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Correlation

Correlation (r) is the extent of linear association between


two variables.
Properties of r:
1. The value of r is always between –1 and 1.
2. A perfect correlation has value of r=1. This means that
all the points in the scatter diagram lie exactly on a line
with a positive slope.

• •
• •
• •
•• •


r =1 r = -1
Perfect positive correlation Perfect negative correlation
has r = 1 has r = -1
3. Suppose r ≠ 0. Then the points in the scatter diagram are
grouped around a nonhorizontal line. If r is positive, the line
has positive slope.

r = .55 r = .96

Positive Correlation Strong Positive Correlation


If r is negative, the line has negative slope.

r =-.61 r = -.93

Negative Correlation Strong Negative Correlation


4. If the value of r = 0, there is no linear relationship between
the x and y values for the data. When r = 0, it can be shown
that the line of best fit is a horizontal line through the points.

No Linear Relationship
5. A correlation coefficient equal to zero implies absence of
linear association but not total absence of relationship
there are other kind of relationship for the data
(i.e. quadratic relationship)

A Nonlinear Relationship
Correlation Coefficient Between paired variables

0.00 to + 0.20 negligible correlation


+ 0.21 to + 0.40 low correlation
+ 0.41 to + 0.50 substantial correlation
+ 0.51 to + 0.80 marked correlation
+ 0.81 to + 1.0 high to very high correlation

The linear correlation coefficient r for a correlation of n


pairs of an interval can be computed using the Pearson
Product moment correlation coefficient with formula:

r = ∑ ( x – x )( y – y)
( n – 1) Sx Sy
Where sx, sy are standard deviation of x and y values
respectively. Instead of using the above formula to find r, an
alternative formula can be used and it gives the same result.

r = n(∑ xy) - (∑ x) (∑ y)
[n (∑ x2) – (∑ x)2][n(∑ y2) – (∑ y)2]
Example
Test in Mathematics and Science were given to the
students. Find the correlation coefficient between scores in the
two subjects.
Math Science
y x

10 13
5 17
6 8
15 16
12 14
7 9
8 15
10 11
14 15
13 12
Solution:
x y xy x2 y2
10 13 130 100 169
5 7 35 25 49
6 8 48 36 64
15 16 240 225 256
12 14 168 144 196
7 9 63 49 81
8 15 120 64 225
10 11 110 100 121
14 15 210 196 225
13 12 165 169 144
∑x = 100 ∑y = 120 ∑x = 1280 ∑x 2 = 1108 ∑y 2 1530

r = n(∑ xy) - (∑ x)(∑ y)


[n(∑ x2) – (∑ x)2][n(∑ y2) – (∑ y)2]
= 10(1280) - (100)(120)
[10(1108) – (100)2] [10(1530) – (120)2]

= 12800 - 12000
(11080 – 10000)(15300 – 14400)

= 800
972, 000

= 800
985.90
r = 0.81 (there is a high positive relationship between
the test scores in Mathematics and Science)
Testing the Significance of r
Sometimes a researcher may overlook the fact that when r
is calculated from the sample date, he may get a very high
positive relationship existing between the paired variables. In
this case, a test of significance for r to find out if the obtained
value of r can be attributed to chance.

A t -ratio test should be computed:

t = r√n-2
√ 1 – r2
Where:
t – the ratio
n – number
r – computed r (correlation coefficient)
Example
Test the significance of r (r = .81) in the correlation
between test scores in Mathematics and Science. Use
α = .05.
Solution:
Step 1:
Ho: r = 0 (there is no significant relationship
between the test scores in Mathematics
and Science)
Ha: r ≠ 0 (there is a significant relationship
between the test scores in Mathematics
and Science)
Step 2:
α = .05

Step 3: Computation

t = r√n–2
√ 1 – r2

= (0.81) √ 10 – 2
1 – (0.81)2
t = 3.907
Step 4: Decision
df = n – 2
= 10 – 2
df = 8 at α = .05
tabular value = 2.306

rejection rejection
acceptance
-2.306 +2.306

Reject Ho, accept Ha


Step 5:
There is a significant relationship between the test scores in
Mathematics and Science
Spearman Rank Order Correlation Coefficient

The Spearman Coefficient determines the degree of


correlation two variables measured in at least an ordinal scale
The Spearman Correlation Coefficient rho (rs) is

6 ∑ (rx - ry)2
rs = 1 –
n (n2 – 1)

Where:
rs - rank order correlation coefficient
rx - rank of x
ry - rank of y
n - number of paired cases
Example
Scores in Scores in
English Filipino
2
x y rx ry (rx - ry) (rx - ry)
10 13 5.5 5 0.5 0.25
5 7 10 10 0 0
6 8 9 9 0 0
15 16 1 1 0 0
12 14 4 4 0 0
7 9 8 8 0 0
8 15 7 2.5 4.5 20.25
10 11 5.5 7 -1.5 2.25
14 15 2 2.5 -0.5 0.25
13 12 3 6 -3 9
32
rs = 1 – 6 (32)
10 (102 – 1)

= 1– 192
10 (99)

192
= 1–
990
= 1 – .19

rs = .81

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