6.6 Correlation & Linear Regression
6.6 Correlation & Linear Regression
2021/22
Block 6 – Lecture 6
Correlation &
Linear Regression
Aktham Osama Abdulazeez, MBChB
Scatter Diagrams & Correlation
Part 01
CORRELATION
Pearson’s Correlation Coefficient (r)
o It is a measure of the strength of linear relationship between
two interval/ratio scale (continuous) variables under the
assumption of normal distribution.
o The value of (r) lies between ‐1 and +1:
‐1: perfect inverse linear correlation
+1: Perfect direct linear correlation
0: No correlation
o The value of (r) indicates the strength of the relationship:
<0.2 : very weak
0.2‐ <0.4 : weak
0.4‐ <0.7 : moderate
0.7‐ <0.9 : strong
≥0.9 : very strong
Testing Significance of (r)
o The (r) value represents a sample value of the correlation
coefficient
o The (ρ)(rho) value represent the population value of the
correlation coefficient.
o The statistical hypotheses:
Ho : ρ = 0 (there is NO linear relationship between X and Y in the population).
HA : ρ ≠ 0
o A t-value can then be calculated for (r) and tested on a t
distribution with a df = n-2
REGRESSION
Simple Linear Regression Model
o Where:
a= intercept : the point where the line crosses the vertical axis (i.e.:
amount of Y when X= 0)
b= slope : amount by which Y changes for each change in x
x= independent variable
Y= dependent variable
Simple Linear Regression Model
• Helpful in:
• Ascertaining the probable form of the relationship between variables.
• Predict or estimate the value of one variable corresponding to a given
value of another variable.
• Another way to quantify the strength of association between 2
interval/ratio variables under the assumption of normal distribution
(The higher the value of b “regression coefficient” the stronger is the
effect of x on the value of Y)(Dose-response relationship).
Simple Linear Regression Model
o b = regression coefficient of the sample
o β = regression coefficient of the population
o H0 : β = 0
o HA : β ≠ 0