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Title: Correlation
Description: Correlation & Regression Analysis

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Correlation & Regression Analysis
Correlation








The underlying principle of correlation analysis
Measuring the strength of a correlation
Assumptions
Confidence intervals and hypothesis testing
Comparing correlations
Non-parametric correlations
Power in correlation analysis

The Underlying Principle of Correlation Analysis



Measures the extent to w/c two variables covary, in particular, the strength of the linear
association between them
...


When do we use Correlation?



Do use it to determine the strength of association between 2 variables
...


Simple Linear Correlation versus Simple Linear Regression





Calculations are the same
...

Correlation deals w/ association (importance)
...


Lab example: fork length & round weight of sturgeon


Since the two variables are not casually related, use correlation to measure strength of
association
...

The relationship between the two provides an estimate of growth rates
...


Measuring the Strength of a Correlation



Test statistic is the product-moment correlation coefficient
𝑁

∑𝑖 =𝑛(𝑋₁ -X) (Y₁-Y)
2
𝑁
1
r=√∑𝑁
𝑖=1 (𝑋 − 𝑋) √∑𝑖 = 1(Y₁-Y)ͥ2

=

𝐶𝑜𝑣 (𝑋,𝑌)
𝜕 𝑥 𝜕𝑦

Measuring the strength of a correlation



r always lies between -1 and 1
Title: Correlation
Description: Correlation & Regression Analysis