Correlation
Uploaded by
Ren Ren FloresCorrelation
Uploaded by
Ren Ren FloresCorrelation
Correlation Coefficients
• The relations between two variables
• How the value of one variable changes when the value of another variable
changes
• A correlation coefficient is a numerical index to reflect the
relationship between two variables.
• Range: -1 ~ +1
• Bivariate correlation (for two variables)
Correlation Coefficients
• Parametric
• Pearson product-moment correlation (named for inventor Karl Pearson)
• Non-parametric
• Spearman’s rank correlation
• Kendall tau rank correlation coefficient
Pearson correlation coefficient
• For two variables which are continuous in nature
• Height, age, test score, income
• But not for discrete or categorical variables
• Race, political affiliation, social class, rank
Rxy is the correlation between variable
X and variable Y
Linear Correlation
Linear relationships Curvilinear relationships
Y Y
X X
Y Y
X X
Slide from: Statistics for Managers Using Microsoft® Excel 4th Edition, 2004 Prentice-Hall
Linear Correlation
Strong relationships Weak relationships
Y Y
X X
Y Y
X X
Slide from: Statistics for Managers Using Microsoft® Excel 4th Edition, 2004 Prentice-Hall
Linear Correlation
No relationship
X
Slide from: Statistics for Managers Using Microsoft® Excel 4th Edition, 2004 Prentice-Hall
Correlation
8
Positive Correlation
Association between variables such that high scores
on one variable tend to have high scores on the
other variable
A direct relation between the variables
Negative Correlation
Association between variables such that high scores
on one variable tend to have low scores on the
other variable
An inverse relation between the variables
Example of a perfect negative correlation
A Perfect Negative Correlation
Correlation
Correlation is NOT
causation
-e.g., armspan and
height
12
Correlation vs. causality
• The correlation represents the association between two or more
variables
• It has nothing to do with causality (there is no cause relation between
two correlated variables)
• Ice cream and crime are correlated, but
• Ice cream does not cause crime
Pearson product-moment correlation
coefficient
n XY X Y
rxy
[n X 2 ( X ) ][ n Y ( Y )
2 2 2
]
rxy The correlation coefficient between X and Y
n the size of the sample
X the individual’s score on the X variable
Y the individual’s score on the Y variable
XY the product of each X score times its corresponding Y score
X2 the individual X score, squared
Y2 the individual Y score, squared
EXAMPLE in SPSS
A researcher wants to know whether a person's height is
related to how well they perform in a long jump. The
researcher recruited untrained individuals from the
general population, measured their height and had them
perform a long jump. The researcher then investigated
whether there was an association between height and
long jump performance by running a Pearson's
correlation.
USING SPSS
Click Analyze > Correlate > Bivariate... on the main menu, as shown below:
USING SPSS
Transfer the variables into the Variables: box by dragging-and-dropping them or by clicking on them and then
clicking on the Right arrow button. You will end up with a screen similar to the one below:
USING SPSS
Click on the Options button and you will be presented with the Bivariate Correlations: Options dialogue
box. If you wish to generate some descriptives, you can do it here by clicking on the relevant checkbox in
the –Statistics– area.
USING SPSS
A Pearson product-moment correlation was run to determine the relationship between height and
distance jumped in a long jump. There was a strong, positive correlation between height and distance
jumped, which was statistically significant (r = .706, n = 14, p = .005).
