Correlation Flashcards
What is correlation?
The extent to which two variables are linearly related
1st stage of correlation
See if they covary an if variance in one predicts variance in the other
Pearson’s r calculation
Cov(x,y) = sum of (xi - xmean) (yi - ymean) / n - 1
Effect of r
.1 = small, .3 = medium, .5 = large
Positive line (correlation)
Points up
Negative line (correlation)
Points down
On a graph of correlation
x axis is independent, y axis is outcome
What does the slope on a correlation graph mean?
Strength of correlation
Co-efficient of determintion
r2 provides an equal interval and ratio measure of co-variation
Assumptions for correlation
Data is continuous, independent, linear, normal distribution
If assumptions are violated (correlation)
Use Spearman rho, Kendall’s tau or bootstrapping
Biserial correlation
When one variable is dichotomous but on an underlying continumn
Point-biserial correlation
When one variable is truly dichotomous
What type of correlation is most commonly used
Bivariate correlation
Partial correlation
Can hold a 3rd variable constant and see true relationship between 1 and 2. It removes the 3rd variables contribution to predictor and outcome