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Correlation Coefficients Pearson’s Product Moment Correlation Coefficient  interval or ratio data only What about ordinal data?

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Presentation on theme: "Correlation Coefficients Pearson’s Product Moment Correlation Coefficient  interval or ratio data only What about ordinal data?"— Presentation transcript:

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2 Correlation Coefficients Pearson’s Product Moment Correlation Coefficient  interval or ratio data only What about ordinal data?

3 Spearman’s Rank Correlation Coefficient r s = 1 -  di2di2 i=1 i=n n 3 - n 6

4 http://www.mnstate.edu/wasson/ed602spearcorr.htm Spearman’s Rank Correlation Coefficient: Example

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6 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

7 http://www.mnstate.edu/wasson/ed602spearcorr.htm Spearman’s Rank Correlation Coefficient: Example

8 Pearson’s r - Assumptions 1.Interval or ratio scale data 2.Selected randomly 3.Linear 4.Joint bivariate normal distribution  S-Plus (qqnorm)

9 Spearman’s Rank Correlation Coefficient Ordinal data already in a ranked form Interval or ratio data convert it to rankings

10 Spearman’s Rank Correlation Coefficient TVDI (x) 0.274 0.542 0.419 0.286 0.374 0.489 0.623 0.506 0.768 0.725 Rank (x) 1 7 4 2 3 5 8 6 10 9 Theta (y) 0.414 0.359 0.396 0.458 0.350 0.357 0.255 0.189 0.171 0.119 Rank (y) 9 7 8 10 5 6 4 3 2 1 Difference (d i ) -8 0 -4 -8 -2 4 3 8

11 A Significance Test for r s

12  S-Plus http://www.mnstate.edu/wasson/ed602spearcorr.htm

13 TVDI (x) 0.274 0.542 0.419 0.286 0.374 0.489 0.623 0.506 0.768 0.725 Theta (y) 0.414 0.359 0.396 0.458 0.350 0.357 0.255 0.189 0.171 0.119

14 Correlation  Direction & Strength We might wish to go a little further Rate of change Predictability Correlation  Regression

15 Deterministic  perfect knowledge Probabilistic  estimate  not with absolute accuracy (or certainty) Two Sorts of Bivariate Relationships

16 Travel  at a constant speed Deterministic  time spent driving vs. distance traveled A Deterministic Relationship s = s 0 + vt s: distance traveled s 0 : initial distance v: speed t: time traveled time (t) distance (s) slope (v) intercept (s 0 ) Truly deterministic  rare

17 More often  probabilistic e.g., ages vs. heights (2 – 20 yrs) A Probabilistic Relationship age (years) height (meters) Good relationship Unpredictability or error

18 Sampling and Regression Our expectation (less than perfect) Collecting data  measurement errors  height Other factors (not accounted for in the model)  plant growth vs. T

19 Simple vs. Multiple Regression Simple linear regression  y  x Multiple linear regression  y  x 1, x 2, … x n

20 Model y = a + bx + e Simple Linear Regression x: independent variable y: dependent variable b: slope a: intercept e: error term x (independent) y (dependent) b a error: 

21 Scatterplot  fitting a line Fitting a Line to a Set of Points x (independent) y (dependent) Least squares method Minimize the error term e

22 Sampling and Regression Sampled data  model y = a + bx + e Attempt to estimate a “true” regression line y =  +  x +  Multiple samples  several similar regression lines  the population regression line

23 Minimize the error term e The line of best fit  ŷ = a + b Least Squares Method y ŷ = a + bx ŷ (y - ŷ)

24 Estimates and Residuals Errors e = y – ŷ Residuals  Underestimate  Overestimate

25 Errors (residuals)  e = (y - ŷ) Overall error  Simply sum these error terms  0  Square the differences and then sum them up to create a useful estimate Minimizing the Error Term SSE =   (y - ŷ) 2 i = 1 n 

26 Minimizing the SSE   (y - ŷ) 2 i = 1 n min a,b n   (y i - a - bx i ) 2 i = 1 min a,b =

27 Least squares method  Finding Regression Coefficients   (x i - x) (y i - y) i = 1 n b =   (x i - x) 2 i = 1 n a = y - bx

28 Interpreting Slope (b) Slope of the line (b  the change in y due to a unit change in x b > 0 b < 0

29 Regression Slope and Correlation  (x i - x)(y i - y) i=1 i=n (n - 1) s X s Y r =   (x i - x) (y i - y) i = 1 n b =   (x i - x) 2 i = 1 n b = r sysy sxsx


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