Pearson’s r

J. L. Depaynos, MA AS
Math 100
 Causation always implies
Correlation correlation, but correlation
Causation does NOT necessarily imply
causation.
Correlational
Analysis
✓ Involves the use of statistical tools in
determining if relationship between
two (or more) variables truly exists

𝑥, 𝑦

𝑥 – independent (or explanatory) variable

𝑦 – dependent (or response) variable
Are all relationships
significant?
NOTE:
Do NOT interpret the
computed correlation
coefficient without
checking its significance…
because not all
relationships are
significant. 😏
▪Pearson’s r – quantitative data
(linear relationship)
▪Coefficient of determination, 𝒓 - fraction of
𝟐
the total variability of 𝑦 as explained by its
relationship to 𝑥
▪Chi-squared Test – categorical data
(w/ Cramer’s V as post hoc test)
Pearson’s r… Procedure 1 of 2
1. Set up the hypotheses.

Ho: True correlation is equal to zero.

Ha: True correlation is not equal to zero.
2. Compute the correlation coefficient 𝑟.
3. Test the significance of 𝑟.
𝒓
Computed value: 𝒕 = If 𝑡 ≥ 𝑡𝑐 , then reject Ho.
𝟏−𝒓𝟐
Otherwise, we failed to
𝒏−𝟐
Critical value: 𝒕𝒄 = 𝒕𝜶, 𝒅𝒇=𝒏−𝟐 reject Ho, i.e., we accept Ho.
𝟐
 Pearson’s 𝒓*
The correlation coefficient 𝑟 is given by

𝑛 Σ𝑥𝑦 − (Σ𝑥)(Σ𝑦)
𝑟=
𝑛 Σ𝑥 2 − Σ𝑥 2 [𝑛 Σ𝑦 2 − Σ𝑦 2 ]

where 𝑛 is the number of pairs.

*Pearson’s 𝑟 emphasizes on linear relationship.
Pearson’s r… Procedure 2 of 2
4. If 𝑟 is significant, determine the linear regression
model (𝑦 ′ = 𝑎 + 𝑏𝑥). Also, compute the coefficient
of determination, 𝑟 2 .

Notice that if 𝑟 is not significant (Accept Ho), then

𝑟 2 is zero.
5. Interpret results (𝑟 and 𝑟 2 ). Predict 𝑦′ given 𝑥, if
specified.
 𝒓
Correlation
Interpretation
Coefficient
±𝟏 Perfect direct/inverse relationship
±𝟎. 𝟖𝟏 − ±𝟎. 𝟗𝟗 Very strong direct/inverse relationship
±𝟎. 𝟔𝟏 − ±𝟎. 𝟖𝟎 Strong direct/inverse relationship
±𝟎. 𝟒𝟏 − ±𝟎. 𝟔𝟎 Moderate direct/inverse relationship
±𝟎. 𝟐𝟏 − ±𝟎. 𝟒𝟎 Weak direct/inverse relationship
±𝟎. 𝟎𝟏 − ±𝟎. 𝟐𝟎 Very weak direct/inverse relationship
𝟎 No relationship