Post on 11-Jan-2016
Correlation
Overview
Defined: The measure of the strength and direction of the linear relationship between two
variables.
Variables: IV is continuous, DV is continuous
Relationship: Relationship amongst variables
Example: Relationship between height and weight.
Assumptions: Normality. Linearity.
Strength: ranges from 0 to 1 (or -1)Direction: positive or negative
See this link for interactive way to look at scatterplots
Correlation Coefficient
• A measure of degree of relationship.• Based on covariance
– Measure of degree to which large scores go with large scores, and small scores with small scores
• Covariance Formula = Covxy = Σ(X-X)(Y-Y)
• Correlation Formula = r = Covxy
(SSx)(SSy)
X X-X (X-X)2 Y Y-Y (Y-Y)2 (X-X)(Y-Y)
200 -200 40,000 0 -2 4 400
300 -100 10,000 1 -1 1 100
400 0 0 2 0 0 0
500 100 10,000 4 2 4 200
600 200 40,000 3 1 1 200
X= 400 100,000 Y= 2.0 10 Sum =900
• r = Σ(X-X)(Y-Y) = CovXY
Σ[(X-X)2][(Y-Y)2] (SSX)(SSY)
• r = 900 = 900 = .90
(100,000)(10) 1000