Professional Documents
Culture Documents
Quantitative methods
Mohamed Jabeur
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Lecture Seven
Correlation
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Outline
Introduction
1. Association
2. Correlation
2.1 Positive correlation
2.2 Negative correlation
3. Correlation coefficient
4. Correlation tests
4.1 Pearson’s correlation test
4.2 Spearman’s correlation test
Conclusion
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Introduction
Association
Correlation
Simple regression
Multiple regression
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1. Association
Any relationship between two
measured quantities that
renders them statistically
dependent.
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Two VARIABLES are associated
if some of the variability of one
can be accounted for by the
other.
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2. Correlation
Measure of linear association
A relationship between two variables in which
both variables move in tandem.
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2.1 Positive correlation
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A positive correlation is a
relationship between
two variables such that
their values increase or
decrease together.
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2.2 Negative correlation
A negative correlation is a
relationship between
two variables such that as the
value of one variable
increases, the other
decreases.
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3. Correlation coefficient
A quantitative value of the
relationship between two
or more variables.
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Range from .00 to 1.00 in either a
positive or negative direction.
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Perfect negative correlation
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Examples of negative correlation
Commodity supply & demand.
Pages printed & printer ink
supply.
Education & religiosity
Conservativism & cognitive
ability.
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Neither association
nor correlation
establish causality.
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4. Correlation tests
Pearson’s correlation
test
Spearman’s rank
correlation test 20
4.1 Pearson’s correlation test
A statistic measuring the linear relationship
between two variables in a sample & used as an
estimate of the correlation in the whole population,
given by r.
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Perfect negative linear c.
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Correlation r = 0
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Correlation r = 0.63
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Correlation r = 0.97
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4.2 Spearman’s rank correlation
To test the association between
two ranked variables, or one
ranked variable and one
measurement variable.
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Spearman’s rank correlation
Critical values Pearson.docx
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Correlation test on Excel
Classeur Excel Lecture 7.xlsx
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