribution and its properties when used to calculate confidence intervals for correlation coefficients. Finally, it defines partial correlation and part correlation coefficients, explaining how they measure association between two variables while controlling for additional variables.

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28 views18 pages

Correlation: Dr. Amandeep Singh Assistant Professor National Institute of Technology, Jalandhar (India)

This document discusses correlation and related statistical concepts. It defines product moment correlation and provides an example. It describes types of correlations including positive, negative, and no correlation. It also discusses the t-distribution and its properties when used to calculate confidence intervals for correlation coefficients. Finally, it defines partial correlation and part correlation coefficients, explaining how they measure association between two variables while controlling for additional variables.

Uploaded by

Nic Aurthur
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 PDF, TXT or read online on Scribd
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Correlation

DR. AMANDEEP SINGH


A S S I STA N T P RO F ES S O R
N AT I O N A L I N ST I T U T E O F T EC H N O LO GY, JA L A N D H A R ( I N D I A )
Product Moment Correlation
Product Moment Correlation
Example
Consider the following table:-
Example
Example
Types of Correlations

https://images.flatworldknowledge.com/stangor/stangor-fig02_008.jpg
Decomposition of the Total Variation
t Distribution

• If the random variable X is normally distributed, then the


following statistic has a t distribution with n-1 degrees of
freedom:
Properties of the t Distribution
• Very similar to the standardized normal distribution.
• Has more area in the tails and less in the centre than does
the standardized normal distribution.
• The degrees of freedom, n-1, are directly related to the
sample size, n.
• As the sample size and degrees of freedom increase, S
becomes a better estimate of , and the t distribution
gradually approaches the standardized normal distribution,
until the two are virtually identical.
• We find the critical values of t for the appropriate degrees
of freedom from the table of the t distribution.
Properties of the t Distribution
• If we want 95% confidence with degree of freedom 99, then we
can find the appropriate value of t from the following table:-
Properties of the t Distribution
Decomposition of the Total Variation
Decomposition of the Total Variation
A Nonlinear Relationship for Which r = 0
Partial Correlation

A partial correlation coefficient measures the association


between two variables after controlling for, or adjusting
for, the effects of one or more additional variables.

Partial correlations have an order associated with


them. The order indicates how many variables are
being adjusted or controlled.

The simple correlation coefficient, r, has a zero order, as it


does not control for any additional variables while
measuring the association between two variables.
Partial Correlation
The coefficient rxy.z is a first-order partial correlation
coefficient, as it controls for the effect of one additional
variable, Z.

A second-order partial correlation coefficient controls for


the effects of two variables, a third order for the effects
of three variables, and so on.

The special case when a partial correlation is larger than


its respective zero-order correlation involves a
suppressor effect.
Part Correlation Coefficient

The part correlation coefficient represents the correlation between Y


and X when the linear effects of the other independent variables have
been removed from X but not from Y. The part correlation coefficient,
Ry(x.z) is calculated as follows:

The partial correlation coefficient is generally viewed as


more important than the part correlation coefficient.

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