Correlation

and
Regression
 Correlation

Finding the relationship between two

quantitative variables without being
able to infer causal relationships

Correlation is a statistical technique

used to determine the degree to which
two variables are related
 Scatter diagram
• Rectangular coordinate
• Two quantitative variables
• One variable is called independent (X) and
the second is called dependent (Y)
• Points are not joined
• No frequency table Y
* *
*
X
 Example

Wt. 67 69 85 83 74 81 97 92 114 85
(kg)
SBP 120 125 140 160 130 180 150 140 200 130
(mmHg)
 Wt. 67 69 85 83 74 81 97 92 114 85
SBP(mmHg) (kg)
SBP 120 125 140 160 130 180 150 140 200 130
(mmHg)

220
200

180
160
140
120

100
80 wt (kg)
60 70 80 90 100 110 120

Scatter diagram of weight and systolic blood

pressure
SBP (mmHg)
220

200

180

160

140

120

100

80
Wt (kg)
60 70 80 90 100 110 120

Scatter diagram of weight and systolic blood pressure

Scatter plots

The pattern of data is indicative of the type of

relationship between your two variables:
positive relationship
negative relationship
no relationship
Positive relationship
 18

16

14

12
Height in CM

10

0
0 10 20 30 40 50 60 70 80 90
Age in Weeks
 Negative relationship

Reliability

Age of Car
No relation
 Correlation Coefficient

Statistic showing the degree of relation

between two variables
Simple Correlation coefficient (r)

It is also called Pearson's correlation

or product moment correlation
coefficient.
It measures the nature and strength
between two variables of
the quantitative type.
The sign of r denotes the nature of
association

while the value of r denotes the

strength of association.
If the sign is + this means the relation is
direct (an increase in one variable is
associated with an increase in the
other variable and a decrease in one
variable is associated with a
decrease in the other variable).

While if the sign is - this means an

inverse or indirect relationship (which
means an increase in one variable is
associated with a decrease in the other).
 The value of r ranges between ( -1) and ( +1)
The value of r denotes the strength of the
association as illustrated
by the following diagram.

strong intermediate weak weak intermediate strong

-1 -0.75 -0.25 0 0.25 0.75 1

indirect Direct
perfect perfect
correlation correlation
no relation
If r = Zero this means no association or
correlation between the two variables.

If 0 < r < 0.25 = weak correlation.

If 0.25 ≤ r < 0.75 = intermediate correlation.

If 0.75 ≤ r < 1 = strong correlation.

If r = l = perfect correlation.
How to compute the simple correlation
coefficient (r)

∑ x∑ y
∑xy −
n
r=
 (∑ x) 2
 ( ∑ y) 2

 ∑ x2 − . ∑ y −
2 
 n  n 
  
 Example:
A sample of 6 children was selected, data about their
age in years and weight in kilograms was recorded as
shown in the following table . It is required to find the
correlation between age and weight.

serial Age Weight

No (years) (Kg)
1 7 12
2 6 8
3 8 12
4 5 10
5 6 11
6 9 13
These 2 variables are of the quantitative type, one
variable (Age) is called the independent and
denoted as (X) variable and the other (weight)
is called the dependent and denoted as (Y)
variables to find the relation between age and
weight compute the simple correlation coefficient
using the following formula:

∑ xy − ∑ x∑ y
r = n
 ( ∑ x)2
 ( ∑ y) 2

∑ x2 −  . ∑ y 2 − 
 n  n 
  
 Age Weight
Serial
(years) (Kg) xy X2 Y2
n.
(x) (y)
1 7 12 84 49 144
2 6 8 48 36 64
3 8 12 96 64 144
4 5 10 50 25 100
5 6 11 66 36 121
6 9 13 117 81 169
Total ∑x= ∑y= ∑xy= ∑x2= ∑y2=
41 66 461 291 742
 41 × 66
461 −
r = 6
 (41) 2   (66) 2 
 291 −  . 742 − 
 6  6 

r = 0.759
strong direct correlation
 EXAMPLE: Relationship between Anxiety and
Test Scores
Anxiety Test X2 Y2 XY
(X) score (Y)
10 2 100 4 20
8 3 64 9 24
2 9 4 81 18
1 7 1 49 7
5 6 25 36 30
6 5 36 25 30
∑X = 32 ∑Y = 32 ∑X2 = 230 ∑Y2 = 204 ∑XY=129
 Calculating Correlation Coefficient

( 6 )(129 ) − ( 32 )( 32 ) 774 − 1024

r= = = − . 94
(6 ( 230 ) − 32 )(6 ( 204 ) − 32 )
2 2
( 356 )( 200 )

r = - 0.94

Indirect strong correlation

 Regression Analyses

Regression: technique concerned with predicting

some variables by knowing others

The process of predicting variable Y using

variable X
 Regression
Uses a variable (x) to predict some outcome
variable (y)
Tells you how values in y change as a function
of changes in values of x
 Correlation and Regression

Correlation describes the strength of a linear

relationship between two variables
Linear means “straight line”

Regression tells us how to draw the straight line

described by the correlation
 Regression
Calculates the “best-fit” line for a certain set of data
The regression line makes the sum of the squares of
the residuals smaller than for any other line
Regression minimizes residuals
SBP (mmHg)
220

200

180

160

140

120

100

80
Wt (kg)
60 70 80 90 100 110 120
By using the least squares method (a procedure
that minimizes the vertical deviations of plotted
points surrounding a straight line) we are
able to construct a best fitting straight line to the
scatter diagram points and then formulate a
regression equation in the form of:

ŷ = a + bX

∑ x∑ y
∑ xy −
ŷ = y + b(x − x) bb1 = n
( ∑ x) 2

∑ x 2
−
n
Regression Equation
SBP(mmHg)
220

Regression equation 200

180
describes the 160

regression line 140

120

mathematically 100

80

Intercept
Wt (kg)
60 70 80 90 100 110 120

Slope
 Linear Equations
Y
ŷ = a + bX
Y = bX + a
Change
b = Slope in Y
Change in X
a = Y-intercept
X
Hours studying and grades
Regressing grades on hours

Linear Regression

90.00 Final grade in course = 59.95 + 3.17 * study

R-Square = 0.88
Final grade in course

80.00

70.00

2.00 4.00 6.00 8.00 10.00

Number of hours spent studying

Predicted final grade in class =

59.95 + 3.17*(number of hours you study per week)
Predicted final grade in class = 59.95 + 3.17*(hours of study)

Predict the final grade of…

Someone who studies for 12 hours

Final grade = 59.95 + (3.17*12)
Final grade = 97.99

Someone who studies for 1 hour:

Final grade = 59.95 + (3.17*1)
Final grade = 63.12
 Exercise
A sample of 6 persons was selected the
value of their age ( x variable) and their
weight is demonstrated in the following
table. Find the regression equation and
what is the predicted weight when age is
8.5 years.
Serial no. Age (x) Weight (y)
1 7 12
2 6 8
3 8 12
4 5 10
5 6 11
6 9 13
Answer

Serial no. Age (x) Weight (y) xy X2 Y2

1 7 12 84 49 144
2 6 8 48 36 64
3 8 12 96 64 144
4 5 10 50 25 100
5 6 11 66 36 121
6 9 13 117 81 169

Total 41 66 461 291 742

 41 66
x= = 6.83 y= = 11
6 6

41 × 66
461 −
b= 6 = 0.92
2
(41)
291 −
6

Regression equation

ŷ (x) = 11 + 0.9(x − 6.83)

 ŷ (x) = 4.675 + 0.92x

ŷ (8.5) = 4.675 + 0.92 * 8.5 = 12.50Kg

ŷ(7.5) = 4.675+ 0.92* 7.5= 11.58Kg

 12.6

W eight (in Kg)

12.4
12.2
12
11.8
11.6
11.4
7 7.5 8 8.5 9
Age (in years)

we create a regression line by plotting two

estimated values for y against their X component,
then extending the line right and left.