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Module 3 Correlation and Regression

The document discusses various statistical methods for calculating correlation coefficients, including Pearson's correlation and rank correlation. It also covers multiple linear regression, detailing how independent variables relate to a dependent variable and how to interpret the coefficients. Additionally, it highlights the importance of understanding relationships between variables in statistical analysis.

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divineworld.204
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
2 views

Module 3 Correlation and Regression

The document discusses various statistical methods for calculating correlation coefficients, including Pearson's correlation and rank correlation. It also covers multiple linear regression, detailing how independent variables relate to a dependent variable and how to interpret the coefficients. Additionally, it highlights the importance of understanding relationships between variables in statistical analysis.

Uploaded by

divineworld.204
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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a lahon:(A Amuteneous Cavge) ie whan

ane

cotclabon

sheabond do.an
vathable Coralahon J dt. b.
bosh.

no JulatonAhib jndicated

Measues ot Cotelatom

Method
Gnabical Method
1. kod Peanson's
1. eter Dignam
Kol Pooro) Coetdat of Cayolohe
Covabuawee (xy) Cov (xy)

n ial
(x-)(49)

V+-)"
(-)()

where

cHh -ve Cobvulahon


N= -!,
J= Pertec 4ue cojoela Hon
Portechy
If No coelaton
Inklne Katio (IR) and E Raho (E R.) of
he
1o tudents e lven as tolas. Caleulak
Coralaton Goetficie
y2
6 3 36 18
(o5 25 25 25
03 5 5
6
lo2
3
2
-3 -3
Ioo g5
96 -2
-6
Joy 36
-6 36 18
92 -3
96
-6 -1 36
3 97
16 28
92 -7

Sx=99o sy-98o|2Xso
)

Sxy 92
A3,
Gorn. Coett, t= SXy 92
)Xy
92 O.59
154-3
Spearimen ank Corone lohon CoHient
Ronk CoolaHom
haateitese
Cohne loHon betxen duoo qual tale
Seauty Honealy.
Honoay and inteligcs, er,
hut can
Can no e meadued
ord
qyuonhlaiy
ot mei.
be
Jank ot itemy
the
e asOjate then
chaacetihes Jn doo Series,
ot t o Coetticient S aivn
peaman'% onk Gooelahon
indhviduas haux AaMee sank)
thot no too
(Asuneing -6zd 1
x= nn-)J
ditenemce ot ranks betoeen pase
1hoe d= too Sejes
Jtems Jn
no, o baitud em

In Coe o Tie Janks

n(nt-)
2 -)
where
12
of times h t ted jtem nabeatd -
S =ho.
with
time Kond thed stem i Jepeated
S,= no. oB
ard o on.
In tuoo enta A and 8 ten
ollooa:
A1 6 32 L 7

8 23 5 7
64
find the Jank cooulaton eHchent.
2

A) -5 25
6

16
5
Jo
L
3

3
L
-1
Jo
7 5
8. 7

1
nlnt)
63 7
3C
99 99
lo (100-!)
=0.636
Stud jn a clas
|42]4o116o115 15516")157\14 170
52 57 48 9 53
y t 43 45 |425o 45 50
higha
Caleulak Jank cooalahon coetfoent behseen
wehgkta of shudents.
and wg Ronkhy Ranky
-0.5 o.25
75
|u2 y5
-1
2.25
-15
50 25 2.25
L6 7.5
- 1:5

150 u5
3
155 52 5 1,25
15
57 25
16o -2
67 16
5
140

170 53
sof- 33
6o ubtd t 0 tmes , o
upeaBcd
mes, do S
Jubeatcd t o 2 S,(S-),SCi-)
s(s-)
5
Ay = Sdt |2
+ J2
+ Ss(Sj - )
3r-D, 2ras
12
= 33 + 2x|2(4-1), )2 |2
= 36
6X36 |-0. 2) 82 = o.7818
Wolloo
atal od Mutha Corou lahon
Tn avn
afeckd f 2oil, temþeoratae, Omount
of telzotl et IH oll be we
One
ho
affeckd
attecked by
by sial other
O ho ycild ot sice'18 help of vparkal
Thia '2 done oith dhe
mulHple cohoulahsn analyia.
and mulile and
behseen
The baie chtenznCe Jn muliple
portal conalohon mayda Js that
elaonahip behsen dhe vaiabu
CoJGulahon, dagrue of
Variables X,X,,, X taken
y and all t other ochjal Cooulaion.
is measured. Whetes un
alahoship behsen y and one of the
of
dhe
vab£abes.
jemoig
etlect of all dae cther
Pehal Cooulahon : I gis a measue ot elahokb
betoen the dobhdot etuable Ond she othe
able oith the etect of Jet'ot the
One vatç
VardableS emnatd.
thnee votiables ,%,
X, Xa, thore
o the
thee coethcie nts of pooial cooualahon :
otl be
wll
Co Joulahon of Xand X
Xa kubige
ci) Coe of parhal
Cowtant Js ealculad a
X
Jygo3 =
W-1-3

X ostant J cal culatcd as

(ij Gett of pochol Conalaton of


aA
X, Cowat 3 calculaco
Sy3.) =
-0.048
a J-(oVJ
O.-y
6)(07X 0.
oyO.5
JI-J Ji-4
-o72)-o.y
*o.4) -061 Jygg3 -
o628
|-o.4J-asiJ
0.4(o61}
) O7-
Coefiienta coualaHon parhal
0.4. y3 and O6tia= 0.7, ty
the Find
that tound dhibuhon
13 Jt voyate thú aIn
-2 1
2
(i)
(1)
3and Xyto
ceuk: coei coola
hon mlible tu
Cormbined.
other all and oable dapandant the behoetn
es
measwe
MJHHlevalaton
II :
he lves gh balahon
ot
o.39
.97 Kg.=13
0.99 Ru3=
6 3 2
12
6 3
7 the taom
Ra3. calculak daBa, iven
Rout Res,
O.986
(o.5) 1-
(o)-2r0.98* (o.98)+
0.44 0-s4X
+
ebect
to Lotth çablu
this and Mcond Calculate
coefiient
tor tHon co
la emulibe
Jig=
Jlya O.98, J42= that
O.54. 3= and Oy4,
found dtubuhon
is it oivçate a In Ea
ia a sahalical mtod that chempa
to deteie he dongth and chahacler oot the
yadables and quonHfes 3+ in
Julaion ship o to0
phyalaiable,

Coelahon and Regusion


ombonson behen
Cosoelahon Regpearion
Tt detna the cotelaHonhi Descu bes hoo an indeber
hoo vabi able Js soiakd oith
Ot aMociath on of Jhe dependont vaiabl.
Vaçables.
Ts discibe Jneo To Ht the best ne
Jubiowshib behseen to and eHmae one etad
vori ableA. base on oth yúabl

tind o valúe exosoing


To tind estimte dhs ale
Oheche beonen dhe o a vaäable bascd on
dhe Schonship he othex
Voriables. the values ot
Variable
It wes one jndehevdeut
predct thi outcome of te
vcdable to eblain oo
de cndoat vbiaba.
A. Mulibu Uneor It we o ok mau

vcti ables to eblain ot prudict ta


Jvdependaut
qut come ot he deendu vaiabu.

Lines of eguson
s Line ot Segesion

Sragretson oeth chext of Yonx


whoru byy'a allid he
S (x-) (-7)
byy = E(0-x
ine ot >agpion of Xon y
-= bxy (y-5)
the snu taon Coetiet ot Xon Y
Dhere bxy a called

bxy =
sy-j
The Unes o}of egrension of y on X and Xon y
th mean vae of X Ond Y. Tu
0sids, Jhe mean o
aheri wooids, X and. y«an bese obleid
othe Uns,
inlesechon of he too epeson
as dhe boint of
pgect Covelahon (= +), bth
Jn casce ot
the nes of sugusiton coinedde.
cotolahon Coefdeut J Jome
The dgn of nce the
sgesion Coeticieut.
as Jhat of the tue Couaviahce teom.
dopends upon
of ach
seghenian Coetficent is arakn
If on of te dhan
othee must e lece
then the
than
uny he Unes of
ae Cncore lated,
t If do variables-perpendidaler to each othe.
betome
(0) Cothieut Cooclaton (i) olue o y wheu X-30
X|252835 32 31 36 29 38 3432
36 |32 31 33 39

- r)(J)
X 25 -35
25 3 5
-32

3 121 33
35
32 C 3
36 -2
-6 3C -24
32 16
36
21
3) 3 -1
6 -8 36
30
38
25 -fo
34 33

32 39
S=|4o S=398 S =-93

38

bry sR)Y) -33 -O.233


E(y-9) 338

-0. 664
y-= by (n-)
38 = - 0.6G4 (x-)
= -0. 664X + 5324

Jine ot

’ D32) = - 0. 233 (y-38)


-0.2334 + 40.854

) bry byx F -Jfo.664)r (- o.233)


=- Jo.|54 = -0.393

-0.664X + 53. 24
=30
-0.6yY3ok+ 53.248
39.328.
au 8n-40y+ 660, and
Hnd the mean values of x y.
yox
-24so. ha inu
1e kno) that the 'ntesechon of

dhe ines 8x-1o4 +66 o

e= 13,7.
2=13, 4= 17.
geqyirud mean alues ae
as X+2-5 0,
Sapsion
wch one

L9e Can Loite he atvn Jined as

Ond
lot' aMume byy -2 byx
hus;
Then y: by bn ()r)= !
aMumplion
Huce equahon of line
of
Multible Linear
Malibu inea Segysion difines a gelahonhip bl
Jndependut voriabesand a dobendant
vGriable the
t b,X t b, X + bga t....
y= bo
too Jndejpend1ut voade
maclel oilN

variable on tuo inda]bevdut


Ya Jhe dobevdaat
with bo, b,,ba au the su
voçabled X4 X, and notmal }quatonb
Coethcieus obta)ned witn dhe help of

b, SXX
SYX= b,S + b,x
QThe ama) ales rovenu (incroes of gupe) ef a
-produck expondie (Jn bkba)
Jalesnen) qrd
gn anmal
Anmubl l 22242735
Revenue Y) 2o 23 25 Ja72129
Sales (M) o 12 jy20
13 1823 16
26 32
Amnual Ad.
Enbvdshoe |23 38 6228 |233o p
modeltorY.
wrik he Segrebion mode!
YX
X 224 )60
G4 7.84
8 299 529
13 23 169
23 3o4 200
25 288
32
324 256
27 18 J6 ug3
S29 soo
21 23 y64 212
2S6 784
6 28 So6
S29 230 220
Jo 23
22 36o 288 720
2 Jo
24 364 378 7o2
196 676
7o0
35 32 |o24
|42264 5= 2246|2-7326 |2= 3617 -6751! ss3678
J253 |í
yegbenion model e Y= atb,X byla
tet dhe
263 = lob, 4 42 bt264 b
3678 = 42 b t 2246 b, + 3617 b,
7326 b,
6751 = 264 bo t 3617b, t

On these imulheneows eua ond,


h= 5.1483, b,=0.613o, b, = 0.4309
b=
model i
Hena, he gequiad sepnzton
O.4309%
y= 5.1H83 + O. 619 X, +
mdel
Model fo
fot Yand ,.%
22. Wik the Gneax bopuson
A00 212 A15
159 179 I92 2oo
14o 155
67 7o 71 72 75 78
6o 62
22 25 24 15

867+ 3.148X, - J. G56 X.


- 6

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