Correlation Formulas 342Cbb
1. **Stating the problem:** We want to understand the formulas for Pearson's correlation coefficient $r$, the test value $t$ for significance testing of $r$, and Spearman's rank-order correlation coefficient $r$.
2. **Pearson's correlation coefficient formula:**
$$r = \frac{n \sum xy - \sum x \sum y}{\sqrt{[n \sum x^2 - (\sum x)^2][n \sum y^2 - (\sum y)^2]}}$$
This formula measures the linear relationship between two variables $x$ and $y$.
3. **Explanation of terms:**
- $n$ is the number of paired observations.
- $\sum xy$ is the sum of the product of paired scores.
- $\sum x$ and $\sum y$ are sums of the individual variables.
- $\sum x^2$ and $\sum y^2$ are sums of squares of the variables.
4. **Test value for significance of $r$:**
$$t = \frac{r \sqrt{n-2}}{\sqrt{1-r^2}}$$
This $t$-value follows a $t$-distribution with $n-2$ degrees of freedom and is used to test if the correlation is significantly different from zero.
5. **Spearman Rank-order correlation coefficient formula:**
$$r = 1 - \frac{6 \sum d^2}{N(N^2 - 1)}$$
Where:
- $d$ is the difference between the ranks of each pair.
- $N$ is the number of pairs.
6. **Summary:**
- Pearson's $r$ measures linear correlation between raw scores.
- Spearman's $r$ measures correlation between ranks, useful for non-parametric data.
- The test value $t$ helps determine if Pearson's $r$ is statistically significant.
These formulas are fundamental in statistics for measuring and testing relationships between variables.