#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
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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.
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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.
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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
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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.
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Correlation Coefficient
Correlation
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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.
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• 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.
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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
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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.
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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.
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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.
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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.
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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.