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Chapter 8  Simple Linear Correlation
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
12.1  Linear correlation
Scatter Diagram : Fig. 7.1  Scatter diagram of systolic and diastolic blood pressures (mmHg)  of 665 girls of 6 to 10 years old
 
 
7.2 Correlation Coefficient 7.2.1 Population correlation coefficient ,[object Object],[object Object],[object Object],-- covariance between X and Y
Pearson’s product moment  sample   correlation coefficient  r 7.2.2 Sample correlation coefficient
A measurement of linear relationship:  1) Whether there is a correlation If the correlation coefficient is 0 or not big  enough  -- no correlation 2) If correlation coefficient is big enough  The  direction  of correlation?  -- positive or negative  The  strength  of correlation? high or not? -- Is the absolute value big enough?  Complete correlation :  +1 or -1,
Example 7.3  Calculate the correlation coefficient between the heights of father and son.
[object Object],[object Object],[object Object],[object Object],[object Object],7.3 Inference on Correlation Coefficient 7.3.1 Hypothesis test
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Question :  If  r =0.90, can you claim the two variables are correlated each other?  Table 8  Critical values for  r
(2)  t   test   (Assume normal distribution)     H 0 :  ρ =0,  H 1 :  ρ ≠0 ,[object Object],[object Object],[object Object],[object Object]
7.3.2 Interval estimation   ,[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object]
Example 7.5  After getting  , please find out a 95% confidence interval for population correlation coefficient .
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],7.4 Rank Correlation  7.4.1 Spearman ’ s rank correlation coefficient
Spearman ’ s rank correlation coefficient ,[object Object],[object Object],[object Object]
Example 7.6  An etiology study on liver cancer has  collected data on liver-cancer-specific death rate and the relative content of aflatoxin in certain food for 10 Counties.   Putting the ranks into the formula of Spearman’s  correlation coefficient
Table 9 Critical value for Spearman’s rank correlation coefficient 7.4.2  Hypothesis test for (1) Checking a special table (Table 9) P <0.02 and it is significant
[object Object],[object Object],[object Object],[object Object]
 

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A DAY IN THE LIFE OF A  SALESMAN / WOMANA DAY IN THE LIFE OF A  SALESMAN / WOMAN
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Chapter 08correlation

  • 1. Chapter 8 Simple Linear Correlation
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  • 6. 12.1 Linear correlation
  • 7. Scatter Diagram : Fig. 7.1 Scatter diagram of systolic and diastolic blood pressures (mmHg) of 665 girls of 6 to 10 years old
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  • 11. Pearson’s product moment sample correlation coefficient r 7.2.2 Sample correlation coefficient
  • 12. A measurement of linear relationship: 1) Whether there is a correlation If the correlation coefficient is 0 or not big enough -- no correlation 2) If correlation coefficient is big enough The direction of correlation? -- positive or negative The strength of correlation? high or not? -- Is the absolute value big enough? Complete correlation : +1 or -1,
  • 13. Example 7.3 Calculate the correlation coefficient between the heights of father and son.
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  • 16. Question : If r =0.90, can you claim the two variables are correlated each other? Table 8 Critical values for r
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  • 20. Example 7.5 After getting , please find out a 95% confidence interval for population correlation coefficient .
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  • 23. Example 7.6 An etiology study on liver cancer has collected data on liver-cancer-specific death rate and the relative content of aflatoxin in certain food for 10 Counties. Putting the ranks into the formula of Spearman’s correlation coefficient
  • 24. Table 9 Critical value for Spearman’s rank correlation coefficient 7.4.2 Hypothesis test for (1) Checking a special table (Table 9) P <0.02 and it is significant
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