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Correlation coefficients measure the relationship between two variables, indicating how one variable changes in relation to another. The coefficients range from -1 to +1, with different types such as Pearson, Spearman, and Kendall tau used for various data types. The document explains the calculation of the Pearson product-moment correlation coefficient and provides interpretations of correlation values.

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Yutoc, Allan A.
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15 views12 pages

Sch5

Correlation coefficients measure the relationship between two variables, indicating how one variable changes in relation to another. The coefficients range from -1 to +1, with different types such as Pearson, Spearman, and Kendall tau used for various data types. The document explains the calculation of the Pearson product-moment correlation coefficient and provides interpretations of correlation values.

Uploaded by

Yutoc, Allan A.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Correlation Coefficients

 The relations between two variables


 How the value of one variable changes when the
value of another variable changes
A correlation coefficient is a numerical index
to reflect the relationship between two
variables.
 Range: -1 ~ +1
Correlation Coefficients
 Parametric
 Pearson product-moment correlation (named for
inventor Karl Pearson)
 Non-parametric
 Spearman’s rank correlation
 Kendall tau rank correlation coefficient
Pearson correlation coefficient
 Fortwo variables which are continuous in
nature
 Height, age, test score, income
 But not for discrete or categorical variables
 Race, political affiliation, social class, rank

Rxy is the correlation between variable


X and variable Y
Types of correlation
coefficients
 Direct correlation (positive correlation):
 If both variables change in the same direction
 Indirect correlation (negative correlation):
 If both variables change in opposite directions
Direct (positive) correlation

 r =1, a perfect direct (or positive) correlation


 In real life case, 0.7 and 0.8 could be the highest you will see
Indirect (or negative) correlation

 Strength and direction are important


Pearson product-moment
correlation coefficient
n XY   X Y
rxy 
[n X 2  ( X ) ][n Y  ( Y )
2 2 2
]

rxy The correlation coefficient between X and Y


n the size of the sample
X the individual’s score on the X variable
Y the individual’s score on the Y variable
XY the product of each X score times its corresponding Y score
X2 the individual X score, squared
Y2 the individual Y score, squared
Exercise
 Calculate Pearson correlation coefficient
X Y

5 79

3 83

7 76

1 90

2 88

1.Is variable X and variable Y correlated?


2. What does this correlated mean?
Exercise
 Calculate Pearson correlation coefficient
Pearson product-moment
correlation coefficient
n XY   X Y
rxy 
[n X 2  ( X ) ][n Y  ( Y )
2 2 2
]
Pearson product-moment
correlation coefficient
n XY   X Y
rxy 
[n X 2  ( X ) ][n Y  ( Y )
2 2 2
]
Meaning of Correlation
coefficient
 Correlation value:
 - finite number ~ + finite number
 Correlation coefficient value:
 -1.00 ~ +1.00
rxy value Interpretation
0.8 ~ 1.0 Very strong relationship (share most of the things in common)

0.6 ~0.8 Strong relationship (share many things in common)

0.4 ~ 0.6 Moderate relationship (share something in common)

0.2 ~ 0.4 Weak relationship (share a little in common)

0.0 ~ 0.2 Weak or no relationship (share very little or nothing in common)

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