Chapter 4 Correlation PART 1

Correlation
and
Regression
CORRELATION
a statistical tool to measure the association
between variables
CORRELATION
it is concerned with the relationship in the
changes and movements of two variables
CORRELATION
measures the extent of relationship
between variables
Correlation
Coefficient
CORRELATION COEFFICIENT
PEARSON'S CORRELATION / PRODUCT MOMENT CORRELATION COEFFICIENT
It measures the nature and strength between

two variables of the quantitative type.
measures the degree of linear association
denoted by r
Ranges from +1.0 (positive) to -1.0 (negative)
The sign of r denotes the nature of association
while the value of r denotes the strength of association
DEGREES OF RELATIONSHIP OR CORRELATION
BETWEEN TWO VARIABLES
positive correlation
direct variation 𝑥↑ 𝑦↑
examples
1. The taller an individual is, the greater his

weight.
2. The more experiences a man has, the
more he knows.
3. The richer the man, the more money he
spends.
Negative correlation
𝑥↑ 𝑦↓
indirect variation
examples
1. The farther the runner has been running, the

lesser his speed becomes.
2. The higher the altitude, the thinner the air
becomes.
3. The more supply of a good, the cheaper it
became.
ZERO CORRELATION
absence of any systematic tendency
zero correlation
examples
1. Color of skin doesn’t have any relationship
with intelligence.
2. Physical features practically have no bearing
on the acquisition of knowledge.
3. Love has no definite relationship with age.
zero correlation
The Arbitrary Scale for the Interpretation of r
Range of Computed
Interpretation
r
+ 1.00 perfect positive (negative) correlation
+ 0.70 to + 0.99 strong/high positive (negative) correlation
+ 0.40 to + 0.69 moderate positive (negative) correlation
+ 0.01 to + 0.39 slight/low positive(negative) correlation
0.00 no correlation
Pearson-r Formula
𝑛 σ 𝑥𝑦 − σ 𝑥 σ 𝑦
𝑟=
𝑛 σ 𝑥 2 − (σ 𝑥)2 𝑛 σ 𝑦 2 − (σ 𝑦)2
𝑟=
𝑛 σ 𝑥 2 − (σ 𝑥)2 𝑛 σ 𝑦 2 − (σ 𝑦)2
r = Pearson Product Moment Correlation Coefficient
n = sample size
Σx= sum of the values of x
Σy= sum of the values of y
Σxy = the sum of the product of x and y
(Σx)(Σy) = the product of the sum of x and the sum of y
Σx2 = sum of squares of x
Σy2 = sum of squares of y
EXAMPLE 1
Below are the scores of 10 students in their Mathematics and Physics exams.
Determine if there is a significant relationship between the scores.
STUDENT Math Scores (x) Physics Scores (y)

A 65 65
B 66 63
C 68 64
D 71 67
E 65 70
F 68 62
G 67 69
H 62 71
I 60 70
J 69 68
Step 1 Sketch a scatter diagram
to determine any linear trend
x y
65 65
66 63
68 64
71 67
65 70
68 62
67 69
62 71
60 70
69 68
Step 2 Construct a work table
according to the elements needed for the formula
Pearson-r Formula
𝑟=
𝑛 σ 𝑥 2 − (σ 𝑥)2 𝑛 σ 𝑦 2 − (σ 𝑦)2
x y xy-scores 𝒙𝟐 -scores 𝒚𝟐 -scores
65 65
66 63
68 64
71 67
65 70
68 62
67 69
62 71
60 70
69 68
෍𝑥 = ෍𝑦 = ෍ 𝑥𝑦 = ෍ 𝑥2 = ෍ 𝑦2 =
x y xy-scores 𝒙𝟐 -scores 𝒚𝟐 -scores
65 65
66 63
68 64
71 67
65 70
68 62
67 69
62 71
60 70
69 68
෍𝑥 = ෍𝑦 = ෍ 𝑥𝑦 = ෍ 𝑥2 = ෍ 𝑦2 =
Step 3 Utilize the formula
find for the coefficient correlation
Pearson-r Formula
𝑟=
𝑛 σ 𝑥 2 − (σ 𝑥)2 𝑛 σ 𝑦 2 − (σ 𝑦)2
𝑟=
𝑛 σ 𝑥 2 − (σ 𝑥)2 𝑛 σ 𝑦 2 − (σ 𝑦)2
Step 4 Draw the conclusion
Range of Computed
Interpretation
r
0.00 no correlation
EXAMPLE 2
Test scores of 7 students are shown below. What can you say about the strength of
relationship between these sets of scores in Trigonometry and geometry?.
STUDENT Trigonometry (x) Geometry(y)
1 43 48
2 41 45
3 50 47
4 47 43
5 35 33
6 33 28
7 50 48
EXAMPLE 2
A professor at a State University wants to determine if there is a significant
relationship between the midterm and final grades of 10 students in Statistics.
STUDENT Midterm Grades (x) Final Grades (y)
1 75 80
2 70 75
3 75 80
4 90 95
5 85 90
6 85 85
7 80 90
8 70 75
9 85 70
10 90 90
Step 1 Sketch a scatter diagram
to determine any linear trend
Midterm Final Grades
Grades (x) (y)
75 80
70 75
75 80
90 95
85 90
85 85
80 90
70 75
85 70
90 90
x-scores y- scores xy-scores 𝐗 𝟐 -scores 𝐘 𝟐 -scores
75 80
70 75
75 80
90 95
85 90
85 85
80 90
70 75
85 70
90 90
෍𝑥 = ෍𝑦 = ෍ 𝑥𝑦 = ෍ 𝑥2 = ෍ 𝑦2 =
Pearson-r Formula
𝑟=
𝑛 σ 𝑥 2 − (σ 𝑥)2 𝑛 σ 𝑦 2 − (σ 𝑦)2
𝑟=
𝑛 σ 𝑥 2 − (σ 𝑥)2 𝑛 σ 𝑦 2 − (σ 𝑦)2
Range of Computed
Interpretation
r
0.00 no correlation
Spearman Rank
Correlation Coefficient
SPEARMAN RANK C.C.
it is a non-parametric measure of correlation
Spearman Rank correlation coefficient could be
computed in the following cases:
• Both variables are quantitative.
• Both variables are qualitative ordinal.
• One variable is quantitative and the other is
qualitative ordinal.
denoted by 𝑟𝑠
Spearman Rank Formula
6σ𝑑 2
𝑟𝑠 = 1 − 𝑛(𝑛2 −1)
Where:
𝑟𝑠 – the coefficient of correlation
𝑑 – differences between rank of the two variable
𝑛 – the number of cases
EXAMPLE Sample Level of Income
Education (y)
In a study of the (x)
A Preparatory 45
relationship between
level education and B Elementary 35
income the following C University 18
data was obtained. Find D Elementary 50
the relationship E Secondary 65
between them and F Illiterate 50
comment. G Preparatory 20
Step 1 Rank each values of x and y
from 1 to n (ascending/descending)
Sample Level of Education Income
(x) (y) Rank of x Rank of y
A Preparatory 45
B Elementary 35
C University 18
D Elementary 50
E Secondary 65
F Illiterate 50
G Preparatory 20
Sample Level of Education Income
(x) (y) Rank of x Rank of y
A Preparatory 45
B Elementary 35
C University 18
D Elementary 50
E Secondary 65
F Illiterate 50
G Preparatory 20

6σ𝑑 2
𝑟𝑠 = 1 − 𝑛(𝑛2−1)
Level of Education Income (𝒙 − 𝒚) (𝒙 − 𝒚)𝟐
Rank x Rank y
(x) (y) 𝒅 𝒅𝟐
Preparatory 45
Elementary 35
University 18
Elementary 50
Secondary 65
Illiterate 50
Preparatory 20
∑ 𝑑2 =

6σ𝑑 2
𝑟𝑠 = 1 − 𝑛(𝑛2−1)
6 σ 𝑑2
Step 3 𝑟𝑠 = 1 − 𝑛(𝑛2 −1)
Range of Computed
Interpretation
𝑟𝑠
0.00 no correlation
Below are the scores of 5 college students in English and
Activity PE tests. Find the relationship between them and
comment. Solve for the value of r and 𝑟𝑠
Student English PE Scores (y) xy 𝒙𝟐 𝒚𝟐

Scores (x)
A 85 90
B 70 83
C 90 78
D 78 75
E 95 90
Below are the scores of 9 college students in
EXAMPLE 2 English and PE tests. Find the relationship
between them and comment.
Student English Scores (x) PE Scores (y)
A 85 90
B 70 83
C 90 78
D 78 75
E 95 90
F 63 80
G 92 83
H 95 90
I 70 78
Student English PE
Scores Scores (y) Rank x Rank y
(x)
A 85 90
B 70 83
C 90 78
D 78 75
E 95 90
F 63 80
G 92 83
H 95 90
I 70 78

6σ𝑑 2
𝑟𝑠 = 1 − 𝑛(𝑛2−1)
STUDENT English PE
Scores Scores Rank x Rank y d 𝒅𝟐
(x) (y)
A 85 90
B 70 83
C 90 78
D 78 75
E 95 90
F 63 80
G 92 83
H 95 90
I 70 78

6σ𝑑 2
𝑟𝑠 = 1 − 𝑛(𝑛2−1)
Step 3 6 σ 𝑑2
𝑟𝑠 = 1 − 𝑛(𝑛2 −1)
Range of Computed
Interpretation
𝑟𝑠
0.00 no correlation

Chapter 4 Correlation PART 1

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Chapter 4 Correlation PART 1

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Correlation

It measures the nature and strength between

1. The taller an individual is, the greater his

1. The farther the runner has been running, the

STUDENT Math Scores (x) Physics Scores (y)

Spearman Rank Formula

Spearman Rank Formula

Student English PE Scores (y) xy 𝒙𝟐 𝒚𝟐

Spearman Rank Formula

Spearman Rank Formula

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