correlation (and a bit on regression). correlation (linear) scatterplots linear correlation /...
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Correlation
(and a bit on regression)
Correlation (Linear)
Scatterplots Linear Correlation / Covariance Pearson Product-Moment Correlation
Coefficient Factors that Affect Correlation Testing the Significance of a Correlation
Coefficient
Correlation
The relationship or association between 2 variables Is one variable (Y) related to another variable (X)?
Y: criterion variable (DV) X: predictor variable (IV)
Prediction ‘Potential’ Causation
Scatterplot (Scatterdiagram, Scattergram)
Pictorial examination of the relationship between two quantitative variables
Each subject is located in the scatterplot by means of a pair of scores (score on the X variable and score on the Y variable)
Predictor variable on the X-axis (abscissa); Criterion variable on the Y-axis (ordinate)
Example of a Scatterplot
The relationship between scores on a test of quantitative skills taken by students on the first day of a stats course (X-axis) and their combined scores on two midterm exams (Y-axis)
Example of a Scatterplot
Here the two variables are positively related - as quantitative skill increases, so does performance on the two midterm exams
Linear relationship between the variables - line of best fit drawn on the graph - the ‘regression line’
The ‘strength’ or ‘degree’ of the linear relationship is measured by a correlation coefficient i.e. how tightly the data points cluster around the regression line We can use this information to determine whether the linear
relationship represents a true relationship in the population or is due entirely to chance factors
What do we look for in a Scatterplot?
Overall pattern (ellipse!), and any striking deviations (possible outliers**)
Form - is it linear? (curved? clustered?) Direction - is it positive (high values of the two
variables tend to occur together) - or negative (high values of one variable tend to occur with low values of the other variable)?
Strength - how close the points lie to the line of best fit (if a linear relationship)
More Scatterplot Examples
An example of the Relationship Between the Scores on the First Midterm (X) and the Scores on the Second Midterm (Y)
More Scatterplot Examples
An example of the Relationship Between Order in which a Midterm Is Completed (X) and the Score on the Examination (Y)
Linear Correlation / Covariance
How do we obtain a quantitative measure of the linear association between X and Y?
Pearson Product-Moment Correlation Coefficient, r
Based on a statistic called the covariance - reflects the degree to which the two variables vary together
Covariance
Covariance relates the deviation of each subject’s score on the X variable from the mean of the X scores to the corresponding deviation for that subject on the Y variable
Covariance:
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NN
NCOVxy
Covariance
Note the similarity between formulas for variance and covariance. Variance measures the deviation of a score (X or Y) from its mean. Covariance measures the degree to which these two sets of deviations vary together,or covary
If the deviations of the X variable and Y variable tend to be of the same size, covariance will be large
If the relationship is inconsistent covariance will be small e.g. large deviations of X being associated with deviations of
various magnitudes on Y, Where there is no systematic relationship between the
two sets of deviations, covariance will be zero
Covariance
Covariance is positive when the signs of the paired deviations on X and Y tend to be the same, and negative when the signs tend to be different.
The sign of covariance determines the direction of association: positive covariance, r will be positive negative covariance, r will be negative
Computing the Pearson correlation coefficient
Or
separately vary Y and X which todegree
ther vary togeY and X which todegreer
separately Y and X ofy variabilit
Y and X ofity covariabilr
r
the ratio of the joint variation of X and Y (covariance) relative to the variation of X and Y considered separately
Conceptually
Values of r near 0 indicate a very weak linear relationship…Values of r close to -1 or +1 indicate that the points lie close to a straight line. The extreme values of -1 and +1 occur only when the points lie exactly along a straight line.
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The Pearson Product-Moment Correlation Coefficient
The Pearson Product-Moment Correlation Coefficient The relationship between IQ scores and
grade point average? (N=12 uni students)
IQ and Grade Point Average Student No X Y X2 Y2 XY
1 110 1.0 12,100 1.00 110.0 2 112 1.6 12,544 2.56 179.2 3 118 1.2 13,924 1.44 141.6 4 119 2.1 14,161 4.41 249.9 5 122 2.6 14,884 6.76 317.2 6 125 1.8 15,625 3.24 225.0 7 127 2.6 16,129 6.76 330.2 8 130 2.0 16,900 4.00 260.0 9 132 3.2 17,424 10.24 422.4
10 134 2.6 17,956 6.76 348.4 11 136 3.0 18,496 9.00 408.0 12 138 3.6 19,044 12.96 496.8
Total 1503 27.3 189,187 69.13 3488.7
86.0856.0088.81
375.69
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Another example
The following slide provides some practice in which you can use the conceptual formula to calculate the correlation coefficient for two subscales of a psychological inventory
See if you can replicate some of the values in the table
You can calculate the means sx = 4.54 sy= 4.46 r = .36
X Y X - Y - Zx Zy Zx Zy
31 31 -.2 -1.9 -.04 -.43 .02
23 29 -8.2 -3.9 -1.81 -.87 1.58
41 34 9.8 1.1 2.16 .25 .53
32 35 .8 2.1 .18 .47 .08
29 25 -2.2 -7.9 -.48 -1.77 .86
33 35 1.8 2.1 -.4 .47 .19
28 33 -3.2 .1 -.7 .02 -.02
31 42 -.2 9.1 -.04 2.04 -.09
31 31 -.2 -1.9 -.04 -.43 .02
33 34 1.8 1.1 .4 .25 .1
X Y
Factors Affecting Correlation
Linearity Range restrictions Outliers
Beware of spurious correlations….take care in interpretation High positive correlation between a country’s infant mortality rate and
the no. of physicians per 100,000 population
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r =1
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Testing the Significance of a Correlation
In order to make an inference from a correlation coefficient based on a sample of data to the situation in the population…we test a hypothesis using a statistical test
Most commonly, the hypotheses are: H0: the population correlation (rho ) is zero, = 0
H1: the population correlation is not zero, ≠ 0
The null hypothesis can be tested in several ways, including using a form of t-test. For “significant” correlations use the table in book. Note that df is dealing with pairs so if you have 20 x values and y values your df is n-2 = 18 E.g. 20 people is tested at time 1 and time 2
Stat programs produce the probability associated with the computed value of r ie the probability of obtaining that value of r or a more extreme value when H0 is true
We reject H0 when the probability is less than 0.05, however practical considerations come into play once again.
Testing the Significance of a Correlation
As before with t-tests, larger Ns require smaller critical values for the determination of significance, and perhaps even more so here, statistical significance has limited utility
As we mentioned with effect size, it is best to use the literature of the field of study to determine how strong an effect you are witnessing e.g. + .50 maybe very strong in some cases
In fact, r provides us with a measure of effect size when conducting regression analysis…
Practical significance
Other correlation calculations The Spearman Correlation
Ordinal scale data. (i.e., rank order) Nonlinear, but consistent relationships
The Point-Biserial Correlation One variable is interval or ratio, the other is
dichotomous. E.g., Correlation between IQ and gender.
Phi-coefficient Both variables are dichotomous
Advantages of Correlational studies
Show the amount (strength) of relationship present
Can be used to make predictions about the variables studied
Often easier to collect correlational data, and interpretation is fairly straightforward.
Linear Correlation and Linear Regression - Closely Linked
Linear correlation refers to the presence of a linear relationship between two variables ie a relationship that can be expressed as a straight line
Linear regression refers to the set of procedures by which we actually establish that particular straight line, which can then be used to predict a subject’s score on one of the variables from knowledge of the subject’s score on the other variable
The Properties of a Straight Line
Two important numerical quantities are used to describe a straight line:
the slope and the intercept
The Slope
Slope (gradient) - the angle of a line’s tilt relative to one of the axes
Slope =
Slope is the amount of difference in Y associated with 1 unit of difference in X
12
12
inchange
inchange
Slope
A positive slope indicates that the Y variable changes in the same direction as X(eg as X increases, Y increases)
A negative slope indicates that the Y variable changes in the direction opposite to X (eg as X increases, Y decreases)
Intercept
The point at which the line crosses the Y axis at X = 0 (Y intercept)
The Y intercept can be either positive or negative, depending on whether the line intersects the Y axis above the 0 point (positive) or below it (negative)
The Formula for a Straight Line
Only one possible straight line can be drawn once the slope and Y intercept are specified
The formula for a straight line is: Y = bx + a Y = the calculated value for the variable on the vertical axis a = the intercept b = the slope of the line X = a value for the variable on the horizontal axis Once this line is specified, we can calculate the corresponding
value of Y for any value of X entered
The Line of Best Fit
Real data do not conform perfectly to a straight line The best fit straight line is that which minimizes the
amount of variation in data points from the line (least squares regression line)
The equation for this line can be used to predict or estimate an individual’s score on Y solely on the basis of his or her score on X
ˆ bX a
Conceptually
y
x
Slope
sb r
s
Intercept
a Y bX
So in the Y=bX+a formula…
y ypred
x x
s sY r X Y r X
s s
To draw the regression line, choose two convenient values of X (often near the extremes of the X values to ensure greater accuracy)and substitute them in the formula to obtain the corresponding Y values, and then plot these points and join with a straight line
With the regression equation, we now have a means by which to predict a score on one variable given the information (score) of another variable E.g. SAT score and collegiate GPA
Example
Serotonin Levels and Aggression in Rhesus Monkeys
Subject No.
Serotonin level (microgm/gm)
X
Number of Aggressive Acts/day
Y
XY
X2
1 0.32 6.0 1.920 0.1024 2 0.35 3.8 1.330 0.1225 3 0.38 3.0 1.140 0.1444 4 0.41 5.1 2.091 0.1681 5 0.43 3.0 1.290 0.1849 6 0.51 3.8 1.938 0.2601 7 0.53 2.4 1.272 0.2809 8 0.60 3.5 2.100 0.3600 9 0.63 2.2 1.386 0.3969
Total 4.16 32.8 14.467 2.0202
The Scatter plot follows. It is clear that an imperfect, linear, negative relationship exists between the two variables.
r-squared - the coefficient of determination The square of the correlation, r², is the
percentage of the variability in the values of y that is explained by the regression of y on x
r² = variance of predicted values y variance of observed values y
When you report a regression, give r² as a measure of how successful the regression was in explaining the result…and when you see a correlation, square it to get a better feel for the strength of the association
Stated differently r2 is a measure of effect size
r2
The shaded portion shared by the two circles represents the proportion of shared variance: the larger the area of overlap, the greater the strength of the association between the two variables
A Venn Diagram Showing r2 as the Proportion of Variability Shared by Two Variables (X and Y)