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Inferential Statistics For Repeated Measures Correlations Transcript
Inferential Statistics For Repeated Measures Correlations Transcript
Dr Diane Dixon
Introduction
Hello, my name’s Diane Dixon and I would like to welcome you to the next session in
the research methods class. This session is on correlation. This is your first session
on inferential statistics for repeated measures designs. Now that sounds complicated,
but what does it mean? Well inferential comes from the word infer, so all inferential
statistics are, are tests that allow us to infer something from the data. They are tests
that allow us to conclude something from the data that we’ve collected, and repeated
measures is relatively self-explanatory. It just means that measurement is repeated
in the dataset. So, each person in your dataset has contributed more than one
measure to that dataset. So, if for example, we’re interested in the relationship
between depression and self-esteem, each person in that dataset will have
contributed a measure of depression, and a measure of self-esteem. So, inferential
statistics for repeated measures sounds complicated, but actually, it’s relatively
straightforward. So, in today’s session, we’re going to look at one type of inferential
test for repeated measures design, and that’s correlation. And what does correlation
allow us to infer from our data? Well, correlation simply allows us to test whether
two variables are related; that’s all it allows us to do. So, in this session on correlation
I’m going to introduce what correlation is. I’m going to spend some time speaking
quite in depth about something called a scatterplot, and what a scatterplot does is it
allows you to visualise your data; it allows you to look at your data; and it allows you
to actually see whether or how your variables are related, before you even start to
apply statistical analyses to your data. And I will be encouraging you always to start
by plotting the scatterplot if you’re interested in applying correlation to your data.
And because scatterplots are a visualisation technique, I’ll also introduce you to a
resource that’s been developed by the British Psychological Society which uses dance
to illustrate statistics, and in this case, dance to illustrate correlation. And that might
sound strange; it might not be something that you’re used to or familiar with, but it’s
a really useful resource, and students tell us in the feedback that they give that they
find it very helpful in enabling them to understand what correlation is, and how
statistics work. So, I’ll introduce you to that resource. We’ll then go onto look at
correlation causation. So, if you find that two variables that you’re interested in are
correlated – and significantly correlated – you can’t infer that there’s a causal
relationship between those variables. So, a change in one variable might not be
causally related or cause the change in another variable. So, we look at correlation
and causation, and we’ll do that in some depth. And then we’ll go to look at effect
sizes; we’ll move onto effect sizes, which allow you to get a measure of the strength of
the association of the relationship between the variables. And at that point, I’ll
introduce the equation for correlation, and we’ll do some work with that on how you
calculate effect sizes. And I know that students sometimes get quite anxious about
statistics, and I don’t want you to feel anxious. Just take your time and work through
the slides, and I’m sure you’ll be able to come to a full understanding of what
correlation is, and how you can use it to understand your data a little better. And I
hope you enjoy this session on correlation. Thank you.
Identifying outliers
So, just a little more on identifying outliers, because outliers can significantly impact
the correlation that we calculate for our data. So, how do I identify outliers? So, if you
take a look at the scatterplot below that shows a relationship between levels of
depression and productivity at work; how do you decide whether to remove the
possible outlier or not? Some people advocate making a qualitative judgement based
on the scatterplot. It’s relatively obvious that the person highlighted by the red circle
in the data shown on the slide is a probable outlier, but there is a much more
rigorous method that doesn’t just rely on our qualitative judgement. So, how do we
identify outliers more formally? Well, in SPSS you can see whether an individual case
has significant outliers or not. And to do this, you convert each participant score into
a z-score, and those which are greater than + and – 3.29 are outliers. So, why do we
use + and – 3.29 and not some other criterion? Well, if you remember back to the
session on normal distribution, about 5% of the scores on a normal distribution
should be above .196, 1% should be above 2.58, and none should be above 3.29. So,
3.29 is a really extreme score on a z-score. So, if your outlier is greater than + and –
3.29, you know that it’s a very extreme score, so you can use that as a criterion to
identify significant outliers. So, in SPSS, you go to the analyse menu, you choose
descriptive statistics, and you choose descriptive, and move over the variables that
you’re interested in, and tick the box asking SPSS to save standardised values as
variables. SPSS then creates, in this example, two new columns of data, which are the
z-scores for each participant on each measure; so, it gives a z-score for depression,
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and a z-score for productivity. Now you simply need to look down the columns to
check for participants with a z-score that’s higher than 3.29 and lower than -3.29 for
either variable. In this case, you can see that we have one outlier that is participant
number three, who’s an outlier in relation to their depression score. So, they have a
very high depression score, relative to their productivity score. And this person could
be removed. So, we should remove the outlier before conducting our correlation (i.e.
delete that person’s data from our file). If we remove the outlier, the correlation value
increases from -.57 to -.84, so it’s worth removing that outlier in this case. It’s
important to know that outliers can actually increase a reported correlation, as well
as decreasing it. The point in removing them is to get a more accurate estimate of the
correlation at the population level. So, how do we go about removing outliers? Well,
there are two ways to do it. You can simply delete that case. In the example we just
looked at, that would be participant three. Or, you can use SPSS to select only those
cases where the z-scores are below a set level. And just one note of caution, if you’re
deleting the case, it’s really important to know that you only delete it for that
particular analysis, because if you delete it completely from your dataset, you’ll lose
all the data from that data. And it’s certainly likely that they’re only an outlier on one
particular analyses and not other analyses that you might wish to do with that
dataset.
Effect sizes
So, now we’re going to move on and look at effect sizes in correlations. So, just to
recap, correlations can be positive and negative. They can range from -1 through 0 to
+1, with values nearer to – and + 1 related to stronger correlations. Correlations of 0
do indicate the absence of a linear relationship between two variables, but there may
be other relationships present (e.g. curved relationships). And scatterplots can help
tell you whether there is some other non-linear relation present in your data.
Scatterplots allow us to visually represent our correlation, and to check for both
linearity and possible outliers. And there’s a need to check for statistical outliers by
converting row scores to z-scores; those beyond + and – 3.29 are problematic, and
my general advice would be to remove them from your dataset before carrying out
analyses which involve that variable. Effect sizes. Correlation coefficient r is actually
a measure of the effect size itself. However, because correlations are not on a ratio
scale, it’s difficult to easily compare them. A correlation of r = .6 is not twice as
strong as a correlation coefficient of .3. So, we need some way of being able to more
easily compare our correlation data, and effect sizes allow us to do this. So, a more
intuitive measure of effect size here is the coefficient of determination, and this
sounds important; kind of sounds difficult. But, it’s really quite straightforward; it’s
just the correlation multiplied by itself (i.e. r squared; r being the correlation value).
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And this converts the value of r into a ratio scale, and we express this in terms of the
percentage of shared variation in scores, and I’ll tell you what that means. For
example, earlier we examined the correlation between productivity and depression,
and in that example, the correlation value r = -.84. Therefore, r squared – the
coefficient of determination – is -.84 times -.84 which = +.71, so what does that
mean? Well it means it tells us that 71% of the variation in productivity scores can be
accounted for by variation in depression scores, and vice versa. So, variability in
depression – 71% of the variation in depression – can be accounted for by the
variation in the productivity score. This leaves 29% unaccounted for, and this
variation is due to either random error and other things that we haven’t measured.
So, that’s all the coefficient determination is. It’s the proportion of variance that can
be explained by the relationship between the two variables in your correlation. So, if
we look at a graph to better illustrate why we need to calculate the coefficient of
determination and the effect size in correlation. So, what we’ve got here is a graph of
correlation values against r squared and this graph shows why a correlation of .8 is
not twice as strong as the correlation of .4. So, if you look at the correlation value
of .8 on the X axis and follow the red lines across to the corresponding value of R
squared on the Y axis, you can see that a correlation of .8 accounts for 64% of the
variation between scores. And if we look at a correlation of .4, so if you find .4 on the
X axis, and again follow the red arrows across to see the corresponding value of R
squared on the Y axis, a correlation of .4 accounts for 16% of the variation between
scores. So, a correlation of .8 accounts for four times as much variation in scores than
a correlation of .4. So, this tells us why it’s important to calculate effect size when
we’re thinking about correlations. And if you want to discuss r squared as an effect
size, there are some guidelines to help you do this. So, if you calculate r squared and
it falls between .01 and .08, then this is accepted as a small effect. If your r squared
values falls between .09 to .24, this is accepted as a medium effect. An r squared
value of .25 and above is a large effect and remember an effect size of .25 reflects a
correlation of .5.
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One versus two-tailed tests
So, now we’re going to look at one and two-tailed tests, and what do they mean? This
relates to hypothesis testing. Hypothesis testing with correlation. So, what’s the null
hypothesis for a correlation? Very straightforward; that there’s no correlation in the
population. But, what’s the alternative hypothesis for a correlation? Well, it could be
any one of three things. That there is a significant correlation between your two
variables; that there’s a significant positive correlation between your two variables;
that there’s a significant negative correlation between your two variables. So, if you’re
saying that there’s a positive correlation or a negative correlation you’re making a
directional hypothesis in the relationship between your two variables. You’re saying
which direction the relationship will lie in. So, if you recall that an alternative
hypothesis can actually take two separate forms; it can be two-tailed – there is a
significant correlation between the two variables – or it can be one-tailed – there is a
significant positive or negative correlation between the two variables in the
population. In both instances, a significant correlation is represented by an r value,
which is likely to occur less than one time in twenty if the null hypothesis were true.
This is the same as saying the correlation we have recorded is likely to occur by
chance less than 5% of the time (i.e. p is less than .05, if the null hypothesis is true).
And this has important implications in terms of your accepting your correlation to be
significant or not. So, let’s take a look at a two-tailed hypothesis. So, this is what a
two-tailed hypothesis relates to with respect to the r test. So, here we’ve got a normal
distribution curve for correlation. So, the mean is 0 and the distribution; the
maximum is r = 1 and the minimum is r = -1. And in our value, which is large enough
to occur by chance only 5% of the time will be significant, however that 5% must be
evenly split between both ends of the distribution, because we’re saying that the
relationship between the two variables can neither be positive or negative, so we’ve
got to take both ends of the distribution. So, that’s the extreme 2.5% of each tail. In
contrast if we look at a one-tailed test, this is what it relates to with respect to the r
test. In here, the r value which is large enough to occur by chance only 5% of the time
will be significant; just the same as in the two-tailed test. However, in this case, the
5% is only located at one end of the distribution. So, in the graph in this example
(lecture slide), this will be that we have hypothesised that there will be a positive
correlation between the two variables, so our 5% sits at the end of the distribution,
where r =1. So, were testing a directional hypothesis. If we’d hypothesised that the
variables had a negative correlation, then that 5% would sit at the other extreme end
of the distribution curve. So, should you make a one or a two-tailed hypothesis? Well,
research has usually preferred to make one-tailed hypotheses because they’re testing
specific theoretical positions. However, you might make a one-tailed hypothesis if
you’ve got no a priori reason for being able to postulate in what direction your
variables are related. But if you do this, you can only accept as significant any
difference which is in the direction you expect. So, if you predict a positive
correlation, but you actually find a negative correlation, you cannot accept that as
being significant, no matter how large it is. Right, so you must decide on your
hypothesis before looking at your data. Construction of a hypothesis to fit results is
considered academic dishonesty, so you have to make an a priori hypothesis and
stick to it. So, you can just make a two-tailed hypothesis because you think it’s more
likely that you’re going to get a more significant finding, because the 5% is not
distributed at both ends of the curve. You can only make a one-railed hypothesis if
you’ve got a reason for doing so, and if you make a one-tailed hypothesis and you
don’t actually find that – you find something different that’s significant – you can’t
accept that significance. You have to stick to your hypothesis. Now students worry
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that if they don’t get a significant result then they’ve done something wrong, but
that’s not the case. Failure to support an alternative hypothesis does not constitute
scientific failure. You’re still advancing science and non-effects are just as important
for knowledge as significant effects, so don’t chase significant effects – it’s academic
dishonesty. Make a hypothesis, test your hypothesis, and stick to your analysis; the
results that you get. Now, if you look at one-tailed and two-tailed, SPSS gives you the
option of choosing either a one-tailed or a two-tailed correlation. So, if you go to
analyse, select correlate, and select bivariate option. Move your two variables of
interest into the variables box. It actually lets you choose it so just lower down the
screen under the test of significance, you can select either a one or a two-tailed
hypothesis. And that should be in line with what you’ve actually hypothesised in
relation to your data. So, what does the output look like? Well, here what we’ve done
is I’ve applied a two-tailed and a one-tailed analysis to the same dataset, just to
illustrate what the results would look like. And here we can see there are two
correlation tables; the top is a two-tailed hypothesis and the bottom correlations are
for a one-tailed hypothesis. Now in both cases, the correlation coefficient is the same,
minus .198, but .186 – it’s the same. However, it’s only when we use the one-tailed
test that the correlation is significant, so in the two-tailed test, p is .056. In a one-
tailed test, p is .028. But, we could only accept the one-tailed test if we’d made an a
priori hypothesis that these two variables were negatively correlated to each other.
So, it’s important that you get your hypotheses set before you start looking at your
data, and you should stick with hypothesis testing.
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