Statisticsforthe

BehavioralSciences

Lesson7
Correlation

RogerN.Morrissette,PhD

I.Correlations(VideoLesson7I)(YouTubeversion)
Acorrelationisastatisticaltestthatdemonstratestherelationshipbetweentwovariables.Even
thoughyoumaybeabletoshowasignificantrelationshipbetweentwovariables,acorrelation
doesnotshowacausalrelationshipbetweenthetwovariables.Forexample,although
depressionandselfesteemaretwovariablesthataresignificantlycorrelatedtoeachotherwe
cannotsaythatlowselfesteemcausesdepression.Likewise,wecannotsaythatdepression
causeslowselfesteem.Thetwovariablesmaybesignificantlycorrelatedbutnocausal
relationshipisassumed.Correlationsarebestrepresentedgraphicallybyascatterplotandbest
calculatedbyusingthePearsonProductMomentCorrelationformula.

Let'stestthishypothesisthatdepressionscoresarenegativelycorrelatedtoselfesteem
scores.Wedesignoursurveysandsample8subjects.Theirdataispresentedbelow.Datafora
correlationarealwayspresentedintwocolumnslikethedatasetshownbelow.Depression
scoresareourXdataandSelfEsteemScoresareourYdata:

Self
Depression
Esteem
(X)
(Y)
10
12
19
4
25
15
21
7

104
100
98
150
75
105
82
133

II.Scatterplots(VideoLesson7II)(YouTubeversion)
Ascatterplotisagraphicalrepresentationofthetwosetsofdatayouarecomparing.TheXaxis
plotsyourfirstor"X"data,andtheYaxisplotsyoursecondor"Y"setofdata.Thescatterplot
cantellyoutwoimportantthingsabouttherelationshipbetweenyourtwovariables.Firstitcan
showyouifyouhaveaweakorstrongrelationshipbetweenyourvariables.Secondly,itcan
tellyouifyourvariablesarenegativelyorpositivelyrelated.

A.Scatterplotscanshowthestrengthoftherelationshipbetweentwovariables

1.Weakrelationshipswillhaveawidescatteringoftheplots

2.Strongrelationshipswillhaveaminimalscatteringoftheplots

B.Scatterplotscanshowthedirectionortypeoftherelationshipbetweentwovariables

1.PositiveCorrelation
bothfactorsvaryinthesamedirection
asonefactorincreases,theotherincreases

2.NegativeCorrelation
bothfactorsvaryinoppositedirections
asonefactorincreases,theotherdecreases

3.ZeroorNeutralCorrelation
thetwofactorsshownorelationshiptooneanother

III.ThePearsonProductMomentCorrelation(CorrelationCoefficient)(VideoLesson7III)(YouTube
version)(CorrelationCalculationYouTubeversion)(mp4version)
Thecorrelationcoefficientisastatisticthatcalculatestheactualrelationshipbetweentwo
variables.Ithasarangebetween1.00and+1.00.Youcannotgetacorrelationof1.5.Avalue
of1.00wouldbeaperfect(verystrong)negativecorrelation,avalueof+1.00wouldbea
perfect(verystrong)positivecorrelation,andavalueof0.00wouldbea(veryweak)zeroor
neutralcorrelation.TocalculatethecorrelationcoefficientweusethePearsonProduct
MomentCorrelation(r):

Theformulareads:requals.Inthenumerator:nornumberofpairsmultipliedbythesumofX
andYthensubtractthesumofXtimesthesumofY.Inthedenominator:Takethesquareroot
ofthefinalsumofntimesthesumofXsquaredminusthesumofXthensquared,thenmultiply
thatvaluebyntimesthesumofYsquared,thenminusthesumofYthensquared.
Depression

Self

(X)

Esteem(Y)

10
12
19
4
25
15
21
7

104
100
98
150
75
105
82
133

Tocalculatethecorrelationcoefficient(r)forthedataabovewefirstneedtoexpandthe
columnsjustaswedidwhenwecalculatedstandarddeviation.Ifyoulookattheformulaabove
youwillseethatweneedanXsquaredcolumn,aYsquaredcolumnandanXtimesY
column.Thisfirststepisshowbelow:
X

X2

Y2

XY

10

104

100

10816

1040

12

100

144

10000

1200

19
4
25
15
21
7

98
150
75
105
82
133

361
16
625
225
441
49

9604
22500
5625
11025
6724
17689

1862
600
1875
1575
1722
931

Thenextstepistocalculatethesumsofourcolumns:
X

X2

Y2

XY

10
12
19
4
25
15
21
7
113
n=8

104
100
98
150
75
105
82
133
847

100
144
361
16
625
225
441
49
1961

10816
10000
9604
22500
5625
11025
6724
17689
93983

1040
1200
1862
600
1875
1575
1722
931
10805

Nowwehavealltheinformationweneedtosolveourequation:

r=(8x10805)(113x847)/squareroot[(8x1961)(113)2]x[(8x93983)(847)2]
r=(86440)(95711)/squareroot[(15688)(12769)]x[(751864)(717409)]
r=9271/squareroot[(2919)x(34455)]
r=9271/squareroot(100574145)
r=9271/10028.666
r=0.9244
Ourcorrelationalcoefficientisnegativeandverycloseto1.00whichtellsusthatwehavea
strongnegativerelationshipbetweenourtwovariables.Ifwelookatthescatterplotofourdata
wecanseethatthescatterplotisinalignedwithourcorrelationalcoefficient.

IV.DeterminingSignificance(VideoLesson7IV)(YouTubeversion)
Nowthatwehavecalculatedourcorrelationcoefficientweneeddeterminehowsignificantitis.
Therearetwowaystodeterminethesignificanceofacorrelation:thefirstistocalculatethe
CoefficientofDeterminationandthesecondistousetheRTable.
A.TheCoefficientofDetermination
Thecoefficientofdeterminationdetermineshowmuchofthevarianceofonefactorcanbe
explainedbythevariabilityofafactorwithwhichitiscorrelated.Tocalculatethecoefficientof
determinationwesimplysquarethervalue.
CoefficientofDetermination=r2

Forourrof0.9244,thecoefficientofdeterminationwouldber2=0.8545.Thismeansthat
85%ofthevarianceofourdepressionscorescanbeexplainedbythevarianceofourselfesteem
scores.Thisisaprettyhighvalueandsuggestsaverystrongrelationshipbetweenthetwo
variables.Althoughthecoefficientofdeterminationisagoodpredictorofthestrengthofthe
relationshipbetweentwovariables,itdoesnotpredictsignificance.WewillneedtousetheR
Tabletoconfirmifourcorrelationisstatisticallysignificant.
B.TheRTable

TheRTableislocatedinitsentiretyinAppendixAinthebackofthetextbook.Ashortenedversion
isalsoavailableatthebottomofthislecture.Itstartsonpage435andgivesthecriticalRvalues
basedondegreesoffreedomofyoursample,thelevelofsignificanceofthestatisticaltest,and
whetheryourhypothesisisoneortwotailed.ThesethreefactorsplusthecriticalRvaluesare
representedintheRTableandwillbeexplainedoneatatime.

1.DegreesofFreedom.

Thetermdegreesoffreedomreferstothenumberofscoreswithinadatasetthatarefreetovary.In
anysamplewithafixedmean,thesumofthedeviationscoresisequaltozero.Ifyoursamplehasan
nequalto10.Thefirst9scoresarefreetovarybutthe10thscoremustbeaspecificvaluethat
makestheentiredistributionequaltozero.Thereforeinasinglesamplethedegreesoffreedom
wouldbeequalton1.Thedegreesoffreedomforacorrelationisslightlydifferentbecausenequals
numberofpairsnotsimplysamplesize.Therefore,thedegreesoffreedomforacorrelationinn2.
Sotocalculatethedegreesoffreedomyousimplytakethenumberofpairsandsubtracttwo.Forour
datasetofdepressionandselfesteemscoresthedegreesoffreedomarecalculatedthefollowing
way:

df=n2

df=82

df=6

TheRTableshowsthedegreesoffreedomvaluesinthefarleftcolumnasshownbelow:

LevelsofSignificanceforaOneTailedTest

.05
.025
.01
.005
LevelsofSignificanceforaTwoTailedTest
df
.10
.05
.02
.01
1
.988
.997
.9995
.9999
2
.900
.950
.980
.990
3
.805
.878
.934
.959
4
.729
.811
.882
.917
5
.669
.754
.833
.874
6
.622
.707
.789
.834
7
.582
.666
.750
.798
8
.549
.632
.716
.765
9
.521
.602
.685
.735
10
.497
.576
.658
.708

Thetablecontinues

2.OneorTwotailedhypotheses.

Thenumberoftailsofahypothesispredictthedirectionofthehypothesis.Thisconceptwillbe
discussedingreaterdetailinchapter11.Fornow,youshouldknowthatifacorrelationhypothesisis
simplypredictinganeffectwithoutpredictingeitheranegativeorpositivedirectionofthateffect,itis
consideredaTwoTailedhypothesis.Ifthehypothesisispredictingeitheranegativeorpositive
directionthenitisaOneTailedhypothesis.Sinceourhypothesisasstatedpredictsanegative
correlationitisaOneTailedTest.Thetwolevelsofhypothesistestsarehighlightedbelow:

LevelsofSignificanceforaOneTailedTest
.05
.025
.01
.005
LevelsofSignificanceforaTwoTailedTest
df
.10
.05
.02
.01
1
.988
.997
.9995
.9999
2
.900
.950
.980
.990
3
.805
.878
.934
.959
4
.729
.811
.882
.917
5
.669
.754
.833
.874
6
.622
.707
.789
.834
7
.582
.666
.750
.798
8
.549
.632
.716
.765
9
.521
.602
.685
.735
10
.497
.576
.658
.708

3.LevelsofSignificance.

Thelevelsofsignificanceor"pvalues"willalsobediscussedingreaterdetailinchapters11,12,and
13.Fornowyoushouldsimplyknowthatalevelofsignificanceat.05isequivalenttop=.05which
meansthatthereisa95%probabilityofstatisticalsignificance(1.000.05=0.95or95%)between
yourtwovariables.The.05valueisconsideredstandardinscience.Levelsofsignificancethatare
smallershowgreatersignificanceandvaluesthatarelargershowlesssignificance.Thisvaluemust
begiventoyouintheproblem.Forourexamplelet'suseap=.05.Thetablebelowshowsthe
highlightedlevelsofsignificance:

LevelsofSignificanceforaOneTailedTest
.05
.025
.01
.005

df
1
2
3
4
5
6
7
8
9
10

LevelsofSignificanceforaTwoTailedTest
.10
.05
.02
.01
.988
.997
.9995
.9999
.900
.950
.980
.990
.805
.878
.934
.959
.729
.811
.882
.917
.669
.754
.833
.874
.622
.707
.789
.834
.582
.666
.750
.798
.549
.632
.716
.765
.521
.602
.685
.735
.497
.576
.658
.708

4.CriticalRValues.

Criticalvaluesarethresholdvaluesforsignificance.Yourcalculatedrvaluemustexceedthecriticalr
valueintheRTabletobeconsideredsignificant.Thetablebelowshowsthehighlightedcriticalr
values:

LevelsofSignificanceforaOneTailedTest

.05
.025
.01
.005
LevelsofSignificanceforaTwoTailedTest
df
.10
.05
.02
.01
1
.988
.997
.9995
.9999
2
.900
.950
.980
.990
3
.805
.878
.934
.959
4
.729
.811
.882
.917
5
.669
.754
.833
.874
6
.622
.707
.789
.834
7
.582
.666
.750
.798
8
.549
.632
.716
.765
9
.521
.602
.685
.735
10
.497
.576
.658
.708

Nowlet'sputitalltogether.Thetablebelowshowsthecriteriaofourexampletodetermineifour
calculatedrvalueofissignificant:

LevelsofSignificanceforaOneTailedTest
.05
.025
.01
.005
LevelsofSignificanceforaTwoTailedTest
df
.10
.05
.02
.01
1
.988
.997
.9995
.9999
2
.900
.950
.980
.990
3
.805
.878
.934
.959
4
.729
.811
.882
.917
5
.669
.754
.833
.874
6
.622
.707
.789
.834
7
.582
.666
.750
.798
8
.549
.632
.716
.765
9
.521
.602
.685
.735
10
.497
.576
.658
.708

AccordingtoTableR,ForaOneTailedtestatp=.05with6degreesoffreedomthecritical

valuewemustexceedtoconsiderourcalculatedrvaluetobesignificantis.622.

Sinceourcalculatedr=0.9244

Weconcludethatourcorrelationissignificant.

*Notethatthefinalcumulativepercentscoreshouldequal100%

AdditionalLinksabouttheConcepts
thatmighthelp:

HowtoCalculatethe
CorrelationCoefficient
Scatterplots
MakingaScatterplot
PearsonProduct
MomentCorrelation
Coefficientof
Determination