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Chapter 6 - Correlation Regression
Chapter 6 - Correlation Regression
CHAPTER 6
CORRELATION AND REGRESSION
6.1 CORRELATION
- The two independent variable in the study of correlationship are also known as bivariate.
- A faster way to determine whether there is a linear correlation between the bivariate is to
represent the two variables by using a scatter diagram. Figure below shown the type of scatter
diagram.
No correlation No correlation
EXAMPLE 6.1
The score obtained by 10 students in Mathematics and Physics are shown in the table below.
Students A B C D E F G H I J
Mathematics 20 25 37 43 45 56 70 75 80 90
score
Physics 15 20 30 35 30 43 50 60 70 78
score
Draw a scatter diagram to show the scores obtained by the ten students. From your point of
view, is there a linear relation between Mathematics and Physics scores?
- The scatter diagram provides a visual idea of the relationship between the bivariate and the
type of linear correlation. Hence, we can determine whether there is a linear correlation
between the bivariate or not.
- However, we need to know the degree of linear correlation between the bivariate.
- Thus, a numerical value can fulfill this need.
- The correlation coefficient is a numerical value which indicates the degree of linear
correlation between the bivariate.
- The correlation coefficient has value between -1 and 1.
- A correlation coefficient of 1 indicates a perfect positive linear, a correlation coefficient of -1
indicates a perfect negative correlation while a zero correlation coefficient indicates no linear
correlation between the bivariate.
- Correlation coefficient for the bivariate X and Y is defined as:
Covariance (X,Y)
𝑟 = √(𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑋 . 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑌)
= Sxy
√(Sxx . Syy)
Where;
Sxy =[ n∑xy – (∑x)(∑y) ] / n2
Sxx = [ n∑x2 – (∑x)2 ] / n2
Syy = [ n∑y2 – (∑y)2 ] / n2
EXAMPLE 6.2
SOLUTION
Construct the table of values for x, y, x2, y2 and xy
x y x2 y2 xy
37 4 1369 16 148
EXAMPLE 6.3
SOLUTION
Construct the table of values for x, y, x2, y2 and xy
x y x2 y2 xy
6.2 REGRESSION
- The scatter diagram shows how close the set of linearly correlated points are distributed
near a straight line.
- The line is known the regression line.
EXAMPLE 6.4
Find the regression line equation then get the value of y when x = 55, and x when y = 4.2
by using the equation
I. Regression line y on x
- Regression line y on x y = A + Bx
- Since,
S’xy = n2Sxy = n∑xy – (∑x)(∑y)
S’xx = n2Sxx = n∑x2 – (∑x)2
- Therefore, B = S’xy / S’xx
A = y – Bx
EXAMPLE 6.5
Find the regression line of y on x for the bivariate x and y that are shown in the table below
x 22 52 20 46 29 24 53 61 30 55
y 76 51 73 42 88 32 26 24 54 37
x y x2 xy
22 76 484 1672
52 51 2704 2652
20 73 400 1460 x = ∑x/n
46 42 2116 1932
= 392 / 10
29 88 841 2552
24 32 576 768 = 39.2
53 26 2809 1378
61 24 3721 1464 y = ∑y/n
30 54 900 1620 = 503 / 10
55 37 3025 2035
= 50.3
∑x = 392 ∑y = 503 ∑x = 17576 ∑xy = 17533
2
S’xy =
S’xx =
B =
- Regression line x on y x = C + Dy
- Since,
S’xy = n2Sxy = n∑xy – (∑x)(∑y)
S’yy = n2Syy = n∑y2 – (∑y)2
- Therefore, D = S’xy / S’yy
C = x – Dy
EXAMPLE 6.6
Find the regression line of x on y for the bivariate x and y that are shown in the table below
x 73 64 90 83 10 12 10 86 39 35
y 13 27 36 15 76 83 39 42 18 57