Correlation Flashcards
Cross-product deviations
Multiply deviations of one variable from mean by corresponding deviations of 2nd variable. Total relationship btwn 2 variables.
Covariance
How much variables vary together…measures average relationship btwn 2 variables. Not a standardised measure
Negative covariance =
One variable deviates from the mean (increases) and the other (decreases)
Positive covariance
Variables deviate from mean in same direction
Covariance standardisation
Convert covariance into standard set of units. divide by SD for each variable
Pearsons correlation coefficient r
Covariance divided by multiplied SDs. (Standardised covariance) Sampling distribution that’s not normally distributed.
If you find a correlation coefficient less than -1 or more than +1 you can be sure that…
Something has gone hideously WRONG
Coefficient of +1 means
Two variables are perfectly positively correlated. Both increase or decrease together
Coefficient of -1 means
Perfect negative relationship. One decreases as one increases
Coefficient of 0 means
No linear relationship. If one moves the other stays the same
Coefficient of +1 means
Small effect
+3 coefficient means
Medium effect
+5 coefficient means
Large effect
Bivariate correlation
Correlation btwn 2 variables
Confidence intervals for r
Convert r to z scores (make sample distribution normal). Construct normal way.