Model- o9.

CORRELATION REGRES lo N
ANALYSIS

CoDe lation -
Co ore lation 1 a SBatesticeHoo 1hat Studs
the Telationship bettucen t66 us mose ariable.

(o
SOAlation
naly61s-
Corvelation Analys?s dealh t h
Vaicusmethod& and techniques o Cadculafe
the etent oelationsbif blw Vaslables.
A. Satter plot GapbD
B. karlpearson_Correlatloo
Co-effici ency
Speas mans RanR_ Coelatio)

Corelalation
Kar_pea fson_Corre latlon

,O(x9) o OXy dencted by

tormula
Cov (xV) E(X-3). (-
N

tx-X),att-

Edxd
EdxSdy2
 9
1 t

-i - a6

can
30 6
5
E Ho 3
N

x-9- (y-q

26

96

-C919

Directfon gTee
Directlo0
+ pos?tne delatlon
Negative betaton.
DEgree -1 <t
NO Coroetoatlon.
petet Corre IatHoD
-O.9S negitq itgable correbfion_
 (x (7-y
t

5
G.5> b Degree
C
045 Modescat Dearee
O.15
.00 2 Hgh Deqree
T h e correlation blw i 1 htgh degroo
neaattve Conseltion

Adertistng Sales.
EtpenseS takhs
X- -y ( - -4 (17)V
(oooR) 0
H -26 19 6L 361
39
65 S3 - 13
S8 3 6H
86 as 820
8 68 1 H 29 -63
Loo
GO
6 L6CO 26
33
-9 -5 +343S
36
38 13 93.
ENC6e.
5393. 9854

Kar)_pearson ' s ose latio0 Cof clent bl

Find
AduertS10q Epen diturR sales

X= x
G6
C

. (y- 9HoH
s348 a934

pEsyE
he C
oe taticn bl Sales edvt htq hdeq1e Cor relatton
 V EU EV
DEu

A nguEu|nv

yx-) y-( (x (y-(*)

1 196 uy

S B-J -10 06
18 9S
SS
6
66 3 00 30
68 DA
65 31 GH

S8
34 18B -9 S H8 10
O58 6

X£X S6o Se -
N.

E 30 3

x):V-D.
efx t4-T
fi6AS
tes8-ca a}-

0461y

The Coelatico bl Xf y_ highb dere.dege

OF_posttive eoe laton
z

4-o
g

S2

- oet
 Age goup No.ofsa No F paye 5s
-90 900 150
30-95 L6a
S - 30 340
30-35 360 180
35-40 HO0
HO-HS5 300 180

calculatekorl parsonS Coroelation Co-eFficient

bl age and lautng
beoo
habts o
Taten
people
/, alue
midvalue.
X ExoS V=4-so UV_ u_
5 S100
/800 s -10 - 850
6s

X0060 S

345 50
S S
39.5 a5
3:5 -S G:50 00 S
- IS0
1S -1O
HS S
320 +IS 30
- S00 HaS SSD
Ne6 2 30

D= nEu V Eu.EV

eufea e-fsvJ
6(s0o)-(1s)(2o
GCHRS)-C3s) G{ss)-{NEC)-

- 3 00g 300 3300

S33 G8,SS 35l1 81
0 6
=
n w Po
 ASSmAte

X ydx- d2
Jaun es

A
6
B
3
D 9
E
S

H
8 16
.
3G
Ed- {O0.
Ranking OP 0 rafnes before 4after takiog a ertain
PoS 9iwen belo rnd Spearmancorrelatian
Co-ePPic ient -

P=1-6Ed
LnCn)
-Goo

L1o( g9)
600
qgo
-O6060
O393q 0. u

Moderate deqroe +Ve Corre lation_

 Ro w4 ePR
(
| L

-
29

2 w
29 GU

A
 Paga

1-CEd
hn2-1)-
16H))]
L1O(9)
- 04HA8
0155 016

6 AA)
1O9a)
- 0 366

=0.133

6 (1s6)
L1o (q) J
936

-0.qHS

O.OS JH.

Rank comelation_ blw Judge s and Judge3_

8 hTghest So their oanciog 2 SimilaS.

 Lo 0 w 20
D 2 =
 1

when Ranks ase No gtver).

Ad Sales
Epe nse3

(000) takhs
39 Ha10
65 3
7 6 8 3
90 26
65
2
68 A
S H
35
O
98
36
8 8A 3
E 30
Calcul adf Tank_CoBrelation bl Ad epenses
Sales
used
NO+e Normally ank CoTelation blda For aualtioive
Varian Ce but even uohen dealinq ih_quatiHodiue
mea.sufes nSuch Cases SankCorretation Con be_
used but data az to Co overted ndo donks.
noimalls highes Observotion isguen_ban 1 and
ner hiqhes t+ gven and So on (h73 13 knac
98 desend ing) Tt mmateria lty 0 which
Janks_0je_ assign Assending ordesendin
9 hohou) eve Same Oppoach She a tobefoltowed
or all Jariables
P=T-6 ed
nCn--
6 (0)

O.8182
wO

o o

00

oo o o
29 00 w
 9

O n
9
 11

07
in ha

0 RD09
3
O O

o
 -U |

29 R

17

K
 Monday
SMAte

X R d PR2 d
3
30
-t.s 35
0.s
60

H3 30 5
34 50
3 S 3 S 895
60
S 5
AS
.35
S
95
For the 136
#ollouidq data calcul ate ank cosrelation
blw X
=
hCn2-1)
=|4126) 1
Lio Cgg)
8A6

0196 0.14s

Seofes No. No. e time mCm )

X
Repeate d Reaupeaded 2
9(-1)/1 OS
(90/n 0.S
30 a ( 0.S_
C.P 1S

n (n-1)
92

I 6136 t 1S
1-225
99
- 0.933

X R R d: R-R d
2 3 1S
0 5 -HS a0.95
1 8S -0.5 0 s
8 19 13

3
3 8
&0 IS
90
S S
16
H -5 5 30 5

S 0.S 6
6 HS 0-35
9
19 3

513 .
d2 539
6 Ced2+cF
LnCna
1S( 8H)
324D_
3360
1- .96H
=t0.0354
 cfasSMAe

No. NO.0f timer

Sertes
Rep eatrd Ropeatd

E-
-1)I2 O.S.
C.

Wrong Rank Corretatlon ° -

Pank CoTrelation b t
fconom
The Co-eFficlent of
Marks OFO students oaR found
e &Statstics discouered that
be 0.5 beeat o a ß ater
o
differerce
n h e ban ks n e Subjects obtai
ned by one oP the , Students w a OTongly
ta ken a (3) anstead O find the correct
yalue anE Co rel catton

6Ed P 0S

n Cna1)

O5 L G Ed
OCt-)
0.5 Ed2

=0:S

6 Ed S

ed2 0SX 990

GEd =E HIS.

Ed H5
G

ed2 89,5._

-
 Comect Rank ton co Te
ed8a.5 - 23 +1

89.5-q +#¢
Ed 193.S

oTect-(P))
P=1-6 (13a.5
35S
-0.49

Rank Corelation o marks

wa found to Obtained by (o Studer
be 0.8 Laler
that dPference blo H003 dtscova
sanks coa_ oronaly
a8 insteadeP Oronatu daks
nd the Corect Aeki
CorretatHon. anlk
wlmnq anE CoTe tation
Comect
6ed
nn-).
O.R 6 ed 33- t81
1a(to-) ed 6á5

GEd 1-0-3
P1Cés)

Ged Oxq9o 990

Sol2 6
 SMAte
3tar

ead Reg esston fnalysis -

on X
TKegxession y 13 depe ndent onx
Co-efficient

byx Cov ( , Y)
2

byx= E (X-R). (y-y

E Cx-X
XOn
X B dependent_on y
bxy= Con (X,

bxy_

bxy E(x-): (y-y

2 (Y-qY)

inegs oP Reqressio0.
y o0 X
(y-)= byx (z-)
Xon
(x-R)= bxy (-Y)
 Date

ab
X
(x-)(y-)(xR):{y)(- (
35 H
94
-18 3 H
08 6 18
94 31 93 834
6
599
J1SG
34 ) HA
39-39 3 1209
S 61
3 -1 S3
111 10 HH)_
80*
S 33 -3. 459 089
o0
Calculate the tuoo Seqressen Co-eFkctentfa
the tuoo 1nes of Jgressio O estimase tha Va
of 1P the X 9 qvenas l00
Ex qo
N LO

Ey4 Foo

TO ReqessionCo -efctent
b
Cy
x
oo x) ( on Y)
byy &Cx). ty-) 900
63 60

bxy £(x-x) Cy-)

by eCx-)y-
ECy-)
 byx 300 O.G13

G360

bxy= E(x-)(y-T)
E(y-

3960 356
368
Sian oF both C-EeS xy and buy are
aluoaysSane .ee1htr posTtve Os ne ai Ve.
Relationship blw ooE Iation and eaiesion

bxu byx = 0
:356 *_D.613
K= O:234

0.913

ines oF Reafession ORKeqesston uation

-y)= byx (x-F)
(9-Ho)= C613 X -90)
-0 0.613X -S5. 1+
y=043X - Ss, +o
Y0.613 +1H5 23

T X= LOD
Y=0 613 Ctoo)+ 4.82
G1:3+ H.83
y . 13 / #6
X
(x-X) bxy (y-y)
(X-90) = l356 (Y-Ho)
X-90 1:356Y- 94.9
X=3sGY-9 9+90.
LX 3 5 6 -J99

X =356 (A6)-.99.
103.6S6- H.q8,
X 8 .136 98

Marks 0
Economics
5 H3 35
-H 39

35 3 33 19
3a A 3 O
36 -9
6 - 16
3
38 30
J8 36 6
3 3
39
380 C
380 399
-3
Two de qess ion Co-ePfictent
TOO goession cqution.
Stfmate madk in econg nics Stg ts 1

39
N

380
N
 AsSMAte

To Rcgvesstor (o effe icnt

Dyx

byx eCx-R (y-)

E x-x)
3 OG6

bYx= ER).(Y)
ECy)
-93 -O193.
33

byx bu= E Teqresslon Co effc ients

066A -0.93u Gre
psItive qnd Co-cfiC
+055 -ent 4 CoElation aE_pos it
6.15S ive, f Deqsession Co-etti
ClenkCCrelation 2 a
-O.394 nega+fVe,
ines of Daqresiun O Req Tessic equatian
on X
-u))= byxx )
y-32) -C66H_X-3e)_
y-32e-0.664X+1,343.
- 66HX+ 21.3y3 +38.
0 66HX S9Syg

26.56
 X X (y-T
39) .9y (y - 32)
3 - 4y t 819
+ 3. 3 4 9 3
C0
X 3Hy 0:P9

X =-083H (to) AO 899

-,3G+Ho 292
31. S33

inar RegresTOO.

q session Co-effcent, 2 eqrossion

e-ePPteto equatlons also estimate the bøath di
Son f hetab of father 3 quena 3 4 o

Hdght heqhto
Of Pathe Son x - 6 V=Y-68 u2 v2 UV._
6s 64 A
66 68
64 4
6+ 68

6
69
69
L6
9 36 1
SA 1 6 HA 96

SAS 68.95
8

y y SA8 68.S
8
 SSANA

nEuv - u Ev
byx eu2-(eu)

8 (26)-(10-(4)
o) 10)
08 0 168
H 160 396

bxu neu V EuguV

8(86)(10)4)
8 (Ha)-C)
168
380
SaS,

CoTrelafion Co -efttclent
byx bxy_
Oi H a u X O s a S

o.83
O 8.

Lines 0f ReqreSs to
on XK
(- byx(x-)
(-68 H9H CX-68
-G8.as = 0HBSx
OHASX -q.U 8S 68.9s5
Y H85x+34S6
32

X00
(y-) y y - )
Y-G32s) -0 s95 -62.5)
X-G2.9S 0.Ssy35. 1595
x=0.Sa5- s167.95
X: 0:0.Se54 38.321S

on x
iA 0)4 39 S6
99.62 3956

Age Bleod
Pos.sufeU=X-H9 V=y-HO y2_U
S6 Lu

18
15
36 -13 -39l69 H8H
- 2 -19
H IHS

60 IsS
S 835 16S
160
63 836 0
q
539 A00
196 8
55
36
S9 H 3 1902 33 135
Estimate the BP oP aperson hose age 18 HSyrs
EXN S8.

N
 easSMAte
Data
Pog
ohen ever quatlon 8 a>ked o
ohen
estimatr or Crod 7+
O1c Vatable usjngthe Second Va
Use deqression
31able aloays

byx =NEu»vN Eu eV

neu2(Eu)
O (11s)-39 x *)L
LOXIAn2)f3a
1375o-A6
2020 - 09A

O»35.

bXy nEay- Eu Ev 330 -S2q

DEV2(ev)2
(10X13+S) - CB9 - )
1OX 433 -(34

O 286
HO
0.902
yx bxy
O.13S X O.902
8 H33
D8H33
0.9183_
oes Ot Teqress ion
n X.
- byx (x-)
1HLH)=693S X-S 9)
 stal
-1H =0.93SX- }8.809
0 3 5 x - H8-g01 +1H
O935 190.50

Y= 0.93SHS)-190. Soq
= Ha,05-|q0 So
H2.u38

Xony
y-R)=_bxy (y-y))
X-58a)= 0.908 (y-IAlE)
X-52.3- 0.908y- 19t8
X O903y -12421+ 528
x= 09o8y-45.61

Pend the two VqKession o-effictents-

)t0o Taqressidn equgtions
Eshmak the ualaue osal f_Ad.expend-
ate 10 cr
Sles ,Ad
Aca-ts (Crorey CErpndyure) eror)
Mean0
SD
Co-Pficteot Correlatono.9
Ho
 Pegess6n Co effc ion
byx O 3.S
I
bxy O.9x10 6

by7 by
O 13S xG
0.81 i
=0.8)
0.9

Reqressidn equation
-) byx Cx-R)_
Y-6 0 13S (x-Ao)
0135 -HO 6
=o.351- 4 +6
Q135X t 0.6

XOn
X-) = bxy Cy-q)
(X-40)=6 Y-6)
X = bq-36 tHo:
X= 6y4

X=G Cto) 44A

60
X
 -X
SD
o.G6

.GX S 80

bxy O.66 X11 Oo l S.

bYy t byx
O.015 0.JR
356.
O J 356
O.GG

Reqession quat 10 9s
y- byr (x)
(-85)= 0. x -36 )
0.48-498 185
X 0On
Cx-) bx(-I)
(X-36) 0.os -8s)
X O.No1 sq 11.13-1 3
X=0.901Sq 113S.
onx 9-7
CO.18 (H0) 6 1
19.3 1 61.42
26.99
Mean
Jartance 6 as5
J1G13B4
Fing i) ttoo Reqression Co-ePficten*
ti) Too Regsession qution
estimae y P X - 00

=O,64X 13= RZKA 66H

S

by= 0.6H XS= 034

13-
Regress ion Equatl on s.
yonx
(y-)= byy x-R)
y-8)=}66A (X-6)
y=l1he4Y-9.92h t 2

f y= 100
16H416
XOn
(x-)= bxy ( -
-6) 0 94 (-8)
X= O `4 1.98 t6
 Rnd & Reqsession Co ePPtctents, equatiO Ole
estimate the alue o f X9 91ven ol
30
EX= 9so ,
Ex* : 6soo
E9= 30o ey2 l0000
Ex qb0 N:TOD

X EX 50
N
300 30

byx DEXy EX EyH

nex- (Ex)

10xA00 850X 300

LLoX GSoo) -(9so

Ho00 HSooo 3.6

6S000- bSSobo 8Sod

| brye DEXy-EX:E
nÉyL(E

LOyq00-_SoX300
oltooo0) -(30o)

H000-500do Aooo
00000 -b0od o000

Reqressi0n quations
onX
Cy)= byx ly-)
30 6X-as)
6 I -Ho +30
6 - 10
 y 30
G C30) - I0

X 69

(X-y)byy (-)
X )
O.4 (-0)
X O.Jt 1 t5

byr y
t 6 0:

o.Gy

Ex = q00
ex26360
EXy= 3100 N 100.

20X ?
EX qoo E 400

Dy
n E - (E)
I0(2a)qoox Joo.
Io30)-oo)?
00-6300 oOD
G60 - aloooo
l0oo
uGn00
 assMate

bxy D Exy-Ex.Ey
n Ey2-Eq)
1O (390o) g00 Xfoo
o C2896o) Goo)
-

3900 - 6 3 0 0 O
88600 -H00o .
-sqloO0
-H61AO0

=t980

-6.39L x 1a80
I018ag
:00 6.

Tuo Reqression Equations

bx Cy-q) byx (x-)

-0.7AU -H1a+o
-04 -1./9

by
Cx-) bry (y-)
(x-90)= 188y (y-0)
X _88- 896t o
X_

X 88 (30) -0.LL
X O2.UO
L09
 mult tyo1th 3 Scalundau
63ta
3X-1o Y +66 = O

Too Reqresion equatton qiuen qbove f0d

() Mean valuo
ReqnessIon (o efPlctent
3 Co1Telatlon (o-efftent
Vaifance X9
Jariance c ?

Replace x olth X_and y with y

8x- lo t 66 0
Aox I8-2A =0 >(
X-Ioy=-6G XS
HOx 18 &|H

46X= Soq -330

184 814,

3 5AH
yeSHy

uatton ().
8 -1o 66
10 x1)--66
6 Gt1H0

X 12
1) Usinq equatlon )
66

O.8.

byy O.R

XOn y._ S USTng equadtion (e)

aX_
HO
13 OS

bxy 0.S

(13) o byx bxy

O X 0.5
2
36
O3G
=t0.G

Because Value f bl -_ and tOur

assumptlon D CorTec

u Vasance X9-
3

byx o9
 ate

0 0:6

O.6
o 8.4

axt8-8 o
0
Xtay-S=
on x
34 -8 X 8
=

3
byx =-O.0
XOn9
X+8y-5 =O
X=ay +5
bxy
T 0.66 X-8,
339
Our asSa mption 1 70 Nq
X0n .
&X +39-3 =O.
8X - 8

bxy 15
 uate SSMALe
on x
X+8Y-5 =o
81 X S

Dyx 0.S

d bx byx
-1S X -0S

0, 866

9-3y 3
X 8y= 5,_X 9.

9xt3e) =2
8 2 -6

9
3x + 6
Gx+9 3

3X t y 6
6X1Y 3

Sx y 86 X
Gx t 9 31

S9
G 4 3

ecuation ( 0
3X A6.

3Y 26- l
3 15
18
3

XOy
Bx 13y= 6 e34 4
3
3

byy 0.6+
bxy l:S