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Chapter 9
Correlation
Fundamental Statistics for the
Behavioral Sciences, 5th edition
David C. Howell
©2003 Brooks/Cole Publishing Company/ITP
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Chapter 9 Correlation
Major Points
• The problem
• Scatterplots
• An example
• The correlation coefficient
Correlations on ranks
• Factors affecting correlations
Cont.
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Chapter 9 Correlation
Major Points--cont.
• Testing for significance
• Intercorrelation matrices
• Other kinds of correlations
• Review questions
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Chapter 9 Correlation
The Problem
• Are two variables related?
Does one increase as the other increases?
• e. g. skills and income
Does one decrease as the other increases?
• e. g. health problems and nutrition
• How can we get a numerical measure of
the degree of relationship?
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Chapter 9 Correlation
Scatterplots
• Examples from text
See next three slides
• Infant mortality and number of physicians
• Life expectancy and health care expenditures
• Cancer rate and solar radiation
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Chapter 9 Correlation
Figure 9.1
Infant Mortaility and Number of Physicians
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8
Infant Mortality
6
4
2
0
-2
-4
-6
10
12
14
16
Physicians per 100,000 Population
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20
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Chapter 9 Correlation
Figure 9.2
Life Expectancy and Health Care Costs
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66
200
400
600
800
1000
1200
Health Care Expenditures
1400
1600
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Chapter 9 Correlation
Figure 9.3
Cancer Rate and Solar Radiation
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Breast Cancer Rate
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22
20
200
300
400
Solar Radiation
500
600
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Chapter 9 Correlation
An Example
• An actual course with both a lab and an
exam component of final grades
• Plotting exam component against lab
component
Fairly weak relationship
Relationship is positive
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Chapter 9 Correlation
140
120
100
80
60
80
Rs q = 0.1368
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120
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To tal Points in L ab
180
200
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Chapter 9 Correlation
Exams and Labs
• Note relationship is weak, but real.
• Note most data cluster on right.
• Why do we care about relationship?
What would students conclude if there were
no relationship?
What if the relationship were near perfect?
What if the relationship were negative?
Chapter 9 Correlation
Heart Disease and Cigarettes
• Landwehr & Watkins report data on heart
disease and cigarette smoking in 21
developed countries
• Data have been rounded for
computational convenience.
The results were not affected.
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Chapter 9 Correlation
The Data
Cigarette Consumption and Coronary Heart Disease Mortality for 21 Countries
Cig. 11 9 9 9 8 8 8 6 6 5 5
CHD 26 21 24 21 19 13 19 11 23 15 13
Cig. 5 5 5
CHD 4 18 12
5 4 4
3 11 15
4 3
6 13
3 3
4 14
Cig. = Cigarettes per adult per day
CHD = Cornary Heart Disease Mortality per 10,000 population
Surprisingly, the U.S. is the first country on the list--the country
with the highest consumption and highest mortality.
Chapter 9 Correlation
Scatterplot of Heart Disease
• CHD Mortality goes on ordinate
Why?
• Cigarette consumption on abscissa
Why?
• What does each dot represent?
• Best fitting line included for clarity
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Chapter 9 Correlation
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{X = 6, Y = 11}
0
2
4
6
8
10
Cigarette Consumption per Adult per Day
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Chapter 9 Correlation
What Does the Scatterplot
Show?
• As smoking increases, so does coronary
heart disease mortality.
• Relationship looks strong
• Not all data points on line.
This gives us “residuals” or “errors of
prediction”
• To be discussed later
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Chapter 9 Correlation
Correlation Coefficient
• A measure of degree of relationship.
• Sign refers to direction.
• Based on covariance
Measure of degree to which large scores go
with large scores, and small scores with
small scores
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Chapter 9 Correlation
Covariance
• The formula
Cov XY
( X X )(Y Y )
N 1
• How this works, and why
• When would covXY be large and positive?
• When would covXY be large and negative?
Chapter 9 Correlation
Correlation Coefficient
• Symbolized by r
• Covariance ÷ (product of st. dev.)
Cov XY
r
s X sY
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Chapter 9 Correlation
Calculation
• CovXY = 11.13
• sX = 2.33
• sY = 6.69
cov XY
11.13
11.13
r
.71
s X sY (2.33)(6.69) 15.59
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Chapter 9 Correlation
Correlation--cont.
• Correlation = .71
• Sign is positive
Why?
• If sign were negative
What would it mean?
Would not alter the degree of relationship.
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Chapter 9 Correlation
Factors Affecting r
• Range restrictions
See next slide
• Data only for countries with low consumption
• Nonlinearity
e.g. age and size of vocabulary
• Heterogeneous subsamples
Everyday examples
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Chapter 9 Correlation
Countries With Low
Consumptions
Data With Restricted Range
Truncated at 5 Cigarettes Per Day
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CHD Mortality per 10,000
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10
8
6
4
2
2.5
3.0
3.5
4.0
4.5
Cigarette Consumption per Adult per Day
5.0
5.5
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Chapter 9 Correlation
Testing r
• Population parameter =
• Null hypothesis H0: = 0
Test of linear independence
What would a true null mean here?
What would a false null mean here?
• Alternative hypothesis (H1) 0
Two-tailed
Chapter 9 Correlation
Tables of Significance
• Table in Appendix E.2
• For N - 2 = 19 df, rcrit = .433
• Our correlation > .433
• Reject H0
Correlation is significant.
Greater cigarette consumption associated with higher
CHD mortality.
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Chapter 9 Correlation
Computer Printout
• Printout gives test of significance.
• See next slide.
Double asterisks with footnote indicate
p < .01.
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Chapter 9 Correlation
SPSS Printout
Correlations
Cigarette
Consumption
per Adult per
Day
CHD
Mortali
ty per
10,000
Cigarette
Pearson
Consumption per Correlation
Adult per Day
Sig.
(2-tailed)
N
CHD Mortality
Pearson
.713**
per 10,000
Correlation
Sig.
.000
(2-tailed)
N
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**. Correlation is significant at the 0.01 level
(2-tailed).
Chapter 9 Correlation
Intercorrelation Matrix
• Matrix of correlations of several variables
at once.
• Example from Kliewer et al (1998) JCCP
99 young children
Measured level of
• Witness violence, Intrusive thoughts, Social
support, and Internalizing symptoms
Define these variables
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Chapter 9 Correlation
Wit
ness
Witness 1.00
Intrus
.37
SocSup .08
Internal .20
Intrus
ions
.37
1.00
-.08
.39
Social
Support
.08
-.08
1.00
-.17
Internal
izing
.20
.39
-.17
1.00
Cont.
Chapter 9 Correlation
Intercorrelation Matrix--cont.
• Describe the table.
• What does this tell us about the effects
of witnessing violence?
• What role does social support play?
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Chapter 9 Correlation
Review Questions
• What determines what goes on which
axis of a scatterplot?
• What would a correlation of 0 tell us
about the relationship between lab
grades and exam grades?
• What factors might affect the relationship
between smoking and CHD Mortality?
Chapter 9 Correlation
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Review Questions--cont.
• Indicate level (high, med., or low) and
sign of the correlation for:
number of guns in community and number
firearm deaths
robberies and incidence of drug abuse
protected sex and incidence of AIDS
community education level and crime rate
solar flares and suicide
Cont.
Chapter 9 Correlation
Review Questions--cont.
• Why would the size of the correlation
required for significance decrease with
N?
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