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Correlation & Regression
Univariate & Bivariate Statistics
U: frequency distribution, mean, mode, range, standard deviation
B: correlation two variables
Correlation
linear pattern of relationship between one variable (x) and
another variable (y) an association between two variables
relative position of one variable correlates with relative
distribution of another variable
graphical representation of the relationship between two
variables
Warning:
No proof of causality
Cannot assume x causes y
Scatterplot!
No Correlation
Random or circular
assortment of dots
Positive Correlation
ellipse leaning to right
GPA and SAT
Smoking and Lung Damage
Negative Correlation
ellipse learning to left
Depression & Self-esteem
Studying & test errors
Pearsons Correlation Coefficient
r indicates
strength of relationship (strong, weak, or none)
direction of relationship
positive (direct) variables move in same direction
negative (inverse) variables move in opposite directions
r ranges in value from 1.0 to +1.0
Go to website!
playing with scatterplots
Practice with Scatterplots
r = .__ __ r = .__ __
r = .__ __ r = .__ __
Correlation Guestimation
Corre lations
Miles walk ed
per day W eight Depres sion Anxiet y
Miles walk ed per day Pearson Correlation 1 -.797** -.800** -.774**
Sig. (2-tailed) .002 .002 .003
N 12 12 12 12
W eight Pearson Correlation -.797** 1 .648* .780**
Sig. (2-tailed) .002 .023 .003
N 12 12 12 12
Depres sion Pearson Correlation -.800** .648* 1 .753**
Sig. (2-tailed) .002 .023 .005
N 12 12 12 12
Anxiet y Pearson Correlation -.774** .780** .753** 1
Sig. (2-tailed) .003 .003 .005
N 12 12 12 12
**. Correlation is s ignificant at the 0.01 level (2-tailed).
*. Correlation is s ignificant at the 0.05 level (2-tailed).
Samples vs. Populations
Sample statistics estimate Population parameters
M tries to estimate
r tries to estimate (rho greek symbol --- not p)
r correlation for a sample
based on a the limited observations we have
actual correlation in population
the true correlation
Beware Sampling Error!!
even if =0 (theres no actual correlation), you might get r =.08
or r = -.26 just by chance.
We look at r, but we want to know about
Hypothesis testing with Correlations
Two possibilities
Ho: = 0 (no actual correlation; The Null Hypothesis)
Ha: 0 (there is some correlation; The Alternative Hyp.)
Case #1 (see correlation worksheet)
Correlation between distance and points r = -.904
Sample small (n=6), but r is very large
We guess < 0 (we guess there is some correlation in the pop.)
Case #2
Correlation between aiming and points, r = .628
Sample small (n=6), and r is only moderate in size
We guess = 0 (we guess there is NO correlation in pop.)
Bottom-line
We can only guess about
We can be wrong in two ways
Reading Correlation Matrix
Correlationsa
Time spun
Total ball Distance before Aiming Manual College grade Confidence
toss points from target throwing accuracy dexterity point avg for task
Total ball toss points Pearson Correlation 1 -.904* -.582 .628 .821* -.037 -.502
Sig. (2-tailed) . .013 .226 .181 .045 .945 .310
N 6 6 6 6 6 6 6
Distance from target Pearson Correlation -.904* 1 .279 -.653 -.883* .228 .522
Sig. (2-tailed) .013 . .592 .159 .020 .664 .288
N 6 6 6 6 6 6 6
Time spun before Pearson Correlation -.582 .279 1 -.390 -.248 -.087 .267
throwing Sig. (2-tailed) .226 .592 . .445 .635 .869 .609
N
6 6 6 6 6 6 6
Aiming accuracy Pearson Correlation .628 -.653 -.390 1 .758 -.546 -.250
Sig. (2-tailed) .181 .159 .445 . .081 .262 .633
Manual dexterity
N
Pearson Correlation
6 6 6 6 6 Correlationsa
6 6
.821* -.883* -.248 .758 1 -.553 -.101
Sig. (2-tailed) .045 .020 .635 .081 . .255 .848
N 6 6 6 6 6
Time spun
6 6
College grade point avg Pearson Correlation
Sig. (2-tailed)
N
-.037
.945
6
.228
Total ball
.664
6
-.087
.869
6
-.546
.262
6
-.553
Distance
.255
6
1
before
.
6
r = -.904
-.524
Aiming
.286
6
Manual College grade Confidence
Confidence for task Pearson Correlation -.502
toss points
.522 .267 -.250
from target throwing accuracy dexterity
-.101 -.524 1
point avg for task
Total ball
Sig. (2-tailed)
80
60
y=47
40
y=20 20
0 Rsq = 0.6031
8 10 12 14 16 18 20 22 24 26
Predictor,
x-axis variable,
what youre basing
the prediction on
y = b (x) + a
a y = -4.263(20) + 125.401
Coefficientsa
Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 125.401 14.265 8.791 .000
Distance from target -4.263 .815 -.777 -5.230 .000
a. Dependent Variable: Total ball toss points
b
Predictive Ability
Mantra!!
As variability decreases, prediction accuracy ___
if we can account for variance, we can make better predictions
As r increases:
r increases
variance accounted for increases
the prediction accuracy increases
prediction error decreases (distance between y and y)
Sy decreases
the standard error of the residual/predictor
measures overall amount of prediction error
We like big rs!!!
Drawing a Regression Line by Hand
Three steps