CORRELATION

Pearson’s product moment correlation

Which is a statistical measure of the strength of a linear relationship between paired data. Its
calculation and subsequent significance testing of it requires the following data assumptions to
hold:

 interval or ratio level;

 linearly related;

 bivariate normally distributed.

If your data does not meet the above assumptions then use Spearman’s rank correlation!

Coefficient, r
Strength of
Positive Negative
Association
Small .1 to .3 -0.1 to -0.3
Medium .3 to .5 -0.3 to -0.5
Large .5 to 1.0 -0.5 to -1.0
EXAMPLE

Midterm examination results in statistics of randomly selected Engineering students in relation

to the number of hours they spent studying.

DISCLAIMER X Y
This given is just a 1 20
hypothetical data
1.5 25
2 30
The correlation coefficient r=0.92 falls under 0.5 to 1.0. hence,
2 32
there is a large amount of positive association between the
2.5 35
number of hours spent studying and the examination scores. This
2.6 39
implies that, as the number of hours spent studying increases the
exam scores tend also 3 40 to increase. Further, the r-squared value is 0.854
or 85.4 percent. This 3.2 45 means that 85.4 percent of the total variation in
the examination 3.4 60 scores can be explained by the number of hours
spent studying. 4 80

Y
90
80
70
60
50
 30
20
10
0
0.5 1 1.5 2 2.5 3 3.5 4 4.5

SOLUTION

X Y XY X2 Y2
1 20      
1.5 25      
2 30      
2 32      
2.5 35      
2.6 39      
3 40      
3.2 45      
3.4 60      
4 80      
n=10

∑ X= n∑ XY = ( ∑ X )( ∑ Y )=
∑Y= n∑ X =
2
¿=

∑ XY = n∑ Y 2= ¿=