A Significance Test for r An estimator r = 0 ? t-test
A Significance Test for r t test = r SE r = r 1 - r 2 n - 2 = r 1 - r 2 df = n - 2
A Significance Test for r H 0 : = 0 H A : 0 t test = rn r 2
Example Research question: Is there a significant relationship between TVDI and soil moisture in the Glyndon data set?
t test = r SE r = r 1 - r 2 n - 2 = r 1 - r 2 A Significance Test for r r & n
A Significance Test for r: Sample Size For example, suppose we have three samples of variables X and Y of sizes n = 10, n = 100, and n = 1000, all with r = 0.5 = 0.05
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Correlation Coefficients Pearson’s Product Moment Correlation Coefficient interval or ratio data only What about ordinal data?
Spearman’s Rank Correlation Coefficient r s = 1 - di2di2 i=1 i=n n 3 - n 6
Spearman’s Rank Correlation Coefficient: Example
A Significance Test for r s SE r s = 1 n -1 t test = rsrs SE r s = r s n -1 df = n - 1
Spearman’s Rank Correlation Coefficient: Example
Pearson’s r - Assumptions 1.Interval or ratio scale data 2.Selected randomly 3.Linear 4.Joint bivariate normal distribution S-Plus (qqnorm)