correlation and regression

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Slide 1 : The Scores of 120 persons

Slide 2 : MEASURES OF CENTRALL TENDENCY Mean Median Mode Geometric Mean Harmonic Mean MEASURES OF DISPERSION Range Quartile Deviation Mean Deviation Standard Deviation Coefficient of Variation Average (X) = 20 Average (Y) = 20 SD (X) = 0.00 SD (Y) = 7.07

Slide 3 : Correlation is a characteristic that is found between two variables, which shows a sort of relationship between them Treatment and Response, Income and Saving, Height and Weight, are certain pairs of characteristics that exhibit relationship. The relationship could be linear or non linear and can be observed from statistical data. Correlation Coefficient is a measure of linear relationship between two variables and denoted by r, known as Pearson’s Product Moment Formula Correlation Analysis

Correlation Analysis : Correlation Analysis It is also known as simple correlation coefficient It is required that both the variables should be on a scale (measurements) rather than an ordinary scale (categorical) The value of r between two variables X and Y could be anywhere between –1 and +1 A positive value indicates a positive relationship. We say X and Y are in sympathy with each other A negative value indicates negative relationship

Slide 5 : If r = +1 we say the relationship is positive and perfectly linear If r = -1 the relationship is negative and perfectly linear Higher the magnitude stronger is the relationship The Correlation Coefficient could be sometimes spurious and becomes nonsense. Spurious or real?

Slide 6 : The square of r is used as a measure of the strength of linear relationship between X and Y. Suppose r = 0.80 it indicates a positive relationship, apparently high but explains (0.80)2 = 0.64 and the meaning is that about 64% of the variation between the variables can be explained by one variable about the other. Remaining 36% is not accounted for! Is it good?

Slide 7 : Care in use Correlation Coefficient is a wrong tool to use when the relationship is known to be week or not a linear one The observed Correlation Coefficient could be an observation by chance. So it needs a statistical test of hypothesis The Student’s t-test is applied to check significance Correlation Coefficient however does not indicate a cause and effect relationship

Slide 8 : Correlation Coefficient r r ranges from +1 to -1 r = +1 a perfect positive linear relationship r = -1 a perfect negative linear relationship r = 0 indicates no correlation

Strength of Linear Association : Strength of Linear Association

Slide 10 : Other Strengths of Association

Slide 11 : Selected Values of r and r 2 Selected values of r and r 2 % % r r accounted for not accounted for 2 .10 .01 1% 99% .20 .04 4% 96% .30 .09 9% 91% .40 .16 16% 84% .50 .25 25% 75% .60 .36 35% 64% .70 .49 49% 51% .80 .64 64% 36% .90 .81 81% 19% 1.00 1.00 100% 0% 2

Slide 12 : Scatter diagram

Slide 13 : Scatter diagram

Slide 14 : SOME INTERESTING RELATIONSHIPS!!! Increasing trend Positive Relation r = 0.699 No clear trend Possibly no relation r = 0. 084

Slide 15 : No linear relationship? There is no specific trend in this case!

Specific Example : Specific Example For seven random summer days, a person recorded the temperature and their water consumption, during a three-hour period spent outside.

Correlation : Correlation Correlation A measure of association between two numerical variables. Example (positive correlation) Typically, in the summer as the temperature increases people are thirstier.

Example : Example

Slide 19 : Reading Correlation Matrix r = -.904 p = .013 -- Probability of getting a correlation this size by sheer chance. Reject Ho if p = .05. sample size r (4) = -.904, p?.05

Slide 20 : Correlation Does Not Mean Causation High correlation Hen’s crow and the rising of the sun Hen does not cause the sun to rise. Teachers’ salaries and the consumption of liquor

Slide 21 : Limitations of Correlation linearity: can’t describe non-linear relationships e.g., relation between anxiety & performance truncation of range: underestimate stength of relationship if you can’t see full range of x value no proof of causation third variable problem: directionality: can’t be sure which way causality “flows”

Slide 22 : Questions ???

Slide 23 :

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