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E502 Statistics in Educational Research

Marian Minneli S. Cruz ,Ph.D.


#09950833674
minnelicruz@gmail.com
CORRELATION
Correlation is a measure of relationship between two variables.

"Correlation is not causation" means that just because two


variables are related it does not necessarily mean that one
causes the other.
Correlation
It is a measure of the extent to which two variables are related.

The degree of relationship between variables is expressed into:


1. Perfect correlation (positive or negative)
2. Some degree of correlation (positive or negative)
3. No correlation

E502 Statistics in Educational Research


A POSITIVE CORRELATION is a relationship between two
variables in which both variables move in the same
direction. Therefore, when one variable increases as the
other variable increases, or one variable decreases while the
other decreases.
Correlation
A NEGATIVE CORRELATION is a relationship between two
variables in which an increase in one variable is associated
with a decrease in the other.

A ZERO CORRELATION exists when there is no relationship


between two variables.

E502 Statistics in Educational Research


Examples:
• The more time you spend running on a treadmill, the more
calories you will burn.
• As the temperature goes up, ice cream sales also go up.
Correlation
• As the wattage of light bulbs increases, the light output
increases.

• As weather gets colder, air conditioning costs decrease.

• The more vitamins one takes, the less likely one is to have a
deficiency.

E502 Statistics in Educational Research


Examples:
• age and height
height of a child increases as the child continues to grow
Correlation
• price and demand of commodity
price of any commodity increases the demand for that
commodity decrease because it becomes expensive for the
consumers

• BMI and running speed


there is negative correlation between BMI and running speed

E502 Statistics in Educational Research


Correlation Coefficient

Correlation

For perfect correlation, it is either positive or negative represented


by +1 and -1. Correlation coefficients, positive or negative, is
represented by +.01 to +.99 and -.01 to -.99. The no correlation is
represented by 0.

E502 Statistics in Educational Research


Correlation Coefficient

Correlation

E502 Statistics in Educational Research


Correlation Coefficient Formulas

Pearson correlation: The Pearson correlation is the most commonly


used measurement for a linear relationship between two variables.
Correlation
Spearman correlation: This type of correlation is used to determine the
monotonic relationship or association between two datasets. Unlike the
Pearson correlation coefficient, it's based on the ranked values for each
dataset and uses skewed or ordinal variables rather than normally
distributed ones.

Kendall correlation: This type of correlation measures the strength of


dependence between two datasets.

E502 Statistics in Educational Research


• Pearson’s correlation coefficient measures the linear
relationship, or association, between two variables.
• The two variables have to be measured on either an
Correlation interval or ratio scale.
• However, both variables do not need to be measured on
the same scale (e.g., one variable can be ratio and one can
Pearson’s Coefficient be interval).
of Correlation • It measures the strength of the linear relationship
between normally distributed variables.

E502 Statistics in Educational Research


Spearman’s correlation coefficient, (ρ, also signified by rs)
measures the strength and direction of association between
Correlation two ranked variables.

When the variables are not normally distributed or the


Spearman Rho relationship between the variables is not linear, it may be more
appropriate to use the Spearman rank correlation method.
Coefficient of
Correlation

E502 Statistics in Educational Research


Comparison of Pearson and Spearman Coefficients

Pearson’s Coefficient Spearman Rho


of Correlation Coefficient of
Correlation
Correlation
The Pearson correlation evaluates The Spearman correlation
the linear relationship between two evaluates the monotonic
continuous variables. A relationship relationship between two
is linear when a change in one continuous or ordinal variables. In
variable is associated with a a monotonic relationship, the
proportional change in the other variables tend to change together,
variable. but not necessarily at a constant
rate. The Spearman correlation
coefficient is based on the ranked
values for each variable rather
than the raw data.

E502 Statistics in Educational Research


Comparison of Pearson and Spearman Coefficients

The Pearson and Spearman


correlation coefficients can range
Correlation in value from −1 to +1. For the
Pearson correlation coefficient to
be +1, when one variable
increases then the other variable
increases by a consistent
amount. This relationship forms a
perfect line. The Spearman
correlation coefficient is also +1
in this case.

E502 Statistics in Educational Research


Comparison of Pearson and Spearman Coefficients

If the relationship is that one


variable increases when the
Correlation other increases, but the amount
is not consistent, the Pearson
correlation coefficient is positive
but less than +1. The Spearman
coefficient still equals +1 in this
case.

E502 Statistics in Educational Research


Comparison of Pearson and Spearman Coefficients

When a relationship is random or


non-existent, then both
Correlation correlation coefficients are nearly
zero.

If you want to explore your data it is best to compute both,


since the relation between the Spearman (S) and Pearson (P)
correlations will give some information. Briefly, S is computed
on ranks and so depicts monotonic relationships while P is on
true values and depicts linear relationships.

E502 Statistics in Educational Research


Kendall’s Tau is a non-parametric measure of relationships
between columns of ranked data.
It measures the strength of dependence between two
Correlation datasets.
Calculations based on concordant and discordant pairs.
A concordant pair of cases is one in which one case is higher on
Kendall’s Tau both variables than the other case.
A discordant pair of cases is one in which one case is higher on
Coefficient of
one variable than the other case but
Correlation lower on the other variable.

E502 Statistics in Educational Research

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