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Correlation Coefficient (R) 18 November 2024

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11 views5 pages

Correlation Coefficient (R) 18 November 2024

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joniktk151
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© © All Rights Reserved
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Correlation Coefficient (r)

• How well does your regression equation truly represents your set of data?
Linear correlation coefficient (r), measures the strength and the
direction of a linear relationship between two variables
The value of r is such that -1 < r < +1. The + and – signs are used for
positive linear correlations and negative linear correlations,
respectively.
Positive values indicate a relationship between x and y variables such
that as values for x increases, values for y also increase
Negative values indicate a relationship between x and y such that as
values for x increase, values for y decrease.
If there is no linear correlation or a weak linear correlation, r is
close to 0
Coefficient of Determination (r ) 2

• It is a measure of how well the regression line represents the data. If the
regression line passes exactly through every point on the scatter plot, it
would be able to explain all of the variation. The further the line is away
from the points, the less it is able to explain.

• The coefficient of determination varies between 0 < r 2 < 1, and denotes the
strength of the linear association between x and y. It represents the percent
of the data that is the closest to the line of best fit.

• if r = 0.922, then r 2 = 0.850, which means that 85% of the total variation
in y can be explained by the linear relationship between x and y (as
described by the regression equation). The other 15% of the total variation
in y remains unexplained
Correlation Coefficient (r)
- -
r - -
• You are developing a new analytical method for the
determination of blood urea nitrogen (BUN).

Sample Your method Standard


(mg/dL) method Calculate the correlation
(mg/dL)
A 10.2 10.5
coefficient taking your method
B 12.7 11.9 as x and the standard method as
C 8.6 8.7
y.
D 17.5 16.9
E 11.2 10.9
F 11.5 11.1
Correlation Coefficient (r)
r = 0.992

Xi Yi Xi2 Yi2 XiYi


10.2 10.5 104.04 110.25 107.1
12.7 11.9 161.29 141.61 151.13
8.6 8.7 73.96 75.69 74.82
17.5 16.9 306.25 285.61 295.75
11.2 10.9 125.44 118.81 122.08
11.5 11.1 132.25 123.21 127.65
Sum 71.7 70 903.2 855.2 878.5
Mean 12.0 11.7
Correlation Coefficient (r)
• As a general rule, 0.90 < r < 0.95 indicates a fair curve, 0.95 < r
<0.99 a good curve, and r > 0.99 indicates excellent linearity. An r
> 0.999 can be obtained with care and is not uncommon.
• The r value tends to give more confidence in the goodness of fit
than warranted. The fit must be quite poor before r becomes
smaller than about 0.98 and is really very poor when less than
0.9.
• A more conservative measure of closeness of fit is the square of
the correlation coefficient, r2 (coefficient of determination), and
this is what most statistical programs calculate (including Excel)

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