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REGRESSION AND CORRELATION

Regression and correlation are more powerful methods to describe


and test associations between continuous variables.

Regression and correlation are related but have different purposes.


The goal of regression is to predict the value of one variable, Y,
from measurements of the other variable, X, whereas correlation
merely describes their association.
Simple Correlation Analysis:
Correlation is a measure of the relation between two or more
variables. In correlation analysis, pairs of X, Y values are
assumed to be drawn at random by the investigator from a
population. Our goal is to determine whether the two variables
are associated. The correlation coefficient, r, measures the
strength of the association; r may vary between 1 and 1.The
value of -1 represents a perfect negative correlation while a
value of +1 represents a perfect Positive correlation. A value of
0.00 represents a lack of correlation.
Correlation analysis
At Least three correlation methods exist
1. Pearson product moment correlation
2. Spearman rank correlation.
3. Kendalls tau correlation
Simple Linear Correlation (Pearson r):
The most widely-used type of correlation coefficient is Pearson r,
also called linear or product- moment correlation.
Pearson correlation (hereafter called correlation), assumes that
the two variables are measured on at least Interval scales, and it
determines the extent to which values of the two variables are
"proportional" to each other. The value of correlation (i.e.,
correlation coefficient) does not depend on the specific
measurement units used; for example, the correlation between
height and weight will be identical regardless of whether inches
and pounds, or centimeters and kilograms are used as
measurement units. Proportional means linearly related; that is,
the correlation is high if it can be "summarized" by a straight line
(sloped upwards or downwards).
This line is called the regression line or least squares line, because it is
determined such that the sum of the squared distances of all the data points from
the line is the lowest possible. Note that the concept of squared distances will
have important functional consequences on how the value of the correlation
coefficient reacts to various specific arrangements of data.
How to Interpret the Values of Correlation?
As mentioned before, the correlation coefficient (r) represents
the linear relationship between two variables. If the correlation
coefficient is squared, then the resulting value (r2, the
coefficient of determination) will represent the proportion of
common variation in the two variables (i.e., the "strength" or
"magnitude" of the relationship). In order to evaluate the
correlation between variables, it is important to know this
"magnitude" or "strength" as well as the significance of the
correlation.
Correlation model flowchart

Is data parametric and the relationship between them linear?

No Yes Pearson

Are there lots of tied data?

Spearman No Yes Kendalls tau


Pearson moment correlation analysis
Use if..
Data sets are parametric (Normally distributed)
X1 and X2 are interval or continuous variables.
The relationship between x1 and X2 is linear
Pearson moment correlation analysis
Deriving test statistic
Bird Wing Tail
1 10.2 7.2
2 10.8 7.6
3 11.1 7.9
4 10.4 7.4

xy
Test statistic = r = Correlation of coefficient =
x2 y2

r ranges -1 to 1
Note..

r = correlation coefficient
r2 = coefficient of determination
= variability in Y explained by regressing Y on X
Pearson moment correlation analysis

Testing the significance of the test statistic


H0: r=0= there is no relationship between two variables.
Ha: r 0=two variables are related.

T-test is used to test deviation in r from zero.


Running Correlation in SPSS
Go into
Analyze > Correlate > Bivariate
Place
Wing and Tail in the variable box

Tick Pearson.
Select 2 tailed.

Click OK.

This gives the output.


Correlations

Wing Tail
Wing Pears on Correlation 1 .990*
Sig. (2-tail ed) . .010
N 4 4
Tail Pears on Correlation .990* 1
Sig. (2-tail ed) .010 .
N 4 4
*. Correlation i s s igni ficant at the 0.05 l evel (2-tailed).

Result:
Wing length and tail length of birds are positively correlated
Pearsons r = 0.99 (p<0.05).

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