Pearson Coefficient of Correlation

(Pearson r)
What is Pearson’s r?

▪ Quantitatively expresses the extent to which two variables

are related.

▪ Measure of the strength and direction of association that

exists between two variables measured as scale variables
(ratio or interval).
Pearson’s r tells us 2 things:

1. The direction of the relationship between

the X & Y (positive or negative; linearity)

2. The strength of the relationship between

the X & Y (strong, moderate or weak)
 𝑛𝑥𝑦 − (𝑥)(𝑦)
Pearson r Formula: 𝑟=
[𝑛 𝑥 2 − (𝑥)2 ][𝑛 𝑦 2 − (𝑦)2 ]

• The main result of a correlation is called Correlation Coefficient (r).

• It ranges from -1 to +1.
• The closer r is to +1 or -1, the more closely the two variables are related.
• If r = +1, then it denotes perfect positive correlation
• If r = -1, then it denotes perfect negative correlation
• If r = 0, it means there is no relationship between the two variables.
• If r is positive, it means that as one variable gets larger the other gets larger.
• If r is negative, it means that as one variable gets larger, the other gets smaller
-often called an ‘inverse correlation’
Coefficient of Correlation (r): Strength of Relationship

0.00 to ± 0.19 - very weak

± 0.20 to ± 0.39 - weak
± 0.40 to ± 0.59 - moderate
± 0.60 to ± 0.79 - strong
± 0.80 to ± 1.0 - very strong

Source: http://www.statstutor.ac.uk/resources/uploaded/pearsons.pdf
 Assumptions: Pearson r

1. The variables must be either interval or ratio measurement.

2. The data must be approximately normally distributed.
3. There is a linear relationship between the two variables.
4. Outliers are either kept to a minimum or are remove entirely.
5. There is homoscedasticity of the data.

Test for Normality:

Shapiro-Wilk test- sample size is less than 50
Kolmogorov-Smirnov test- sample size is greater than 50.

Levene’s test- a test for homogeneity/homoscedasticity of variances.

 Example:

Example:
An instructor would like to
know if there is correlation
between the scores of 10
randomly selected students on
the mathematical portion of the
National Admission Test (NAT)
and mathematical ability part of
a university admission test.
 Rules of Thumb in Decision-Making

Traditional Method

• If calculated value < tabulated value, then

ACCEPT Ho
• If calculated value > tabulated value, then we
fail to ACCEPT Ho (Reject Ho)
 𝑛𝑥𝑦 − (𝑥)(𝑦)
Continuation: 𝑟=
[𝑛 𝑥 2 − (𝑥)2 ][𝑛 𝑦 2 − (𝑦)2 ]
𝒚𝟐
36
225
256
144
441
484
64
676
25
900
 𝑛𝑥𝑦 − (𝑥)(𝑦)
Continuation… 𝑟=
[𝑛 𝑥 2 − (𝑥)2 ][𝑛 𝑦 2 − (𝑦)2 ]

10 2336 − (132)(161)
𝑟=
10 2110 − 132 2 [10 3251 − 161 2]

2108
𝑟=
(3676)(6589)

2108
𝑟= = 0.428 CALCULATED VALUE
24221164
➢ denotes moderate relationship
 Continuation… • If calculated value < tabulated value, then ACCEPT Ho
• If calculated value > tabulated value, then we fail to
ACCEPT Ho (Reject Ho)
Tabulated value at  = 0.05, df = n-2
𝑟𝑡𝑎𝑏 = 0.632 TABULATED VALUE
▪ 0.428<0.632 10 2336 − (132)(161)
Decision: 𝑟=
10 2110 − 132 2 [10 3251 − 161 2]

ACCEPT Ho
2108
▪ Since calculated value is less than the 𝑟=
tabulated value, then we accept the null (3676)(6589)
hypothesis.
Conclusion: 𝑟=
2108
= 0.428 CALCULATED VALUE
24221164
▪ There is no significant correlation between
the NAT score and the admission test score.
 SPSS: Rules of Thumb in Decision-Making

SPSS (p-value)

• If p-value  , then ACCEPT Ho

-The result is not significant

• If p-value  , then we fail to ACCEPT Ho (Reject Ho)

- The result is significant
 If p-value  , then ACCEPT Ho
-The result is not significant

If p-value  , then we fail to ACCEPT Ho (Reject Ho)

Person r: SPSS Result - The result is significant

𝑟 = 0.428 (CALCULATED VALUE)

The sig. denotes the p-value.

▪ p-value = 0.217 and  = 0.05
▪ 0.217  0.05
Decision: Accept Ho.
▪ The result is NOT SIGNIFICANT
Conclusion:
There is no significant relationship between NAT
score and admission test score.
The Spearman Rank-Order Correlation
(Spearman rho)
 Spearman rho ()

• It is the nonparametric version of the Pearson

product-moment correlation.

• Spearman’s correlation coefficient  measures the

strength and direction and association between two
ranked variables.
 Example: Spearman rho ()

Example 1:
The scores obtained by 9 selected
students who took a preliminary test
administered in English and Filipino
were recorded. Determine the
correlation coefficient between the two
sets of scores obtained by the students
using the Spearman Correlation
Ho: There is no significant correlation between
Coefficient formula. English score and Filipino score.
Spearman rho 6𝐷2
Formula: 𝑟𝑠 = 1 −
(Traditional Method) 𝑛 (𝑛2 −1)
Continuation…

6𝐷2
𝑟𝑠 = 1 −
𝑛 (𝑛2 − 1)
6 (12)
𝑟𝑠 = 1 −
9 (92 − 1)

𝑟𝑠 = 0.9 CALCULATED VALUE

 • If calculated value < tabulated value, then ACCEPT Ho
Continuation… • If calculated value > tabulated value, then we fail to
ACCEPT Ho (Reject Ho)

Tabulated value ( = 0.05, df = no. of pairs = 9)

▪ 𝑡𝑎𝑏 = 0.700 TABULATED VALUE
6𝐷 2
▪ 0.9 > 0.700 𝑟𝑠 = 1 −
𝑛 (𝑛2 − 1)
Decision:
REJECT Ho. 6 (12)
𝑟𝑠 = 1 −
Since calculated value is greater than the 9 (92 − 1)
tabulated value, then we fail to accept the null
hypothesis.
𝑟𝑠 = 0.9 CALCULATED VALUE
Conclusion:
There is a significant correlation between
English score and Filipino score.
 If p-value  , then ACCEPT Ho
-The result is not significant

Spearman rho: SPSS Results If p-value  , then we fail to ACCEPT Ho (Reject Ho)
- The result is significant

▪ P-value = 0.001 and = 0.05

▪ 0.001  0.05

Decision: Reject Ho
▪ The result is significant
Conclusion:
There is a significant relationship
between English and Filipino scores.
 Tied Scores
% Cover of % Common
Location Billberry Heather
Example 2: An ecologist collected data from 1 5 0
an area that had been restored. In order to 2 40 0
assess whether a correlation existed between 3 50 5
the two plant species (Billberry and Common 4 5 0
Heather) in terms of the percentage cover of 5 10 0
Billberry and the percentage cover of Common 6 25 0
Heather to determine if whether they are 7 0 1
growing independently of one another. Perform 8 4 0
a test using Spearman rho at 0.01 level of 9 0 0
significance. 10 0 1

Ho: There is no correlation between the percentage 11 10 6

covered by the two plant species Billberry and Common 12 2 1
Heather.
Ranking the Scores

▪ Consider the rank in Common Heather.

There are 7 zeros (0).
▪ They shared the ranks 1, 2, 3, 4, 5, 6
and 7 (a total of 28)
▪ giving each value an average rank of 4.
▪ That is, (1+2+3+4+5+6+7) ÷ 7 = 4
▪ The next rank that can be given is
therefore an 8 as ranks 1 to 7 have
already been assigned.
 Substitute the obtained values in the formula.

6𝐷2
𝑟𝑠 = 1 −
𝑛 (𝑛2 − 1)

6𝐷2
𝑟𝑠 = 1 −
𝑛 (𝑛2 − 1)

6 (259)
𝑟𝑠 = 1 −
12 (122 − 1)

𝑟𝑠 = 0. 09
D2 = 259
Tabulated value: rtab = 0.727 ( = 0.01 and n = 12, See Appendix B)

• If calculated value < tabulated value, then ACCEPT Ho

• If calculated value > tabulated value, then we fail to
ACCEPT Ho (Reject Ho)

Since calculated value is lesser than the tabulated value, then we accept the
null hypothesis. (𝑟𝑠 = 0. 09< rtab = 0.727 )

Conclusion:
There is no correlation between the percentage covered by the two plant
species Billberry and Common Heather.
Assignment: (1 whole )
1. Determine if age is correlated to glucose level of six individuals
using Pearson r correlation coefficient.
Use:  = 0.05, Tabulated value= 0.811

Subject Age (x) Glucose Level (y)

1 43 99
2 21 65
3 25 79
4 42 75
5 57 87
6 59 81
2. Use Spearman rho formula to determine if there is a correlation between
the English scores & Math scores of 10 students at  = 0.05.
Tabulated value = 0.648