{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

# 09_25 - STAT 420 Examples for Fall 2007 correlation...

This preview shows pages 1–2. Sign up to view the full content.

STAT 420 Examples for 09/25/2007 Fall 2007 correlation coefficient: ° ± ± ² ³ ´ ´ µ ± ± ² ³ ´ ´ µ - - - = y x s y y s x x n r 1 1 ( ) ( ) ( ) ( ) ° ° ° - - - - = 2 2 y y x x y y x x r ( )( ) ( ) ( ) 2 2 2 2 ° ° ° ° ° ° ° - - - = y y n x x n y x y x n r 1. The value of r is always between – 1 and + 1. 2. The magnitude of r indicates the strength of a linear relation, whereas its sign indicates the direction. 3. A value of r close to zero means that the linear association is very weak. 4. The value of r does not depend on which of the two variables under study is labeled x and which is labeled y , and is independent of the units in which x and y are measured. 5. r is invariant under linear transformations of x and y . That is, if v = a + b x and w = c + d y , then r x y = r v w if b and d are of the same sign, r x y = – r v w if b and d are of the opposite sign. 0 0 > ± ± ² ³ ´ ´ µ - < ± ± ² ³ ´ ´ µ - y x s y y s x x + 0 0 > ± ± ² ³ ´ ´ µ - > ± ± ² ³ ´ ´ µ - y x s y y s x x y 0 0 < ± ± ² ³ ´ ´ µ - < ± ± ² ³ ´ ´

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### Page1 / 8

09_25 - STAT 420 Examples for Fall 2007 correlation...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online