4

:
& Chapter 4: Correlation
Simple Linear Regression

:
) ( .
) ( .
) ( .

 

      !  !# ) & (
 + -    
1 23
!#   5+6 23 1   8! 9;
3 !#   ! ! #=< .
+  ?  @ ?1  -  C
E    < G  F HI
F  L M 23 M 23#N
O  1 !# - 
  
? M
P.

 Correlation
 :       


Correlation Coefficient



. X

Independent variable

X Y dependent
variable




   )#$( ) Positive
(Correlation"!    )(x, y
*+  ' & $% ,%  -.
! 45..12


  )( ) Negative
(Correlation"!   
)(x, y *+  ' & $%
,%  -. 12&0.

 5+6!Q ) 

  )#$(

5+6!Q U  SR

)(S+

5+6!Q U 1!O
!# )& (

5+6!Q U  V1V-< #

 !# )& (

 Scatter Plot

 G 


 S+

 G 


 S+

 G


S+



) ( .

:
r

) (+1 ) (-1 1 r +1

.


) ( .

+1
0.70 0.99
0.50 0.69
0.01 0.49

      

  )  $ $%"   (

 -
Pearson Linear Correlation Coefficient


.



) ( .

 -1

:

y , x
, :
) n xy ( x)( y

) (n x 2 ( x) 2 )(n y 2 ( y ) 2

= rp

n
i

: x y x y
: x x
: y y
: x x
: y y
i

i =1

2
2

):(2 - 4

) (
:
.

:
=

) 6 ( 24 ) (15 )( 9
2

) (( 6 41 ) 15 )(( 6 15 ) 9

9
9
=
= 0 . 65
13
.
75
189

= rp

144 135
=
) ( 246 225 )( 90 81


): (1 - 4

)(x )(y :

:

)10(1314) (171)(69
2

) ((10 3107) 171 )((10 585) 69

= rp

13140 11799
1341
1341
=
=
= 0.95
1411
.
30
)(31070 29241)(5850 4761
18291089

/ .*+,
  0 ,E  5G I J K & L!
SN& KNJ UNV .,NO- P    Q  &
2NNNNNN!Z[ NNNNNN(Anxiety)
WVNNNNNNX NNNNNN NNNNNN NNNNNNJ ENNNNNN
_^] \WV &[ %. O- P  2!(Performance)
NV 
'N` WNVX N 2! E V' U' K& 2!$&
N+ 1aN ,N5% baN N2!Z NVX `' WVX Q [ ,%. 2!Z
^NNJ .NNE+E NN dNNG NNJE 4NN NN NNJ KNN
NNV 4NN^ ,NN NN2E $NN% NN! 1aNN KNNS dNNG NNJ KNN
KNN NN_! KQNN NNg% NNV& hNN0 baNN. NN& NN NNXX+
. J K I' ,% _

 - 2
Spearman Rank Correlation Coefficient


.

:
X Rx Y .Ry
d . d = R x R y
:
6 d 2
)n(n 2 1

n .

rs = 1



): (4 - 4

:

:

)(6)(8
48
= 1
= 1 0.4 = 0.6
)5(25 1
120

= 1

6 d 2
)n (n 2 1

rs = 1


): (5 - 4

)(
:

)(6)(4
24
= 1
= 1 0.07 = 0.93
)7(49 1
336

= 1

6 d 2
)n (n 2 1

rs = 1

)( .


): (6 - 4
10
:

.

:

6 d 2

)(6)(10
60
rs = 1
= 1
= 1
= 1 0.06 = 0.94
)10(99
990
)n ( n 2 1

 - 3 )(

""
)/(
)/ ( )/ (....
X1
X2
Y1
a
b
a+b
c+d

d
b+d

c
a+c

Y2

ad bc
= r
) (a + b)(c + d )(a + c)(b + d

 ) :( -
) x /( Y
) / ( :

:
:

12

:
a= 12
b=8
c=4
d=6

20

12

10

30

14

16

ad bc
12 6 8 4
=
) (a + b)(c + d )(a + c)(b + d
20 10 16 14

= r

72 32
40
=
0.19
 V
1 8  ]L  ![ .
44800 211.66

 - 4
Point Biserial Correlation Coefficient

)(Point Biserial correlation coefficient
X
)Y ( ) ( ) (...
..

 :

)(
.

30


.Prediction lE
  X &X& & VXI' E % UV
  w-
:,% !5

)
(.

.

.

 Regression

: " " Y
X " "
) (X , Y .

: Y
.
: Y
.

Y X :

y = a + bx
a

: y

: Y ) X ( Y/X
b

a b :
:

y b x

=a
n

) n xy ( x)( y
2

)n x ( x

=b



yh
xh Y/X
)

y = a + bx



:
Y


X .

)
(


): (8 - 4
)(y )(x ) (
:

16,000,000 .

:
nxy(x)(y) 6320(90)(65) 63205850 470
=b
=
=
=
= 0.36
nx2 (x)2
9420902
94208100 1320

)y b x 65 (0.36 90

=a
=
= 3.26
10

y = 3 . 26 + 0 . 36 x

 )(8 - 4

16000000


xh = 16
:

y h = a + bx h
= 3.26 + 0 .36 (16 ) = 9 .02
9.02 9020000
.

 3 4 4

.
:

 3 4 4
<;  /::9/78
? ;< # /::9 /78 D# <J  ?)H G / #7E D C  /7 :@?>/
?  97 ?
U7+ /7V T* #?$ , 9 D ;E   /JNO
 #$
.^_8 HV  ? # DCY G  [  XY  8
8  7G . : /V C D< ,; 9 T  /78* # D@ b7Y:
500000
400000

200000
100000
0

300000

 3 4 4
?)H <;  /::9#?: /78 e:V ,; 9 /78?

? Y G b:


cC :  12O a " 1a- VIVI\- E %   V\ wP
 aa &
 Q O  \ `XE  y  KJI 

.12
?#7g   :/7 , Q , !z - %  E  K EI ,%
&.wJ
?#7g H :/ , + , % ,%  E EJ  S  4&- K
_ EJ.
?#7g # :/7 , + , !' 2 KS  P g2%!05
|  G+...}.

 3 4 4

/::
V cC 9

O k7 /::

V cC

/::
V cC >j8

/:: V; #V

 3 4 4

/::
cC
#7g  /7

/::
cC
#7g /

344

.

.

) ...( X
Y .
:
x = 0, 1, 2, . - b .


): (9 - 4
)(Y 1991 2000
:

2002.

:

) : ( -

nxy (x)(y) 35530 (45)(737) 2365

=b
=
=
= 2.87
2
2
2
825
2850

45
) )(nx (x

)y bx 737 (2.8745

=a
=
= 60.79
10

y = 60.79 + 2.87 x

 ) : ( -

2002
2000 x = 9
2002 xh = 11

y h = 60.79 + 2.87 xh
= 60.79 + 2.87(11) = 92.36 92