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S4.1 - Scatter Diagrams and Correlation
Scatter Diagrams and Correlation
14
Mathematics
Graduate
11/05/2013

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Term
Scatter diagram
Definition
Graph that shows the relationship between two quantitative variables measured on the same individual
Term
Scatter diagrams can be
Definition
Linear or nonlinear
Term
Positively associated
Definition
When two variables experience increasing or decreasing associations simultaneously
Term
Negatively associated
Definition
When two variables experience inversely related association; one increases while the other decreases
Term
Linear correlation coefficient (Pearson)
Definition
A measure of the strength and direction of the linear relation between two quantitative variables
Term
Sample linear correlation coefficient, r =
Definition
Summation[(xi-xbar)/(sx)x(yi-ybar)/(sy)]/n-1
xbar = sample mean of explanatory variable
sx = sample sd of explanatory variable
ybar = sample mean of response variable
sy = sample sd of response variable
Term
1. Properties of linear correlation coefficient
Definition
Coefficeint is between -1 and 1; -1<=r<=1
Term
2. Properties of linear correlation coefficient
Definition
If r = +1 then a perfect positive linear relation exists between the 2 variables
Term
3. Properties of linear correlation coefficient
Definition
If r = -1 then a perfect negative linear relation exists between the 2 variables
Term
4. Properties of linear correlation coefficient
Definition
The closer r is to +1, the stronger the evidence of positive association between the 2 variables
Term
5. Properties of linear correlation coefficient
Definition
The closer r is to -1, the stronger the evidence of negative association between the 2 variables
Term
6. Properties of linear correlation coefficient
Definition
If r is close to 0, then little or no evidence exists of a linear relation between the 2 variables
Term
7. Properties of linear correlation coefficient
Definition
The linear correlation coefficient is a unitless measure of association
Term
8. Properties of linear correlation coefficient
Definition
The correlation coefficient is not resistant
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