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Correlation-Lecture

Correlation

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clairehernan6
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5 views

Correlation-Lecture

Correlation

Uploaded by

clairehernan6
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Correlation

• A correlation coefficient test measures


the strength and direction of a relationship
between two variables. The test can also
determine if the relationship is statistically
significant.
• The Pearson correlation coefficient (r)
is the most common way of measuring a
linear correlation. It is a number between –
1 and 1 that measures the strength and
direction of the relationship between two
variables. When one variable changes, the
other variable changes in the same
direction.
Pearson's Product Moment Correlation Coefficient, r
• Pearson's Product Moment Correlation Coefficient
- measures the strength of the linear correlation
between two variables.
• Spearman's Rank Correlation Coefficient - measures the
strength of the monotonic correlation between two
variables.
Pearson's product moment correlation coefficient
(sometimes known as PPMCC or PCC,) is a measure of
the linear relationship between two variables that have
been measured on interval or ratio scales. It can only be
used to measure the relationship between two variables

by 𝑟 and it can only take values between −1 and 1.


which are both normally distributed. It is usually denoted
Below is a table of how to interpret the 𝑟 value.
Pearson's Product Moment Correlation Coefficient, r
Correlation Coefficient
What is the correlation coefficient?
• The correlation coefficient is the specific measure that
quantifies the strength of the linear relationship between
two variables in a correlation analysis. The coefficient is
what we symbolize with the r in a correlation report.
How is the correlation coefficient used?
• For two variables, the formula compares the distance of
each datapoint from the variable mean and uses this to
tell us how closely the relationship between the
variables can be fit to an imaginary line drawn through
the data. This is what we mean when we say that
correlations look at linear relationships.
Correlation Coefficient
What are some limitations to consider?
• Correlation only looks at the two variables at hand and
won’t give insight into relationships beyond the bivariate
data. This test won’t detect (and therefore will be
skewed by) outliers in the data and can’t properly detect
curvilinear relationships.
Correlation coefficient variants
• This page focuses on the Pearson product-moment
correlation. This is one of the most common types of
correlation measures used in practice, but there are
others. One closely related variant is the Spearman
correlation, which is similar in usage but applicable to
ranked data.
What do the values of the correlation coefficient mean?
The correlation coefficient r is a unit-free value
between -1 and 1. Statistical significance is
indicated with a p-value. Therefore,
correlations are typically written with two key
numbers: r = and p = .
• The closer r is to zero, the weaker the linear
relationship.
• Positive r values indicate a positive
correlation, where the values of both
variables tend to increase together.
What do the values of the correlation coefficient mean?
The correlation coefficient r is a unit-free
value between -1 and 1. Statistical
significance is indicated with a p-value.
Therefore, correlations are typically
written with two key numbers: r =
and p = .
• Negative r values indicate a negative
correlation, where the values of one variable
tend to increase when the values of the
other variable decrease.
What do the values of the correlation coefficient mean?
• The values 1 and -1 both represent "perfect"
correlations, positive and negative respectively.
Two perfectly correlated variables change
together at a fixed rate. We say they have
a linear relationship; when plotted on a
scatterplot, all data points can be connected with
a straight line.
• The p-value helps us determine whether or not
we can meaningfully conclude that the population
correlation coefficient is different from zero,
based on what we observe from the sample.

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