Association and Correlation

Association
Analyzing Data ● any relationship between two variables (linear or

from a Social non-linear relationship)

C Science Research
5. Measures of
Association
Correlation
● linear relationship between two variables

Scatter plot
● shows the association between two variables

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Association and Correlation Association and Correlation

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 Correlation Analysis
● It is used to determine the direction and
strength of linear relationship between two
variables
● Parameter of Interest: ρ (Greek letter rho), linear
correlation coefficient which is a measure of
the strength of the linear relationship existing
between two variables
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Correlation Analysis
Pearson’s Correlation Coefficient, r
● point estimator of ρ
𝑠𝑥𝑦
𝑟=
𝑠𝑥 𝑠𝑦
sxy – sample covariance, a measure of how much
two variables change together
sx – sample standard deviation of X
sy – sample standard deviation of Y
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Correlation Analysis
● -1 ≤ ρ ≤ 1
● If ρ = 0, then there is no linear relationship
between X and Y but does not mean a lack of
association.
● If ρ > 0, then there is a positive (direct) linear
relationship and so as X increases, the value of Y
increases.
● If ρ < 0, then there is a negative (inverse) linear
relationship and so as X increases, the value of Y
decreases.
● ρ = 1 or ρ = -1 means a perfect linear relationship
between X and Y
Correlation Analysis
Pearson’s Correlation Coefficient, r
 Correlation Analysis Correlation Analysis
Hypothesis Testing Ho: ρ = 0
Test Procedure: t-test There is no linear relationship between X and Y.
r
tc = Ha: ρ > 0
1−r 2 There is a positive (direct) linear relationship
n −2 between X and Y.
Ha: ρ < 0
Assumptions: SRS, X and Y are at least interval, There is a negative (inverse) linear relationship
and X and Y are bivariate normal association between X and Y.
Ha: ρ ≠ 0
There is a linear relationship between X and Y.

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Example Example
The rural sociologist’s interest is to determine
whether there is a linear relationship between the
farmer’s farming experience, as measured by
number of years in farming, and farming success,
as measured by farming income (in peso).

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 Example
The rural sociologist’s interest is to determine
whether there is a linear relationship between the
farmer’s farming experience, as measured by
number of years in farming, and farming success,
as measured by farming income (in peso).
Example
The rural sociologist’s interest is to determine
whether there is a linear relationship between the
farmer’s farming experience, as measured by
number of years in farming, and farming success,
as measured by farming income (in peso).

Correlation analysis showed that r = 0.7059 . Ho: ρ = 0

Ha: ρ ≠ 0
There is a strong positive linear relationship p-value: <0.0001
between number of years in farming and farming Decision: Reject Ho
income. Conclusion: We have sufficient evidence to say
that there is a linear relationship between number
of years in farming and farming income.
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Correlation Analysis Correlation Analysis

Remarks: Example: Margarine Consumption is linearly
● Correlation/association does not imply related to divorce rate.
causation.

Spurious correlation: Variables are not causally

related to each other but due to either
coincidence or the presence of unseen variable
(lurking variable).
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 Correlation Analysis
Non-parametric Correlations
1. Spearman’s Rank Correlation Coefficient, rs
What if the 2. Kendall’s Tau Correlation Coefficient, rτ
assumptions of
Pearson’s correlation ● Both are measures of the degree of monotonic
association between two variables (at least
are not met? ordinal).
● Same interpretation (in terms of direction and
Use alternative non-parametric strength) with r but it measures monotonic
association.
correlations

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Correlation Analysis Chi-square test of independence

● tests if association exists between two
categorical variables
(O )
2
r c − E ij RowTotal  ColumnTotal

ij
χc =2
where E ij =
i =1 j =1 E ij n
Ho: The two variables are independent.
Ha: The two variables are associated.

Assumptions: SRS, all expected frequencies are at

least 1, and at most 20% of the expected
frequencies are less than 5

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 Chi-square test of independence Example
● Cramer’s V - Chi-square based measure of Adaptation
association to determine the strength of Attendance
Yes No
Total
association Yes 54 7 61
χ C2 No 4 15 19
V = , 0  V  1 and q = min(r , c )
n (q − 1 ) Total 58 22 80
Do the data provide sufficient evidence to say that
farmer’s attendance to training programs provided
by the local government unit and adaptation
practice of crop rotation is associated with each
other?

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Example Example
Ho: There is no association between farmer’s Observed Frequencies
attendance to training programs provided by the Adaptation
Attendance Total
local government unit and adaptation practice of Yes No
crop rotation. Yes 54 7 61
Ha: There is an association between farmer’s No 4 15 19
attendance to training programs provided by the Total 58 22 80
local government unit and adaptation practice of Expected Frequencies
crop rotation.
E11=(61*58)/80
Adaptation
Test Procedure: Chi-Square Test of Independence Attendance
Yes =44.2250
No
Total
Yes 44.2250 16.7750 61
No 13.7750 5.2250 19
Total 58 22 80

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 Example Example

(54 − 44.2250)2 (7 − 16.7750)2 (4 − 13.7750)2 (15 − 5.2250)2 𝜒𝑐2 =33.08

 =
2
c + + +
44.2250 16.7750 13.7750 5.2250 33.08
= 33.08 Cramer’s V = = 0.6430
80(2−1)
p-value: <0.0001
Decision: Reject Ho There is a strong association between farmer’s
Conclusion: We have sufficient evidence to say attendance to training programs provided by the
that there is an association between farmer’s local government unit and adaptation practice of
attendance to training programs provided by the crop rotation.
local government unit and adaptation practice of
crop rotation.

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