CORRELATION ANALYSIS
So far we have dealt with those statistical measures that we
use in context of univariate population i.e., the population
consisting of measurement of only one variable. But if we
have the data on two variables, we are said to have a
bivariate population and if the data happen to be on more
than two variables, the population is known as multivariate
population. If for every measurement of a variable, X, we
have corresponding value of a second variable, Y, the
resulting pairs of values are called a bivariate population. In
addition, we may also have a corresponding value of the
third variable, Z, or the forth variable, W, and so on, the
resulting pairs of values are called a multivariate population.
In Social Study as well as Psychology there are times where it is needed
to know whether there exists any relationship between the different
abilities of the individual or they are independent of each other.
Consequently, there are numerous questions like the following which,
have to be answered.
(i) Does scholastic achievement depend upon the general intelligence of
a child?
(ii) Is it true that the height of the children increases with the increase in
their age?
(iii) Is there are relationship between the size of the skull and general
intelligence of the individuals?
(iv) Is it true that Dull children tend to be more neurotic than the bright
children?
The questions and problems like the above in which there is a need of
finding out the relationship between two variables (Age and Height
Intelligence and Achievement etc.) can be tackled properly by the
method of correlation. There are many types of correlation like Linear,
Curvilinear, Biserial, Partial or Multiple correlation that are computed in
This the simplest kind of correlation to be found between the two
sets of scores or variables. Actually when the relationship between
two sets of scores or variables can be represented graphically by a
straight line, it is known as Linear Correlation.
Such type of correlation clearly reveals how the change in one
variable is accompanied by a change or to what extent increase or
decrease in one is accompanied by the increase or decrease in order.
The correlation between two sets of measures of variables can be
positive or negative. It is said to be positive when an increase (or
decrease) in the corresponds to an increase (or decrease) in the
other. It is negative when increase corresponds to decrease and
decrease corresponds with increase.
There is also possibility of third type of correlation i.e. zero
correlation between the two sets of measures of variables if there
exists no relationship between them.
LINEAR CORRELATION
It is the technique of determining the degree of
correlation between two variables in case of ordinal data
where ranks are given to the different values of the
variables. The main objective of this coefficient is to
determine the extent to which the two sets of ranking are
similar or dissimilar. This coefficient is determined as
under:
Spearman's coefficient of correlation (or rs)
= 1 –( 6∑di
2
)/n(n2
-1)
where di = difference between ranks of ith pair of the two
variables;
n = number of pairs of observations
Spearman’s coefficient of correlation (or rank correlation)
rank correlation is a non-parametric technique for
measuring relationship between paired observations of two
variables when data are in the ranked form.
It is the most widely used method of measuring the
degree of relationship between two variables. This
coefficient assumes the following:
(i) that there is linear relationship between the two
variables;
(ii) that the two variables are casually related which
means that one of the variables is independent and the
other one is dependent; and
(iii) a large number of independent causes are operating in
both variables so as to produce a normal distribution.
Karl Pearson’s coefficient of correlation can be worked
out thus.
Karl Pearson’s coefficient of correlation (or
simple correlation)
Karl Pearson’s coefficient of correlation (or r)
= (x
∑ i - x
̅ ) (y-ȳ) / n. σx . σ y
where Xi = ith value of X variable
x
̅ = mean of X
yi = ith value of Y variable
ȳ= Mean of Y
n = number of pairs of observations of X and Y
σ X = Standard deviation of X
σY = Standard deviation of Y
Karl Pearson’s coefficient of correlation is also known as the product
moment correlation coefficient. The value of ‘r’ lies between ± 1.
Positive values of r indicate positive correlation between the two
variables (i.e., changes in both variables take place in the statement
direction), whereas negative values of ‘r’ indicate negative
correlation i.e., changes in the two variables taking place in the
opposite directions. A zero value of ‘r’ indicates that there is no
association between the two variables. When r = (+) 1, it indicates
perfect positive correlation and when it is (–)1, it indicates perfect
negative correlation, meaning thereby that variations in independent
variable (X) explain 100% of the variations in the dependent variable
(Y). We can also say that for a unit change in independent variable, if
there happens to be a constant change in the dependent variable in
the same direction, then correlation will be termed as perfect
positive. But if such change occurs in the opposite direction, the
correlation will be termed as perfect negative. The value of ‘r’ nearer
to +1 or –1 indicates high degree of correlation between the two
variables.

Correlation Analysis in the statistics.pptx

  • 1.
    CORRELATION ANALYSIS So farwe have dealt with those statistical measures that we use in context of univariate population i.e., the population consisting of measurement of only one variable. But if we have the data on two variables, we are said to have a bivariate population and if the data happen to be on more than two variables, the population is known as multivariate population. If for every measurement of a variable, X, we have corresponding value of a second variable, Y, the resulting pairs of values are called a bivariate population. In addition, we may also have a corresponding value of the third variable, Z, or the forth variable, W, and so on, the resulting pairs of values are called a multivariate population.
  • 2.
    In Social Studyas well as Psychology there are times where it is needed to know whether there exists any relationship between the different abilities of the individual or they are independent of each other. Consequently, there are numerous questions like the following which, have to be answered. (i) Does scholastic achievement depend upon the general intelligence of a child? (ii) Is it true that the height of the children increases with the increase in their age? (iii) Is there are relationship between the size of the skull and general intelligence of the individuals? (iv) Is it true that Dull children tend to be more neurotic than the bright children? The questions and problems like the above in which there is a need of finding out the relationship between two variables (Age and Height Intelligence and Achievement etc.) can be tackled properly by the method of correlation. There are many types of correlation like Linear, Curvilinear, Biserial, Partial or Multiple correlation that are computed in
  • 3.
    This the simplestkind of correlation to be found between the two sets of scores or variables. Actually when the relationship between two sets of scores or variables can be represented graphically by a straight line, it is known as Linear Correlation. Such type of correlation clearly reveals how the change in one variable is accompanied by a change or to what extent increase or decrease in one is accompanied by the increase or decrease in order. The correlation between two sets of measures of variables can be positive or negative. It is said to be positive when an increase (or decrease) in the corresponds to an increase (or decrease) in the other. It is negative when increase corresponds to decrease and decrease corresponds with increase. There is also possibility of third type of correlation i.e. zero correlation between the two sets of measures of variables if there exists no relationship between them. LINEAR CORRELATION
  • 4.
    It is thetechnique of determining the degree of correlation between two variables in case of ordinal data where ranks are given to the different values of the variables. The main objective of this coefficient is to determine the extent to which the two sets of ranking are similar or dissimilar. This coefficient is determined as under: Spearman's coefficient of correlation (or rs) = 1 –( 6∑di 2 )/n(n2 -1) where di = difference between ranks of ith pair of the two variables; n = number of pairs of observations Spearman’s coefficient of correlation (or rank correlation)
  • 5.
    rank correlation isa non-parametric technique for measuring relationship between paired observations of two variables when data are in the ranked form.
  • 6.
    It is themost widely used method of measuring the degree of relationship between two variables. This coefficient assumes the following: (i) that there is linear relationship between the two variables; (ii) that the two variables are casually related which means that one of the variables is independent and the other one is dependent; and (iii) a large number of independent causes are operating in both variables so as to produce a normal distribution. Karl Pearson’s coefficient of correlation can be worked out thus. Karl Pearson’s coefficient of correlation (or simple correlation)
  • 7.
    Karl Pearson’s coefficientof correlation (or r) = (x ∑ i - x ̅ ) (y-ȳ) / n. σx . σ y where Xi = ith value of X variable x ̅ = mean of X yi = ith value of Y variable ȳ= Mean of Y n = number of pairs of observations of X and Y σ X = Standard deviation of X σY = Standard deviation of Y
  • 8.
    Karl Pearson’s coefficientof correlation is also known as the product moment correlation coefficient. The value of ‘r’ lies between ± 1. Positive values of r indicate positive correlation between the two variables (i.e., changes in both variables take place in the statement direction), whereas negative values of ‘r’ indicate negative correlation i.e., changes in the two variables taking place in the opposite directions. A zero value of ‘r’ indicates that there is no association between the two variables. When r = (+) 1, it indicates perfect positive correlation and when it is (–)1, it indicates perfect negative correlation, meaning thereby that variations in independent variable (X) explain 100% of the variations in the dependent variable (Y). We can also say that for a unit change in independent variable, if there happens to be a constant change in the dependent variable in the same direction, then correlation will be termed as perfect positive. But if such change occurs in the opposite direction, the correlation will be termed as perfect negative. The value of ‘r’ nearer to +1 or –1 indicates high degree of correlation between the two variables.