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Correlation and Regression

Correlation
What type of relationship exists between the two
variables and is the correlation significant?
x
y
Cigarettes smoked per day
Score on SAT
Height
Hours of Training
Explanatory
(Independent) Variable
Response
(Dependent) Variable
A quantitative relationship between two variables
Number of Accidents
Shoe Size Height
Lung Capacity
Grade Point Average
IQ
Correlation...
...measures and describes the strength and
direction of the relationship
...requires two scores from the same
individuals (dependent and independent
variables, in a designed experiment)
...often the 2 variables are observed, rather
than manipulated (no obvious
dependent/independent relationship)
Negative Correlationas x increases, y decreases
x = hours of training
y = number of accidents
Scatter Plots and Types of Correlation
60
50
40
30
20
10
0
0 2 4 6 8 10 12 14 16 18 20
Hours of Training
A
c
c
i
d
e
n
t
s

Positive Correlationas x increases, y increases
x = SAT score
y = GPA
G
P
A

Scatter Plots and Types of Correlation
4.00
3.75
3.50
3.00
2.75
2.50
2.25
2.00
1.50
1.75
3.25
300 350 400 450 500 550 600 650 700 750 800
Math SAT
No linear correlation
x = height y = IQ
Scatter Plots and Types of Correlation
160
150
140
130
120
110
100
90
80
60 64 68 72 76 80
Height
I
Q

Strong, negative
relationship


but non-linear!
Pearson's correlation
coefficient is not
appropriate.......
Scatter Plots and Types of Correlation
Correlation Coefficient
A measure of the strength and direction of a linear
relationship between two variables
The range of r is from 1 to 1.
If r is close to
1 there is a
strong
positive
correlation.
If r is close to 1
there is a strong
negative
correlation.
If r is close to
0 there is no
linear
correlation.
1 0
1
Outliers.....
Outliers are dangerous

Here we have a spurious
correlation of r=0.68
without IBM, r=0.48

without IBM & GE,
r=0.21
x y
8 78
2 92
5 90
12 58
15 43
9 74
6 81
Absences
Final
Grade
Application
95
90
85
80
75
70
65
60
55
45
40
50
0 2 4 6 8 10 12 14 16
F
i
n
a
l

G
r
a
d
e

X
Absences
6084
8464
8100
3364
1849
5476
6561

624
184
450
696
645
666
486
57 516 3751 579 39898
1 8 78
2 2 92
3 5 90
4 12 58
5 15 43
6 9 74
7 6 81
64
4
25
144
225
81
36
xy x
2
y
2
Computation of r
x y
r is the correlation coefficient for the sample. The
correlation coefficient for the population is (rho).
The sampling distribution for r is a t-distribution
with n 2 d.f.
Standardized test
statistic
For a two tail test for significance:
Hypothesis Test for Significance
(The correlation is not significant)
(The correlation is significant)
A t-distribution with 5 degrees of freedom
Test of Significance
You found the correlation between the number of times
absent and a final grade r = 0.975. There were seven pairs of
data.Test the significance of this correlation. Use = 0.01.
1. Write the null and alternative hypothesis.
2. State the level of significance.
3. Identify the sampling distribution.
(The correlation is not significant)
(The correlation is significant)
= 0.01
t
0 4.032 4.032
Rejection Regions
Critical Values t
0

4. Find the critical value.
5. Find the rejection region.
6. Find the test statistic.
df\
p
0.40 0.25 0.10 0.05 0.025 0.01 0.005 0.0005
1 0.324920 1.000000 3.077684 6.313752 12.70620 31.82052 63.65674 636.6192
2 0.288675 0.816497 1.885618 2.919986 4.30265 6.96456 9.92484 31.5991
3 0.276671 0.764892 1.637744 2.353363 3.18245 4.54070 5.84091 12.9240
4 0.270722 0.740697 1.533206 2.131847 2.77645 3.74695 4.60409 8.6103
5 0.267181 0.726687 1.475884 2.015048 2.57058 3.36493 4.03214 6.8688
t
0
4.032
4.032
t = 9.811 falls in the rejection region. Reject the null hypothesis.
There is a significant correlation between the number of
times absent and final grades.
7. Make your decision.
8. Interpret your decision.
The equation of a line may be written as y = mx + b
where m is the slope of the line and b is the y-
intercept.
The line of regression is:
The slope m is:
The y-intercept is:
Once you know there is a significant linear correlation, you
can write an equation describing the relationship between
the x and y variables. This equation is called the line of
regression or least squares line.
The Line of Regression
180
190
200
210
220
230
240
250
260
1.5 2.0 2.5 3.0
Ad $
= a residual
(x
i
,y
i
)
= a data point
r
e
v
e
n
u
e

= a point on the line with the same x-value
Best fitting straight line
Calculate m and b.
Write the equation of the
line of regression with
x = number of absences
and y = final grade.
The line of regression is: = 3.924x + 105.667
6084
8464
8100
3364
1849
5476
6561

624
184
450
696
645
666
486
57 516 3751 579 39898
1 8 78
2 2 92
3 5 90
4 12 58
5 15 43
6 9 74
7 6 81
64
4
25
144
225
81
36
xy x
2
y
2
x y
0 2 4 6 8 10 12 14 16
40
45
50
55
60
65
70
75
80
85
90
95
Absences
F
i
n
a
l

G
r
a
d
e

m = 3.924 and b = 105.667
The line of regression is:
Note that the point = (8.143, 73.714) is on the line.
The Line of Regression
The regression line can be used to predict values of y
for values of x falling within the range of the data.
The regression equation for number of times absent and final grade is:
Use this equation to predict the expected grade for a student with

(a) 3 absences (b) 12 absences
(a)
(b)
Predicting y Values
= 3.924(3) + 105.667 = 93.895
= 3.924(12) + 105.667 = 58.579
= 3.924x + 105.667
The correlation coefficient of number of times absent and
final grade is r = 0.975. The coefficient of determination is
r
2
= (0.975)
2
= 0.9506.
Interpretation: About 95% of the variation in final grades can
be explained by the number of times a student is absent. The
other 5% is unexplained and can be due to sampling error or
other variables such as intelligence, amount of time studied, etc.
Strength of the Association
The coefficient of determination, r
2
,

measures the strength of the
association and is the ratio of explained variation in y to the
total variation in y.