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Correlation Regression

Regression and correlation analysis are statistical methods used to summarize and study relationships between variables. Regression analysis predicts the value of a dependent variable based on the value of an independent variable. Correlation analysis measures the strength and direction of association between two variables on a scale from -1 to 1. The Pearson product-moment correlation coefficient is a common measure of linear correlation between two variables.

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0% found this document useful (0 votes)
35 views14 pages

Correlation Regression

Regression and correlation analysis are statistical methods used to summarize and study relationships between variables. Regression analysis predicts the value of a dependent variable based on the value of an independent variable. Correlation analysis measures the strength and direction of association between two variables on a scale from -1 to 1. The Pearson product-moment correlation coefficient is a common measure of linear correlation between two variables.

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Chapter 10

Regression
and
Correlation
Analysis
Measures of Relationship
o Statistics are widely used in the social sciences in
making predictions which are based upon the fact
that two variables are related.
o The process of obtaining the measure of the degree
of relationship or association between variables is
called correlation analysis.
o When a known measure of one variable is used to
make estimates of a second variable, the process is
known as regression analysis.
Regression Analysis
o Regression analysis is the process by which one
variable Y is predicted from another variable X.
o The variable Y is called the dependent variable and
X is called the independent variable or the predictor.

llustration. Predicting the academic performance of student


based on the knowledge of his IQ.

Independent variable = student’s IQ


Dependent variable = academic performance
Linear vs. Non-linear Regression
o is an approach for modeling the relationship between
a scalar dependent variable Y and one or
more explanatory variable denoted X.
o The case of one explanatory variable is called simple
linear regression.
o For more than one explanatory variable, the process
is called multiple linear regression.
o By linear regression, we mean that there is a straight
line relationship between the variables X and Y.
o Nonlinear regression is a form of regression analysis in
which observational data are modeled by a function which is
a nonlinear combination of the model parameters and
depends on one or more independent variables.
Linear Regression
o this linear relationship can be expressed in an
equation of the form
Y = a + bx

where Y = predicted score


a = the y-intercept
b = the slope of the line
Scatter Diagram
o Visual representation of the relationship between
two variables. In this method, values of the two
variables are plotted on a two-dimensional
coordinate system.

A line could be fitted and we A curve instead of a line will


could conclude that there is a fit the plotted points, so that
linear relationship between we can say that there is a non-
the two variables. linear relationship.
Method of Least Square
o The line obtained by the method of least square is
known as the regression line and also referred to as
the line of best fit.
Y = a + bx
n XY   X  Y
where b
n X    X 
2
2

a
 Y  X 
b   Y  bX
n  n 
Method of Least Square
Example. Given the data below, find the equation of the
regression line. Estimate the value of Y if X is 7.
X 2 4 6 8 10 12
Y 11 9 8 5 4 3
Correlation Analysis
o Correlation analysis is used to measure the linear
relationship or association between two variables.
o The measure of the degree of association between
two variables is known as the coefficient of
correlation (r).
o The value of r varies from –1 to +1. This can
expressed in the interval – 1  r  1.
o For perfectly positive correlation, r = 1, while in a
perfectly negative correlation, r = –1 .
o If r = 0, then there is no linear relation existing
between the two variables.
Correlation Analysis
o A positive correlation is present when high values in one variable are
associated with high values of another variable or vice versa.
o On the other hand, when high values on one variable are associated with
low values of the other variable or vice versa, a negative correlation is
present.
Correlation Analysis
o The degree of linear relationship can be interpreted
by using the following range of values:
Range of Value of r Description
0.90 to 1.00 or (-0.90 to -1.00) Very high positive (negative) correlation
0.70 to 0.89 or (-0.70 to -0.89) High positive (negative) correlation
0.50 to 0.69 or (-0.50 to -0.69) Moderate positive (negative) correlation
0.30 to 0.49 or (-0.30 to -0.49) Low positive (negative) correlation
0.00 to 0.29 or ( 0.00 to -0.29) Little, if any correlation
Correlation Analysis
Pearson Product Moment Correlation Coefficient
o is a measure of the linear correlation (dependence) between
two variables X and Y, giving a value between +1 and −1
inclusive, where 1 is total positive correlation, 0 is no
correlation, and −1 is total negative correlation.
o is widely used in the sciences as a measure of the degree of
linear dependence between two variables. It was developed
by Karl Pearson from a related idea introduced by
Francis Galton in the 1880s.

n XY   X  Y
Pearson r 
 n X 2   x 2   n Y 2   Y 2 
       
Correlation Analysis
Example.
Student English Math
Find the degree of the No. Score Score
relationship between English and
Mathematics score using Pearson r 1 86 65
on a college entrance examination 2 55 92
conducted. 3 75 85
4 93 60
5 89 58
6 67 84
7 60 86
8 52 90
9 83 72
10 86 69

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