Correlation Flashcards
(14 cards)
Correlation
relation of two, typically continuous, variables
Draw a positive, negative and no correlation on a scatter plot.
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calculating correlation coefficient
r= correlation in sample (pearsons r)
P= correlation in population
rXY = ΣZxZy/n
Formula for r (z-score method)
rXY = Σ ZxZy / n
sum of the product of standardised scores, over population
Note on r
r is sensitive only to linear relationships
- this is normally good enough to describe the data, though far from perfect
assumption being made when running analysis
- it is very rare to get a purely linear relationships between X and Y, but it is enough for our purposes to approximate it that way
Sampling Distribution for r
when p=0, it can be shown that the ratio:
r / √(1-1)^2/(n-2)
is distributed as t with df= n-2
Hypothesis Test for h0:p=0
Step 1: h0: p = 0 vs h1: p ≠ 0 (non-directional)
Step 2: choose a level; find tc with df = n-2 (convert r to t)
Step 3: calculate
t = r √n-2/1-r^2
Step 4: Apply decision rule, reject h0 if |t|> or = to tc
Step 5: Conclusion (with focus on directionality)
Sampling Distribution of rXY
mean is Pxy
- SD is Or = 1-P^2xy / √n-1
- Or gets smaller as n gets larger
- Or gets smaller as P gets larger
- shape of sampling distribution is not normal
Draw an example of what a correlation distribution appears like.
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Features of sampling distribution for correlations.
when p=0, sampling distribution is symmetrical and nearly normal
when p does not = 0, sampling distribution is skewed, and the degree of skew increases the closer P is to -+ 1
Note on Correlation Analysis
when running correlation analysis you need. fairly large sample size, otherwise there is no statistically significant power to reject h0 when you generally should have
- do not do a correlation analysis on data thst does not have a linear relationship
Power and Sample size for r
want to find 1-B, given y, n and a
- in this case r represents the size of effect, and so it would be equivalent to y
Step 1: obtain all relevant values
Step 2: find o~ = y = √n-1
Step 3: use table 3 to find 1-B, given y (r) and a
Guide to Effect Sizes for Correlations (Cohen vs Everyone else)
small effect .1 vs .3
medium effect .3 vs .5
large effect .5 vs .7
Calculating Sample Size
step 1: specify y, a and 1-B to solve for n
step 2: find o~ using table 4
step 3: calculate n = (o~/y)^2 +1