CORRELATION &

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
Example
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
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
correlationcoefficient.
 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 +ve 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 -ve 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

Negative/indirect Positive/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)

 xy   x y
r n
 ( x) 2
  ( y) 
2
x 
2 .  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.

Weight Age serial

(Kg) (years) No
12 7 1
8 6 2
12 8 3
10 5 4
11 6 5
13 9 6
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 
x 
2 .  y 
2 
 n  n 
  
Weight Age
Serial
Y2 X2 xy (Kg) (years)
.n
(y) (x)
144 49 84 12 7 1

64 36 48 8 6 2

144 64 96 12 8 3

100 25 50 10 5 4

121 36 66 11 6 5

169 81 117 13 9 6

=y2∑ =x2∑ xy=∑ =y∑ =x∑ Total

742 291 461 66 41
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
XY Y2 X2 Test Anxiety
score (Y) )X(
20 4 100 2 10
24 9 64 3 8
18 81 4 9 2
7 49 1 7 1
30 36 25 6 5
30 25 36 5 6
XY=129∑ Y2 = 204∑ X2 = 230∑ Y = 32∑ X = 32∑
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

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 describes 200
the regression line mathematically 180
 Intercept 160

 Slope 140

120

100

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




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.
Weight (y) Age (x) .Serial no
12 7 1
8 6 2
12 8 3
10 5 4
11 6 5
13 9 6
ANSWER
Y2 X2 xy Weight (y) Age (x) Serial
.no
144 49 84 12 7 1
64 36 48 8 6 2
144 64 96 12 8 3
100 25 50 10 5 4
121 36 66 11 6 5
169 81 117 13 9 6

742 291 461 66 41 Total

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
12.4
Weight (in Kg) 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.
EXERCISE 2
B.P Age B.P Age
(y) (x) (y) (x)
The following are the age (in years) and 128 46 120 20
systolic blood pressure of 20
apparently healthy adults. 136 53 128 43
146 60 141 63
124 20 126 26
143 63 134 53
130 43 128 31
124 26 136 58
121 19 132 46
126 31 140 58
123 23 144 70
Find the correlation between age
and blood pressure using simple
and Spearman's correlation
coefficients, and comment.
Find the regression equation?
What is the predicted blood
pressure for a man aging 25 years?
x2 xy y x Serial
400 2400 120 20 1
1849 5504 128 43 2
3969 8883 141 63 3
676 3276 126 26 4
2809 7102 134 53 5
961 3968 128 31 6
3364 7888 136 58 7
2116 6072 132 46 8
3364 8120 140 58 9
4900 10080 144 70 10
x2 xy y x Serial
2116 5888 128 46 11
2809 7208 136 53 12
3600 8760 146 60 13
400 2480 124 20 14
3969 9009 143 63 15
1849 5590 130 43 16
676 3224 124 26 17
361 2299 121 19 18
961 3906 126 31 19
529 2829 123 23 20
41678 114486 2630 852 Total
 x y
 xy 
n 114486 
852  2630
b1  = 20  0.4547
(  x) 2
852 2

x  n
2 41678 
20

ŷ =112.13 + 0.4547 x

for age 25
B.P = 112.13 + 0.4547 * 25=123.49 = 123.5 mm hg
MULTIPLE REGRESSION

Multiple regression analysis is a straightforward extension of simple regression

analysis which allows more than one independent variable.