Lesson 8. Correlation (1)

CORRELATION
Lesson 8
2
OBJECTIVES
The student is expected to be able to:

1. define and discuss the concept of correlation;
2. classify relationship between two variables;
3. rank data correctly;
4. discuss the assumptions of Pearson Product
Moment Correlation and Spearman’s Rank Order
Correlation Coefficient; and
5. compute and discuss correlation coefficient using
Pearson Product Moment Correlation and Spearman’s
Rank Order Correlation Coefficient
Correlation
 Correlation is a statistical measure that describes the

extent to which two variables (independent and
dependent variables) change together.
 it measures the degree of association or
relationship between two sets of data
 Correlation does not imply causation; it only

indicates that there is a statistical relationship
between the variables.
Correlation
examples of relationships wherein correlation can be determined:
1.relationship between study habits and scholastic

grades.
2. relationship between smoking and the incidence of

cancer
3. relationship between blood transfusion and success

of surgical operations
Scatter Diagram
A scatter diagram (scatter plot or scatter gram) is a
coordinate plane where paired data are plotted.
Kinds of Correlation
1.Positive Correlation: When two variables move in

the same direction, a positive correlation exists. This
means that as one variable increases, the other tends
to increase as well, and when one decreases, the
other also tends to decrease.
Example: Height and shoe size are an example; as one's

height
increases so does the shoe size.
2. Negative Correlation: In a negative correlation,

two
variables move in opposite directions. When one
variable increases, the other tends to decrease, and
vice versa.
Example: Time spent studying and time spent on video games
are negatively correlated; as your time studying
increases, time spent on video games decreases.
3. Zero relationship: when two variables have a zero

correlation, changes in one variable do not
correspond
to any predictable changes in the other variable.
Example: Video game scores and shoe size appear to have no
correlation; as one increases, the other one is not
affected.
Correlation Coefficient
 A correlation coefficient is a statistical measure

that quantifies the strength and direction of the linear
relationship between two variables.
It provides a numerical value that indicates how
closely the two variables are associated.
 A linear correlation coefficient that is greater than

zero indicates a positive relationship. A value that is
less than zero signifies a negative relationship.
Finally, a value of zero indicates no relationship
between the two variables.
The table below demonstrates how to interpret the size
(strength) of a correlation coefficient.
Note: When interpreting correlation, it's important to remember that just

because
two variables are correlated, it does not mean that one causes the other.
Correlation Coefficient
The coefficient of correlation can be computed

using:
1. Pearson Product Moment Correlation Coefficient (Pearson’s
r)
2. Spearman’s Rank Correlation Coefficient (Spearman’s rho).

The Pearson Product Moment Correlation
Coefficient
The Pearson product-moment correlation coefficient
(Pearson’s r) is a measure of the strength of a linear association
between two variables.
 Pearson’s is suitable for measuring the strength and

direction of the linear relationship between two
continuous, numerical variables.
Coefficient
Common examples of variables that can be assessed using
Pearson's r include:
•Height and weight
•Age and income
•Temperature and ice cream sales
•Exam scores in two different subjects
•Hours of study and GPA (Grade Point Average)

Coefficient
𝒏 𝚺 𝑿𝒀 − ( 𝚺 𝑿 ) ( 𝚺 𝒀 )
𝒓=
√[ 𝒏 𝚺 𝑿 2 − ( 𝚺 𝑿 )2 ] [ 𝒏 𝚺 𝒀 2 − ( 𝚺 𝒀 )2 ]
where:
coefficient of correlation
summation
any value
any value
number of cases
Coefficient
Example: Find the coefficient of correlation of the Math grade and Science grade
of the following students:
Coefficient
Coefficient
𝑛 Σ 𝑋𝑌 − ( Σ 𝑋 ) ( Σ 𝑌 )
𝑟=
√[𝑛Σ 𝑋 2
− ( Σ 𝑋 )2 ] [ 𝑛 Σ 𝑌 2 − ( Σ 𝑌 )2 ]
Interpretation:
8 ( 56109 ) − ( 667 )( 670 ) The coefficient of correlation is
𝑟= 0.977. There is a very high positive
√ [ 8 (55859 − ( 667 ) ] [ 8 (56372 ) − ( 670 ) ]
2 2
correlation between the Math grade
and Science grade of students.
448872 − 446890
¿
√ [ 446872 − 444889 ] [ 450976 − 448900 ]
1982 1982
1982
¿ ¿
√ √ 4116708
( 1983 2028.97
) ( 2076 )
𝒓 =𝟎 . 𝟗𝟕𝟕
The Spearman’s Rank-Order Correlation
Coefficient
The Spearman's rank-order correlation is the
correlation. Spearman's correlation coefficient, (𝜌, also

nonparametric version of the Pearson product-moment
signified by ) measures the strength and direction of

association between two ranked variables.
The Spearman’s rank correlation is of great use to

ordinal data (i.e. the given are the ranks of the cases,
such as ranking given by judges to the contestants in a
certain contest.
Coefficient
The Spearman correlation can be used when the
assumptions (linear relationship) of the Pearson
correlation are markedly violated.
Spearman's correlation determines the strength and

direction of the monotonic relationship between your
two variables rather than the strength and direction of
the linear relationship between your two variables, which
is what Pearson's correlation determines.
Coefficient
A monotonic relationship is a relationship that does
one of the following:
(1) as the value of one variable increases, so does

the
value of the other variable; or
(2) as the value of one variable increases, the other
variable value decreases.
Coefficient
Monotonic relationship
Ranking of Data
Ranked data is data that has been compared to the
other pieces of data and given a "place" relative to
these other pieces of data.
Rank the marks achieved by Michael in his Math and English

exam. The marks are as follow:
Ranking of Data
Score Rank
Score Rank
1. Betty – 40 16. Evelyn –

26
2. Rosie – 38 17. Ven -
25
3. Arturo – 38 18. Nat -
24
4. Billy - 37 19. Dina -
22
5. Tessie - 36 20. Andy -
21
6. Lilia - 34 21. Dolly -
20
7. Teddy - 34 22. Alex -
20
8. Danny - 33 23. Carlos -
The Spearman’s Rank Order Correlation
Coefficient Formula
𝟐
𝟔𝜮𝑫
𝝆=𝟏 − 𝟐
𝒏(𝒏 −𝟏)
where:
𝜌 = coefficient of correlation
𝐷 = difference between two ranks for the same
𝑛 = number of cases
case
Coefficient Formula
Example: Draw a scatter graph and determine if the data has a
linear
relationship and solve for its correlation coefficient.
Coefficient Formula
Solution:
a) Draw a scatter graph
The graph shows no
𝑟
linear relationship,
thus Pearson’s
cannot be used in
solving for its
correlation coefficient.
Spearman’s 𝜌 is the
Therefore, the
appropriate measure.
Coefficient Formula
Solution:
b) Complete the table
Coefficient Formula
Solution:
c) Compute the correlation coefficient
2
6𝛴𝐷
𝜌 =1− 2
𝑛 (𝑛 −1)
6 (258)
¿1− 2
10(10 − 1)
1548
¿1−
correlation is 𝜌=−0.564. There is a
990 Therefore, the coefficient of
𝝆=− 𝟎 .𝟓𝟒𝟔 moderate negative correlation.

THANK YOU

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CORRELATION

The student is expected to be able to:

 Correlation is a statistical measure that describes the

 Correlation does not imply causation; it only

1.relationship between study habits and scholastic

2. relationship between smoking and the incidence of

3. relationship between blood transfusion and success

1.Positive Correlation: When two variables move in

Example: Height and shoe size are an example; as one's

2. Negative Correlation: In a negative correlation,

3. Zero relationship: when two variables have a zero

 A correlation coefficient is a statistical measure

 A linear correlation coefficient that is greater than

Note: When interpreting correlation, it's important to remember that just

The coefficient of correlation can be computed

2. Spearman’s Rank Correlation Coefficient (Spearman’s rho).

 Pearson’s is suitable for measuring the strength and

•Height and weight

•Age and income

•Temperature and ice cream sales

•Exam scores in two different subjects

•Hours of study and GPA (Grade Point Average)

correlation. Spearman's correlation coefficient, (𝜌, also

signified by ) measures the strength and direction of

The Spearman’s rank correlation is of great use to

Spearman's correlation determines the strength and

(1) as the value of one variable increases, so does

Rank the marks achieved by Michael in his Math and English

1. Betty – 40 16. Evelyn –

The graph shows no

𝝆=− 𝟎 .𝟓𝟒𝟔 moderate negative correlation.

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