PANIMALAR ENGINEERING COLLEGE(AUTONOMOUS) CHENNAI

UNIT V – Correlation & Regression

PART – A

1) What is meant by correlation ? (or) Define Correlation. (Panimalar March 2022)

Association between two or more variables is called as correlation. If the change
in one variable affects the change in other variable then the variables are correlated.
Eg : a) Sale and profit.
b) Experience and salary.
c) Demand and supply.

2) What are the types of correlation ?

 Positive Correlation :
Increase in the values of one variable results an corresponding increase in the
values of other variable. ( Sale and profit, Experience and salary )

 Negative Correlation :
Decrease in the values of one variable results to corresponding increase in the
values of other variable. (eg. Bank Interest rate increases and House price
decreases)

 Linear Correlation :
In this case plotted points lie on or near about a straight line in a graph.

 Perfectly linear Correlation :

In this case all the plotted points lie on a straight line in a graph.

 Perfect Correlation : In this case r = 1.

 Un Correlation : In this case r = 0.

 Curvilinear Correlatin :
In this case the plotted points over a graph form a curve.

3) What is correlation coefficient ?

The degree of association between two or more variables.

4) What are methods of studying correlation.

 Scatter diagram.
 Karl Pearson’s coefficient of correlation.
 Spearman’s Rank correlation.

5) What are the properties of correlation? (Panimalar May 2023 )

Solution:
1.The coefficient of correlation cannot take value less than -1 or more than one +1.
i.e −1 ≤ 𝑟 ≤ 1

2. Coefficients of correlation measure only linear correlation between X and Y.

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3. If two variables X and Y are independent, the coefficient of correlation

between them will be zero.

6) Write the formula for Karl Pearson’s coefficient of correlation.

n  XY   X  Y
r
n  X 2  (  X )2 n  Y2  (  Y )2

7) What is regression ?
A regression is the measure of the average relation between two or more
variable in terms of the original units of the data.

8) What are the two regression lines ?

 Regression line of Y on X :
𝒏 ∑ 𝒙𝒚−(∑ 𝒙)(∑ 𝒚)
𝒚 − 𝒚̅ = 𝒃𝒚𝒙 (𝒙 − 𝒙̅) Where 𝒃𝒚𝒙 = 𝟐 𝟐 is a regression coefficient
𝒏 ∑ 𝒙 −(∑ 𝒙)
of y on x and
 Regression line of X on Y :
𝒏 ∑ 𝒙𝒚−(∑ 𝒙)(∑ 𝒚)
𝒙 − 𝒙̅ = 𝒃𝒙𝒚 (𝒚 − 𝒚
̅) Where 𝒃𝒙𝒚 = 𝟐 𝟐 is a regression
𝒏 ∑ 𝒚 −(∑ 𝒚)
coefficient of x on y

9) When is regression used ?

To predict the value of one variable using another variable.

10) Write the formula for correlation using regression coefficients.

𝑟 = √𝑏𝑥𝑦 × 𝑏𝑦𝑥

11) Write the formula for angle between regression lines? (Panimalar March 2022
May 2023 )
Solution:
The angle between two regression lines is given by
(1−𝑟 2 )𝜎𝑥 𝜎𝑦
𝑡𝑎𝑛𝜃 = 2 𝜎2 )
𝑟(𝜎𝑥+ 𝑦
2
−1 (1−𝑟 )𝜎𝑥 𝜎𝑦
𝑖. 𝑒 𝜃 = tan ( 2 𝜎2 ) )
𝑟(𝜎𝑥+ 𝑦
12) When do regression lines coincide and perpendicular to each other ?

 If coefficient of correlation between two variables X and Y equal to + 1 or – 1

then regression lines are coincident.
 If coefficient of correlation between two variables x and y equal to zero then
regression lines are perpendicular to each other.

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13) What are the types of regression ?

 Simple Regression : It is the regression of two variables.

o Linear Regression : Y=a+bX

o Non - Linear Regression : Y=a+bX+cX2

 Multiple Regression : It is the regression of more than two variables.

14) Write any two relations between correlation and regression?(Panimalar Feb 2023)
Solution:
1. Geometric mean of the regression coefficients is correlation coefficient.
i.e 𝑟 = √𝑏𝑥𝑦 × 𝑏𝑦𝑥
2. Arithmetic mean of the regression coefficients is greater than or equal to the
𝑏𝑥𝑦 +𝑏𝑦𝑥
correlation coefficient. i.e (
)≥𝑟 2
15) Write the difference between correlation and regression.
Solution:

Correlation Regression
The degree and direction of The nature of relationships is studied.
relationship between the variables are
studied.
If the value of one variable is known If the value of one variable is known then
then the value of the other variable the value of the other variable can be
cannot be estimated. estimated using functional relationships.
Correlation coefficient lies between -1 Only one regression coefficient can be
and 1. greater than 1.
It is used to represent the linear It is used to fit a best line and calculate the
relationship between two variables. value of variable on the basis of another
variable

16) Write the difference between Correlation and Covariance

Solution :

Correlation Covariance
It is a measure of how closely two random It is a measure of how closely two
variables are connected. random variables change at the same
time.
Correlation coefficient lies between -1 and 1. Covariance can vary from −∞ to +∞
It is a unit free measure of the connection Its unit is assumed to be the product of
between variables since it is dimensionless. the unit two variables.
It can be deduced by dividing the calculated Correlation can be deducted from a
covariance by standard deviation. covariance.

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17) What are the merits of rank correlation method. (Panimalar Feb 2023)
Solution:
1. It is simple to understand and easy to apply compare to Karl pearson method
2. It is only the method of studying correlation once the ranks are given and not
actual data.
3. even if the actual data are given, we may apply this method to study correlation
by assigning ranks to the observations’
4. rank correlation method is distribution free
5. It is not effected by extreme values

18) What are the demerits of rank correlation method.

Solution:

1. This method can't be applied to find correlation from a two

way grouped frequency distribution.

2. The result obtained by this method is different from the result obtained from
Pearson's method, when ranks are repeated.

19. Define Multiple regression with example.

Solution:

Multiple regression works by considering the values of the available multiple

independent variables and predicting the value of one dependent variable.

Example: A researcher decides to study students’ performance from a school over

a period of time.

PART – B

1) The following table gives the aptitude test scores and productivity indices of 10 workers
selected at random :

Aptitude scores (X) : 60 62 65 70 72 48 53 73 65 82

Productivity index (Y) : 68 60 62 80 85 40 52 62 60 81

Calculate the two regression equations and estimate :

(i) the productivity index of a worker whose test score is 92 and

(ii) the test score of a worker whose productivity index is 75.

[A/M 17]

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2) Find the co-efficient of correlation, equations of regression and standard error of

estimate between X and Y using the following data :

X : 65 67 66 71 67 70 68 69

Y : 67 68 68 70 64 67 72 70

3) Calculate the value of the Karl pearons coefficient of correlation for the following data

X/Y 16-18 81-20 20-22 222-24 Total

10-20 2 1 1 - 4
20-30 3 2 3 2 10
30-40 3 4 5 6 18
40-50 2 2 3 4 11
50-60 - 1 2 2 5
40-70 - 1 2 1 4
Total 10 11 16 15 52
(Panimalar March 2022)
4) From the table given below, calculate the coefficient of correlation between the ages of
husbands and wives
Age of Husbands Total
Age of wives
20-30 30-40 40-50 50-60 60-70
15-25 5 9 3 - - 17

25-35 - 10 25 2 - 37

35-45 - 1 12 2 - 15

45-55 - - 4 16 5 25

55-65 - - - 4 2 6

Total 5 20 44 24 7 100

5) The following table gives, according to age, the frequency of marks obtained by 100
students in an intelligence test.

Age in Year 18 19 20 21 Total

Marks
10-20 4 2 2 - 8
20-30 5 4 6 4 19
30-40 6 8 10 11 35
40-50 4 4 6 8 22
50-60 - 2 4 4 10
60-70 - 2 3 1 6
Total 19 22 31 28 100

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6) Obtain the equations of regression lines from the following data. Hence Find the
coefficient of correlation between x and y. Also estimate the value of (i) y when x=38
ii) x when y=18

X 20 26 29 30 31 31 34 35
Y 20 20 21 29 27 24 27 31
(Panimalar May 2023)

7) The following data represent the number of flash drives sold per day at a local computer
shop and their prices.

Price (X): $ 34 36 32 35 30 38
Units sold (Y): 3 4 6 5 9 2
i. Develop the least-squares lines , regression lines.
ii. Compute the coefficient of determination.
iii. Compute the sample correlation coefficient between the price and the
number of flash drives sold. ( AU / 10, 12 )

8) Purchases: 62 72 98 76 81 56 76 92 88 49
Sales: 112 124 131 117 132 96 120 136 97 85
Obtain regression equation of sales. Estimate sales when the purchases equal 100.

9) The following data give the experience of machine operators and their performance
ratings as given by the number of goods parts turned out per 100 pieces.
Operator: 1 2 3 4 5 6 7 8
Experience: 16 12 18 4 3 10 5 12
Performance rating: 87 88 89 68 78 80 75 83
Obtain the regression line of performance ratings on experience and estimate the probable
performance if an operator has 9 years experience.( AU / 09 )

10) Calculate the coeffiecient of correlation , coefficient of determination and standard error of
estimate for the data given below
Sales 33 38 24 61 52 45 65 82 29 63 50 79
No. of sections 3 7 6 6 10 12 12 13 12 13 14 15
(Panimalar May 2023)
11) Calculate the correlation and find the two lines of regression from the following data
X 57 58 59 59 60 61 62 64
Y 67 68 65 68 72 72 69 71
(Panimalar March 2022)
12) Fit a straight line trend by the method of least squares in the following data and also
forecast the earnings for the year 1985
Year 1974 1975 1976 1977 1978 1979 1980
Earnings(Rs.Lakhs) 15 14 18 20 17 24 27
(Panimalar Feb 2023)
13) Find both regression equations from the following ∑ 𝑋 = 60, ∑ 𝑋 2 = 4160, ∑ 𝑌 = 40,
∑ 𝑌 2 = 1720, ∑ 𝑋𝑌 = 1150 , 𝑁 = 10. (Panimalar March 2022)

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14) The two regression lines are 2𝑥 + 3𝑦 = 8 and 4𝑥 + 𝑦 = 10. Compute 𝑥̅ , 𝑦̅ 𝑎𝑛𝑑 𝑟. Also
compute 𝜎𝑦 𝑤ℎ𝑒𝑛 𝜎𝑥 = 2

15) From the following data, Find the equations of regression lines.
Marks in Mathematics Marks in English
Mean 62.5 39
S.D 9.5 10
Coefficient of correlation between marks in Mathematics and English = 0.60
i)Estimate the marks in English when marks in Mathematics is 70
ii) Estimate the marks in Mathematics corresponding to 54 marks in English

16) Calculate the spearman’s rank correlation for the following data
X 48 34 40 12 16 16 66 25 16 57
Y 15 15 24 8 13 6 20 9 9 15
(Panimalar March 2022)

17) Ten competitors in a beauty contest are ranked by three judges in the following order.
I Judge : 1 6 5 10 3 2 4 9 7 8

II Judge : 3 5 8 4 7 10 2 1 6 9

III Judge : 6 4 9 8 1 2 3 10 5 7

Use the rank correlation coefficient to determine which pair of judges has the nearest
approach to common tastes in beauty.

18) From the following data compute the rank correlation

X 82 68 75 61 68 73 85 68
Y 81 71 71 68 62 69 80 70