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Correlation and Regression

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20 views7 pages

Correlation and Regression

Uploaded by

Precious Grace F. Peregrino
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Republic of the Philippines

CAMARINES SUR POLYTECHNIC COLLEGES


Nabua, Camarines Sur

COLLEGE OF ENGINEERING AND ARCHITECTURE

EM 315 – Engineering Data Analysis

Correlation and Regression


Introduction to the Topic:

Testing the significance of the difference between two means, two standard deviations, two portions, or two
percentages, is an important area of inferential statistics. Comparison between two or more variables often arises in
research or experiments and to be able to make valid conclusions regarding the result of the study, one must apply an
appropriate test statistic. This chapter deals with the discussion of the different test statistics that are commonly used in
research studies.

 Correlation Analysis
 Correlation analysis is applied in quantifying the association between two continuous variables, for example, a
dependent and independent variable or among two independent variables.

 Regression Analysis
 Regression analysis refers to assessing the relationship between the outcome variable and one or more
variables. The outcome variable is known as the dependent or response variable and the risk elements, and co-
founders are known as predictors or independent variables. The dependent variable is shown by “y” and the
independent variables are shown by “x” in regression analysis.

 The sample of a correlation coefficient is estimated in the correlation analysis. It ranges between -1 and +1, denoted
by r, and quantifies the strength and direction of the linear association among two variables. The correlation
between two variables can either be positive, i.e. a higher level of one variable is related to a higher level of another,
or negative, i.e. a higher level of one variable is related to a lower level of the other.

 The sign of the coefficient of correlation shows the direction of the association. The magnitude of the coefficient
shows the strength of the association.

 For example, a correlation of r = 0.8 indicates a positive and strong association among two variables, while a
correlation of r = -0.3 shows a negative and weak association. A correlation near to zero shows the non-existence of
linear association among two continuous variables.

 Linear Regression
 Linear regression is a linear approach to modeling the relationship between the scalar components and one or
more independent variables. If the regression has one independent variable, then it is known as a simple linear
regression. If it has more than one independent variable, then it is known as multiple linear regression. Linear
regression only focuses on the conditional probability distribution of the given values rather than the joint
probability distribution. In general, all the real-world regression models involve multiple predictors. So, the term
linear regression often describes multivariate linear regression.
Republic of the Philippines
CAMARINES SUR POLYTECHNIC COLLEGES
Nabua, Camarines Sur

COLLEGE OF ENGINEERING AND ARCHITECTURE

 There are some differences between


Correlation and regression.

 Correlation shows the quantity of the


degree to which two variables are
associated. It does not fix a line through
the data points. You compute a
correlation that shows how much one
variable changes when the other remains
constant. When r is 0.0, the relationship
does not exist. When r is positive, one
variable goes high as the other goes up.
When r is negative, one variable goes high
as the other goes down.
 Linear regression finds the best line that predicts y from x, but Correlation does not fit a line.
 Correlation is used when you measure both variables, while linear regression is mostly applied when x is a
variable that is manipulated.

Correlation and Regression Statistics


The degree of association is measured by “r” after its originator and a measure of linear association. Other
complicated measures are used if a curved line is needed to represent the relationship.

The above graph represents the correlation.


Republic of the Philippines
CAMARINES SUR POLYTECHNIC COLLEGES
Nabua, Camarines Sur

COLLEGE OF ENGINEERING AND ARCHITECTURE

The coefficient of correlation is measured on a scale that varies from +1 to -1 through 0. The complete
correlation among two variables is represented by either +1 or -1. The correlation is positive when one variable
increases and so does the other; while it is negative when one decreases as the other increases. The absence of
correlation is described by 0.

Correlation Coefficient Formula


Let X and Y be the two random variables.

The population correlation coefficient for X and Y is given by the formula:

Where,

ρX,Y = Population correlation coefficient between X and Y


μx = Mean of the variable X
μy = Mean of the variable Y
σx = Standard deviation of X
σy = Standard deviation of Y
E = Expected value operator
Cov = Covariance

The above formulas can also be written as:

The sample correlation coefficient formula is:

The above formulas are used to find the correlation coefficient for the given data. Based on the value obtained
through these formulas, we can determine how strong is the association between two variables.

Simple Linear Regression Equation


As we know, linear regression is used to model the relationship between two variables. Thus, a simple linear
regression equation can be written as:

Y = a + bX

Where,

Y = Dependent variable
X = Independent variable
a = [(∑y)(∑x2 ) – (∑x)(∑xy)] / [n(∑x2 ) – (∑x)2 ]
Republic of the Philippines
CAMARINES SUR POLYTECHNIC COLLEGES
Nabua, Camarines Sur

COLLEGE OF ENGINEERING AND ARCHITECTURE

b = [n(∑xy) – (∑x)(∑y)] / [n(∑x2 ) – (∑x)2 ]

Regression Coefficient
In the linear regression line, the equation is given by:

Y = b0 + b1X

Here b0 is a constant and b1 is the regression coefficient.

The formula for the regression coefficient is given below.

b1 = ∑[(xi – x)(yi – y)]/ ∑[(xi – x)2 ]

The observed data sets are given by xi and yi. x and y are the mean values of the respective variables.

We know that there are two regression equations and two coefficients of regression.

The regression coefficient of y and x formula is:

Byx = r(σy/σx)

The regression coefficient of x on y formula is:

Bxy = r(σx/σy)

Where,

σx = Standard deviation of x
σy = Standard deviation of y

o Some of the properties of a regression coefficient are listed below:


 The regression coefficient is denoted by b.
 The regression coefficient of y on x can be represented as byx. The regression coefficient of x on y can be
represented as bxy. If one of these regression coefficients is greater than 1, then the other will be less
than 1.
 They are not independent of the change of scale. They will change in the regression coefficient if x and y
are multiplied by any constant.
 The arithmetic mean of both regression coefficients is greater than or equal to the coefficient of
correlation.
 The geometric mean between the two regression coefficients is equal to the correlation coefficient.
 If bxy is positive, then byx is also positive and vice versa.
Republic of the Philippines
CAMARINES SUR POLYTECHNIC COLLEGES
Nabua, Camarines Sur

COLLEGE OF ENGINEERING AND ARCHITECTURE


Republic of the Philippines
CAMARINES SUR POLYTECHNIC COLLEGES
Nabua, Camarines Sur

COLLEGE OF ENGINEERING AND ARCHITECTURE


Republic of the Philippines
CAMARINES SUR POLYTECHNIC COLLEGES
Nabua, Camarines Sur

COLLEGE OF ENGINEERING AND ARCHITECTURE

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