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The formula basically comes down to dividing the covariance by the product
of the standard deviations. Since a coefficient is a number divided by some other
number our formula shows why we speak of a correlation coefficient
You can see in the numerator involves finding the Z scores for each of the x and y
coordinates, multiplying those Z scores together, and finally adding them all up. And
then you get to divide by n – 1.
One further note – Generally the two variables play specific roles in a
bivariate study. One variable, x, is the independent variable, while y is the dependent
variable . However, when computing Pearson's r, these roles do not matter. You will
get the same correlation value even if you reverse the two variables.
Pearson’s Product Moment Correlation (r) The Pearson’s product Moment
Correlation coefficient is a measure of the strength and direction of association
that exists between two variables measured on at least an interval scale.
A Pearson’s correlation attempts to draw a line of best fit through the data of
two variables, and the Pearson’s correlation coefficient, r, indicates how far away
all these data points are from this line of best fit.
When the Pearson’s correlation is to be used, one must make necessary
checks to ensure that the Pearson’s correlation is the appropriate statistic. The
way to do this is to ensure the following four assumptions are passed:
1. The two variables must be measured at the interval or ratio scale.
2. There is a linear relationship between the two variables.
3. There should be no significant outliers. Outliers are single data points
within your data that do not follow the usual pattern.
4. The data should be approximately normally distributed.
FORMULA/EQUATIONS
Computing the Pearson’s Given the bivariate set (x1, y1), (x2, y2), . . .
, (xn, yn), the Pearson‟s Product Moment Correlation Coefficient (r) is defined as
where r = Pearson‟s Product Moment Correlation Coefficient
Sxy = Covariance of x and y values (scores)
Sx and Sy = Standard deviations of x and y values (scores) respectively. Given
the above relationship, the Pearson‟s Product Moment Correlation Coefficient (r) can
be written as where r = Pearson‟s Product Moment Correlation Coefficient
N = Number of pairs of values or scores
= Sum of the products of x and y
= Mean of the x values (or x scores)
= Mean of the y values (or y scores)
= Product of the mean values (scores) of x and y
= Sum of squares of x values (or x scores)
= Sum of squares of y values (or y scores)
Sample question: Find the value of the correlation coefficient from the following table:
SUBJECT AGE X GLUCOSE LEVEL Y
1 43 99
2 21 65
3 25 79
4 42 75
5 57 87
6 59 81
Step 1:Make a chart. Use the given data, and add three more columns: xy, x2, and y2.
1 43 99
2 21 65
3 25 79
4 42 75
5 57 87
6 59 81
Step 2: Multiply x and y together to fill the xy column. For example, row 1 would be 43 × 99 = 4,257.
Step 3: Take the square of the numbers in the x column, and put the result in the x2 column.
1 43 99 4257 1849
2 21 65 1365 441
3 25 79 1975 625
4 42 75 3150 1764
5 57 87 4959 3249
6 59 81 4779 3481
Step 4: Take the square of the numbers in the y column, and put the result in the y2 column.
SUBJECT AGE X GLUCOSE LEVEL Y XY X2 Y2
The Greek letter sigma (Σ) is a short way of saying “sum of.”
SUBJECT AGE X GLUCOSE LEVEL Y XY X2 Y2
1 43 99 4257 1849 9801
2 21 65 1365 441 4225
REFERENCES:
https://statistics.laerd.com/spss-tutorials/pearsons-product-moment-correlation-using-spss-
statistics.php
https://www.anthonypicciano.com/Relationship.html
https://www.spss-tutorials.com/pearson-correlation-coefficient/