11/15/16

Outline  
• Overview  of  c orrelation

O
• The  Pearson  c orrelation
• Understanding  and  i nterpreting  the  Pearson  
correlation
• Hypothesis  testing  with  the  Pearson  
correlation

Tests of Correlation
Psych  110  – Day  25

Objective  
• To  understand  the  nature  and  use  of  
correlation.

OVERVIEW  OF  CORRELATION

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What  is  correlation? Characteristics  of  a  relationship

• Correlation is  a  statistical  method  used  to   1.  The  direction of  the  relationship
measure  and  describe  the  relationship   • The  direction of  the  relationship   is  measured  by  
the  sign  of  the  correlation   (+  or  -­‐).  
between  two  variables.  
• Positive correlation:   the  two  variables  tend  to  
• A  relationship  exists  when  c hanges  i n  one   change  in  the  same  direction;   as  one  increases,  
the  other  also  tends  to  increase.    
variable  tend  to  be  accompanied  by  c onsistent  
and  predictable  c hanges  i n  the  other  variable.   • Negative correlation:   two  variables  tend  to  
change  in  opposite   directions;   as  one  increases,  
the  other  tends  to  decrease.    

Examples  of  positive  and  negative  relationships Characteristics  of  a  relationship

2.  The  form of  the  relationship

• The  most  c ommon  form of  relationship  i s  a  

straight  l ine  or  l inear  relationship  which  i s  
measured  by  the  Pearson  c orrelation.  

(a) Beer  sales  are  positively  related  to  temperature.  

(b) Coffee  sales  are  n egatively  related  to  temperature.

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Examples   of  relationships  that   are   not  linear:  

(a)  relationship   between   reaction   time   and  age;   Characteristics  of  a  relationship
(b)  relationship   between   mood   and  d rug   dose.
3.  The  strength/consistency of  the  relationship

• The  degree of  relationship  (the  strength  or  

consistency  of  the  relationship)  i s  measured  by  
the  numerical  value  of  the  c orrelation.    

• A  value  of  1 .00  i ndicates  a  perfect  relationship.  

• A  value  of  zero  i ndicates  no  relationship.  

Examples  of   different  v alues  for  linear  correlations:  

(a)  a  perfect  negative  correlation,  −1.00;  
(b)   no  linear  t rend,  0.00;   Where  and  why  correlations   are  used
(c)   a  strong  positive  relationship,  approximately  +0.90;  
(d)   a  relatively  w eak  negative  correlation,  approximately  −0.40.
1. Prediction
2. Validity
3. Reliability
4. Theory   verification

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The  Pearson  correlation  

• The  Pearson  c orrelation  measures  the  
direction  and  degree  of  l inear  (straight  l ine)  
relationship  between  two  variables.  

• Also  c alled  the  Pearson  product-­‐moment  

correlation
THE  PEARSON  CORRELATION
• Identified  by  the  l etter  r.

The  Pearson  correlation   How  to  compute  for  Pearson  correlation  

• The  Pearson  correlation   is  comparing   the  amount   • To  c ompute  for  a  Pearson  c orrelation,  you  
of  covariability (variation  from  the  relationship  
between  X  and  Y)  to  the  amount  X  and  Y  v ary   need  two  scores,  X  and  Y,  for  each  i ndividual  in  
separately.   the  sample.    
• The  magnitude  of  the  Pearson  correlation   ranges  
from  0  (indicating   no  linear  relationship   between   • The  Pearson  c orrelation  requires  that  the  
X  and  Y)  to  1.00  (indicating   a  perfect  straight-­‐line  
relationship   between  X  and  Y).     scores  be  numerical  values  from  an  i nterval  or  
ratio  scale  of  measurement.    
• The  correlation   can  be  either  positive  or  negative  
depending  on  the  direction   of  the  relationship.

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How  to  compute  for  Pearson  correlation  

• Definitional  formula
SP
r=
SS x SSY

• Computational  formula
X Y UNDERSTANDING  AND  INTERPRETING  
∑ XY − ∑ n∑
r=
2
THE  PEARSON  CORRELATION
⎛
⎜ X 2 ( X ) ⎞⎟⎛⎜ Y − (∑ Y )
− ∑ 2
2
⎞
⎟
⎜ ∑ n ⎟⎜
∑ n ⎟
⎝ ⎠⎝ ⎠

Correlation  and  causation Correlation  and  restricted   range

• A  correlation  between  two  variables  should   • When  the  X  &  Y  v alues  used  to  compute   a  
not  be  i nterpreted  as  i mplying  a  c ausal   correlation   are  limited   to  a  relatively  small  
portion   of  the  potential   range,  be  cautious  in  
relationship. generalizing  the  value  of  the  correlation.

• Simply  because  X  and  Y  are  related  does  not   • A  limited   range  of  v alues  can  either  obscure   a  
mean  that  X  c auses  Y  or  that  Y  c auses  X. strong  relationship   or  exaggerate  a  poor  
relationship.

• Example:  What  i f  bust/chest  size  and   • Ex:  UPG  and  GWA  of  UP  students
intelligence  were  c orrelated?

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Correlation  and  restricted   range Outliers  

• Outlier – an  individual  with   X  and/or  Y  v alues  that  
are  substantially   different  (larger  or  smaller)  from  
the  values  obtained  for  the  other  individuals   in  
the  data  set.

• The  data  point  of  a  single  outlier   can  have  a  

dramatic  effect  on  the  value  obtained  for  the  
correlation.

• “Don’t   just  go  by  the  numbers.”

In  this  example,  the  full  range  of  X  and  Y  values  shows  a  strong,  positive  correlation,  
but  the  restricted  range  of  scores  produces  a  correlation  n ear  zero.

Correlation  and  the  strength  of  

Outliers  
relationship
• To  evaluate  the  strength  of  a  relationship,  
square  the  value  of  the  c orrelation.

• The  resulting  value,  r2,  i s  c alled  the  c oefficient  

of  d etermination.

• It  measures  the  proportion  of  the  variability  in  

one  variable  that  c an  be  predicted  using  the  
relationship  with  the  second  variable.
A  demonstration  of  how  one  extreme  data  point  (an  outlier)  
can  influence   the  v alue  of  a  correlation.

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Step  1:  State  the   hypotheses.

• H0 :  ρ =  0  
• There  i s  no  c orrelation  between  variable  X  and  
variable  Y.

• H1 :  ρ ≠  0  
HYPOTHESIS  TESTING  WITH  THE   • There  i s  a  real  c orrelation  between  variable  X  
PEARSON  CORRELATION and  variable  Y.

Step  2:  Select   alpha  level,  determine  

df’s,  look  up  critical   ρ,  set  DR.
Step  3:  Compute  for  Pearson  r
• α  =  .05 • Make  sure  you  have  c olumns  for  X,  Y,  X2,  Y2  
and  XY.
• df =  n  – 2  
• Use  the  c omputational  formula  for  r.
• Look  for  c ritical  ρ using  Table  B.6 X Y
∑ XY − ∑ n∑
r=
2
⎛ ( X ) ⎞⎟⎛⎜ Y − (∑ Y )
− ∑
2
⎞
• DR  (example):  Reject  H0 if  robs >  0 .444;   ⎜ X 2
⎜ ∑ n ⎟⎜
∑ 2

n
⎟
⎟
otherwise,  retain  H0. ⎝ ⎠⎝ ⎠

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Step  4.  State  your  conclusion.

• A  correlation  for  the  data  revealed  that  
(variable  X)  and  (variable  Y)  were  significantly  
related,  r  =  +.65,  n  =  3 0,  p  <  .05,  two  tails.

SEATWORK

Compute  the  Pearson  r

Person X Y XY
A 0 4 0
B 2 1 2
C 8 10 80
D 6 9 54
E 4 6 24
∑X =  2 0 ∑Y =  30 ∑XY  =  160