Correlation: Prof. Andy Field

Correlation
Prof. Andy Field

Aims
• Measuring Relationships
– Scatterplots
– Covariance
– Pearson’s Correlation Coefficient
• Nonparametric measures
– Spearman’s Rho
– Kendall’s Tau
• Interpreting Correlations
– Causality
• Partial Correlations
What is a Correlation?
• It is a way of measuring the extent to
which two variables are related.
• It measures the pattern of responses across
variables.
160
140
Appreciation of Dimmu Borgir
120
100
80
60
40
20
-20
10 20 30 40 50 60 70 80 90
Age
Slide 4
90
Appreciation of Dimmu Borgir 80
70
60
50
40
30
20
10
10 20 30 40 50 60 70 80 90
Age
Slide 5
100
80
Appreciation of Dimmu Borgir
60
40
20
-20
10 20 30 40 50 60 70 80 90
Age
Slide 6
Measuring Relationships
• We need to see whether as one variable
increases, the other increases, decreases or
stays the same.
• This can be done by calculating the
Covariance.
– We look at how much each score deviates
from the mean.
– If both variables deviate from the mean by the
same amount, they are likely to be related.
Modeling Relationships
• First, look at some scatterplots of the

variables that have been measured.
• Outcomei = (model ) + errori
• Outcomei = (bXi ) + errori

Revision of Variance
• The variance tells us by how much scores
deviate from the mean for a single
variable.
• It is closely linked to the sum of squares.
• Covariance is similar – it tells is by how
much scores on two variables differ from
their respective means.
  xi  x 
2
Variance 
N 1
  xi  x  xi  x 

N 1
Covariance
• Calculate the error between the mean and
each subject’s score for the first variable (x).
• Calculate the error between the mean and
their score for the second variable (y).
• Multiply these error values.
• Add these values and you get the cross
product deviations.
• The covariance is the average cross-product
deviations:
  xi  x  yi  y 
Cov( x, y )  N 1
( xi  x )( y i  y )
cov( x , y ) 
N 1
( 0.4)( 3)  ( 1.4)( 2 )  ( 1.4)( 1)  (0.6)( 2 )  ( 2.6)( 4)

4
1.2  2.8  1.4  1.2  10.4

4
 17
4
 4.25
Problems with Covariance
• It depends upon the units of measurement.
– E.g. The Covariance of two variables measured in
Miles might be 4.25, but if the same scores are
converted to Km, the Covariance is 11.
• One solution: standardise it!
– Divide by the standard deviations of both variables.
• The standardised version of Covariance is
known as the Correlation coefficient.
– It is relatively unaffected by units of measurement.
The Correlation Coefficient
Covxy
r sx s y
  xi  x  yi  y 
  N 1 s x s y
The Correlation Coefficient
Covxy
r sx s y
4.25

1.67  2.92
 .87
Correlation: Example
• Anxiety and Exam Performance
• Participants:
– 103 students
• Measures
– Time spent revising (hours)
– Exam performance (%)
– Exam Anxiety (the EAQ, score out of 100)
Conducting Correlation
Analysis
Doing a Correlation
Bootstrap-sample
Bootstrap correlation
Sample 1
-0.50
Sample
Bootstrap 95% of
Sample 2 -0.72 boot-strap
samples
… …
Bootstrap
Sample N
-0.81
Correlation Output
Reporting the Results
Things to know about the Correlation
• It varies between -1 and +1

– 0 = no relationship
• It is an effect size
– ±.1 = small effect
– ±.3 = medium effect
– ±.5 = large effect
• Coefficient of determination, r2
– By squaring the value of r you get the proportion
of variance in one variable shared by the other.
Experimental Research Methods
• Cause and Effect (Hume, 1748)
1. Cause and effect must occur close together in time (contiguity);
2. The cause must occur before an effect does;
3. The effect should never occur without the presence of the cause.
• Confounding variables: the ‘Tertium Quid’
– A variable (that we may or may not have measured) other than the
predictor variables that potentially affects an outcome variable.
– E.g. The relationship between breast implants and suicide is
confounded by self-esteem.
• Ruling out confounds (Mill, 1865)
– An effect should be present when the cause is present and when the
cause is absent the effect should be absent also.
– Control conditions: the cause is absent.
Correlation and Causality
• The third-variable problem:
– in any correlation, causality between two
variables cannot be assumed because there
may be other measured or unmeasured
variables affecting the results.
• Direction of causality:
– Correlation coefficients say nothing about
which variable causes the other to change
Nonparametric Correlation
• Spearman’s Rho
– Pearson’s correlation on the ranked data
• Kendall’s Tau
– Better than Spearman’s for small samples
• World’s best Liar Competition
– 68 contestants
– Measures
• Where they were placed in the competition (first,
second, third, etc.)
• Creativity questionnaire (maximum score 60)
Correlation Output
Spearman’s rho
Correlation Output
Kendall’s tau
(Point-)biserial correlation
• Point-biserial correlation, rpb: relationship
between
– a continuous variable and
– a variable that is a discrete dichotomy (no
underlying continuum)
• Biserial correlation, rb: relationship between
– a continuous variable and
– a variable that is a continuous dichotomy
(continuum underlying the two categories)
Partial and Semi-Partial Correlations
• Partial correlation:
– Measures the relationship between two
variables, controlling for the effect that a third
variable has on them both.
• Semi-partial correlation:
– Measures the relationship between two
variables controlling for the effect that a third
variable has on only one of the others.
Slide
Andy Field
Doing Partial Correlation
Partial Correlation Output
Conclusion
• Scattergram
• Covariance
• Pearson’s correlation
• Bootstrapping for significance testing
and confidence intervals
• Correlation and causation
• Non-parametric correlation
• Partial correlation
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Correlation

Prof. Andy Field

Appreciation of Dimmu Borgir 80

• First, look at some scatterplots of the

• Outcomei = (model ) + errori

• Outcomei = (bXi ) + errori

• It varies between -1 and +1

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