CHAPTER 15 Introducing Correlation and Regression 203
Analyzing correlation coefficients
In the following sections, we show the common kinds of statistical analyses that
you can perform on correlation coefficients.
Testing whether r is statistically significantly
different from zero
Before beginning your calculations for correlation coefficients, remember that the
data used in a correlation — the “ingredients” to a correlation — are the values
of two variables referring to the same experimental unit. An example would be
measurements of height (X) and weight (Y) in a sample of individuals. Because
your raw data (the X and Y values) always have random fluctuations due to either
sampling error or measurement imprecision, a calculated correlation coefficient is
also subject to random fluctuations.
Even when X and Y are completely independent, your calculated r value is almost
never exactly zero. One way to test for a statistically significant association
between X and Y is to test whether r is statistically significantly different from zero
by calculating a p value from the r value (see Chapter 3 for a refresher on p values).
The correlation coefficient has a strange sampling distribution, so it is not useful
for statistical testing. Instead, the quantity t can be calculated from the observed
FIGURE 15-1:
100 data points,
with varying
degrees of
correlation.
© John Wiley & Sons, Inc.
FIGURE 15-2:
Pearson r is
based on a
straight-line
relationship.
© John Wiley & Sons, Inc.