Correlation

Correlation
Scatterplots & Correlation
Deviation & Computational

Equations
Testing Significance
Intercorrelation Matrix
2
Partial Correlations
Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

Sam Houston State University
3
KEY CONCEPTS
*****
Correlation
Correlation coefficient
Interpretation of the concepts of magnitude and direction
Use of a scatterplot to diagnose correlation
Deviation score formula for the Pearson Product-Moment Correlation Coefficient
Karl Pearson (1857-1936)
Concepts of:
Sum of cross products
Sums of squares of X & Y
Computational formula for the Pearson Product-Moment Correlation Coefficient
t-test for determining the significance of r and df
Null hypothesis in determining the significance of r
Coefficient of determination
Coefficient of nondetermination
Assumptions for the Pearson r
Linear relationship
X & Y are metric variables
Randomly drawn sample
X & Y are normally distributed in the population
The concept of a nonlinear relationship
Intercorrelation matrix
Caveats in interpreting an intercorrelation matrix
Interpretation of a partial correlation
Zero-order correlation
1st , 2nd, etc. order correlations

4
Lecture Outline
 The concept of correlation
 Using a scatterplot to identify a correlation
 Pearson Product-Moment Correlation

Coefficient
 Coefficients of correlation, determination &

nondetermination
 Intercorrelation matrix
 Partial correlation coefficient

5
The Problem of Determining

Relationships
Science attempts to find the "causes" of

phenomena.
Q Why do some prisoners attempt to escape

from prison and others do not?
Q Why do some judges have a constant

backlogs of cases while others run an efficient
docket?
Q What factors account for the fact that some

countries have a higher rate of violent crime
than others?
Q Is violence in the media related to violent

behavior in society?
Q Why do some police officers become "rogue

cops"?

6
The Problem in Determining Causality
How can one determined if one variable is the

“cause” of another?
Example
Do liberal laws on the purchase and

possession of firearms cause increases in
the incidence of violent crimes involving
weapons?
Principles of causality
1st Are the two variables in question related

( X & Y)? Is there a covariance between
them?
2nd Is there a replicable time sequence

between the two variables, the variable
thought to be causal (X) always

7
preceding the variable thought to be the

effect (Y)?

8
The Problem Determining Causality (cont.)
3rd Having eliminated or controlled for all

other extraneous variables, can it be
demonstrated that when X occurs Y
always follows?

9
Correlation and Causality
The first step in determining whether one

variable (X) is correlated with another variable
(Y) involves …
Determining if the two variables covary
The concept of covariance
Is it true that as X increases …

Y also increases, and to what extent?
Or, is it true that as X increases …

Y decreases, and to what extent?
Caveat
The mere fact that two variables covary (i.e.

correlate) is no proof that one is the cause of
the other.
Correlation does not necessarily prove

causation.
10
A Correlation Coefficient
A correlation coefficient is an index number that

measures …
 The magnitude and
 The direction of the relationship
between two variables
It is designed to range in value between

0.0 and 1.0
-1.0 -0.8 -0.6 -0.4 -0.2 0.0 +0.2 +0.4 +0.6 +0.8 +1.0
Negative Positive
Relationship Relationship
X Y X Y
X Y X Y
No relationship

11
Varieties of Correlational Statistics
Statisticians have developed many techniques

for determining the correlation between two
or more variables.
The primary difference among these techniques

is a function of the types of variables being
correlated (i.e. nonmetric: nominal, ordinal, or
metric: interval or ratio)
 Metric with metric
 Metric with nonmetric
 Nonmetric with nonmetric
A partial list of correlational techniques
Pearson product-moment correlation

coefficient (metric with metric)
Spearman's rank-difference coefficient (rho)

(ordinal with ordinal)

12
Varieties of Correlational Statistics (cont.)
Biserial coefficient (a metric variable with a

metric variable that has been artificially
reduced to categories)
Point biserial coefficient (a metric variable

with a truly dichotomous variable)
Tetrachoric correlation coefficient (two

metric variables that have been artificially
reduced to dichotomous categories)
Phi Coefficient (two truly dichotomous

variables)
Partial correlation (two metric variables with

the intercorrelation with a third variable
removed from both of them)
Kendall coefficient of concordance (three or

more ordinal variables

13
Multiple correlation (one metric variable with

two or more metric and/or nonmetric
variables)

14
The Scatterplot
A useful tool for visually identifying the presence
of a possible relationship between two metric
variables.
30
20
10
0
10 20 30 40
AGE
Correlation r = +0.8257 (p< 0.001)
Correlation r = -0.4174 (p< 0.001)

The Scatterplot (cont.)
30
30
20
20
10
10
0
20 40 60 80 100 120 140 160
0 Sam Houston State University
12 14 TIME TO16DISPOSITION 18 IN DAYS 20 22 24
AGE AT FIRST ARREST

15
Correlation r = -0.0841 (P = 0.489)

16
An Example
Is There a Correlation Between
Homicide & Rape?
The incidence of homicide and rape per

100,000 population in a sample of seven
medium size cities
City Homicide Rape

(X) (Y)
A 4 16
B 6 29
C 10 43
D 5 20
E 1 3
F 2 4
G 3 6

17
Totals 31 121
Scatterplot of the Homicide v Rape
12
11
10
1
0
0 5 10 15 20 25 30 35 40 45 50
RAPE
Do the two variables appear to be related?
What is the magnitude of the relationship on a

scale of 0.0 to 1.0?

18
What is the direction of the relationship, positive

or negative?
Pearson Product-Moment Correlation

Coefficient
Karl Pearson (1857-1936) British mathematician and statistician who also
developed the Chi-Square Test
r= Σ (X – X) (Y – Y)
Σ (X – X)2 Σ (Y – Y)2
Incidence of Homicide (X) and Rape (Y)
City X Y (X – X) 2 (Y - Y) 2 (X – X) (Y - Y)
A 4 16 0.1849 1.6641 0.5547
B 6 29 2.4649 137.124 18.4789
C 10 43 31.0249 661.004 143.2047
D 5 20 0.3249 5.7100 1.5447
E 1 3 11.7649 204.204 49.0147
F 2 4 5.9049 176.624 32.2947
G 3 6 2.0449 127.464 16.1447
Totals 31 121 53.7143 1310.794 261.2371

19
Mean number of homicides & rapes

X = 4.43 and Y = 17.29
Pearson Product-Moment Correlation Coefficient (cont.)
Sum of squared deviations in homicides = 53.71

Sum of squared deviations in rapes = 1310.79
Sum of cross products (SP) = 261.24
Calculation of the Pearson r
r= 261.24 = 261.24
(53.71) (1310.79) 70402.53
r = (261.24) / (265.33) = +0.985
Interpretation

20
The magnitude of the correlation between

homicide and rape = 0.985.
The direction of the relationship is positive.

As the incidence of homicide increases so
does the incidence of rape.
An Alternative Way to Calculate a
Pearson Correlation
The previous equation is called a deviation

score equation since the mean of each variable
is subtracted from each respective case.
An alternative computational equation is given

below. It will yield the same result within
rounding error.
r= N(Σ XY) – (Σ X) (Σ Y)
[N Σ X2 – (Σ X)2] [NΣ Y2 – (Σ Y)2]

21
An Alternative Way to Calculate a Pearson Correlation (cont.)
City X Y (X) 2 (Y) 2 (XY)

A 4 16 16 256 64
B 6 29 36 841 174
C 10 43 100 1849 430
D 5 20 25 400 100
E 1 3 1 9 3
F 2 4 4 16 8
G 3 6 9 36 18
Totals 31 121 191 3407 797
r= 7 (797) – (31) (121)

[7 (191)– (31)2] [7 (3407) – (121)2]
r = 0.985
This is the same value computed with the

deviation score equation.

22
Determining the Significance of a

Correlation Coefficient
The problem
Imagine a population in which X and Y are

not related, the correlation ρ = 0.0. (ρ =
rho)
Is it possible to draw a random sample from

that population and find that the correlation
between X & Y in the sample is not 0.0?
Of course this is possible, but what is the

probability of that happening?
A t-test
A t-test can be used to answer this question.

23
A t-Testfor the Significance of a

Correlation Coefficient
t=[r N – 2) ] / 1 – r2
df = (N – 2)
The null hypothesis H0
In the population, the correlation between X

& Y is ρ = 0.0
What is the probability, therefore that the

correlation obtained in the sample came from a
population where the parameter ρ = 0.0?

24
A t-Test for the Significance of a Correlation Coefficient (cont.)
For the correlation between homicide and rape
r = 0.985
t = [ 0.985 7 – 2) ] / 1 – (0.985)2
t = (2.203) / (0.1726) = 12.767
df = (N - 2) = (7 cities - 2) = 5
The critical value of t for df = 5 and α = 0.05

is t = 2.571
Interpretation
Since 12.767 > 2.571, r is significant

at p < 0.05
Decision Reject the null hypothesis and

affirm that the two variables are positively
related in the population.

25
Coefficients of Determination
& Non-determination
r = the correlation between X and Y
e.g. r = 0.985
r2 = the coefficient of determination
r2 = (0.985)2 = 0.97
This is the proportion of variance in Y that

can be explained by X, in percentage terms
97%
1 - r2 = the coefficient of nondetermination
1 - r2 = (1 - 0.9852)= 0.03
This is the proportion of variance in Y that

can not be explained by X, in percentage
terms 3%

26

27
Some Examples of SPSS

Correlational Output
Given a random sample of 70 felony cases.
Q Is there a correlation between the age of the

offender and the length of sentence?
30
20
10
0
10 20 30 40
AGE
Correlation r = 0.826, p < 0.001
Correlations
AGE SENTENCE
AGE Pearson Correlation 1.000 .826**
Sig. (2-tailed) . .000
N 70 70
SENTENCE Pearson Correlation .826** 1.000
Sig. (2-tailed) .000 .
N 70 70
**. Correlation is significant at the 0.01 level (2-tailed).

28
Some Examples of SPSS Correlational Output (cont.)
Q Is there a correlation between the age of first

arrest and the length of sentence?
30
20
10
0
12 14 16 18 20 22 24
AGE AT FIRST ARREST
Correlation r = -0.417, p < 0.001
Correlations
AGE_FIRS SENTENCE
AGE_FIRS Pearson Correlation 1.000 -.417**
N 70 70
SENTENCE Pearson Correlation -.417** 1.000
N 70 70

29

30
Some Examples of SPSS Correlational Output (cont.)
Q Is there a correlation between the time to

case disposition and the length of sentence?
30
20
10
0
20 40 60 80 100 120 140 160
TIME TO DISPOSITION IN DAYS
Correlation r = -0.084, p < 0.489
Correlations
TM_DISP SENTENCE
TM_DISP Pearson Correlation 1.000 -.084
N 70 70
SENTENCE Pearson Correlation -.084 1.000
N 70 70

31
Pearson Correlation Assumptions
 That the relationship between X and Y can be

represented by a straight line, i.e. it is linear.
 That X and Y are metric variables, measured

on an interval or ratio scale of measurement.
 In using a t distribution to test the significance

of the correlation coefficient …
That the sample was randomly drawn

from the population, and
That X and Y are normally distributed in

the population. This assumption is less
important as the sample size increases

32
An Intercorrelation Matrix
Multiple correlations and their significance can

be computed simultaneously and reported in an
intercorrelation matrix
Example
Intercorrelation of age, age at first arrest,

number of prior arrests and convictions, and
length of sentence
SPSS Intercorrelation Results

C o rre la tio n s
AG E A G E _ F IR S PR _ AR R S T P R _ C O N V S EN T E N C E
AG E P e a rso n C o rr e la tio n 1 .0 0 0 - .3 1 2** .1 7 9 .3 0 2* .8 2 6**
S ig . (2 - ta ile d ) . .0 0 9 .1 3 8 .0 1 1 .0 0 0
N 70 70 70 70 70
AG E _ F IR S P e a rso n C o rr e la tio n -.3 1 2** 1 .0 0 0 -.3 1 5** -.3 5 8** -.4 1 7**
S ig . (2 - ta ile d ) .0 0 9 . .0 0 8 .0 0 2 .0 0 0
N 70 70 70 70 70
PR _ AR R S T P e a rso n C o rr e la tio n .1 7 9 - .3 1 5** 1 .0 0 0 .7 9 5** .2 4 6*
S ig . (2 - ta ile d ) .1 3 8 .0 0 8 . .0 0 0 .0 4 0
N 70 70 70 70 70
PR _ C O N V P e a rso n C o rr e la tio n .3 0 2* - .3 5 8** .7 9 5** 1 .0 0 0 .4 0 0**
S ig . (2 - ta ile d ) .0 1 1 .0 0 2 .0 0 0 . .0 0 1
N 70 70 70 70 70
SEN T E N C E P e a rso n C o rr e la tio n .8 2 6** - .4 1 7** .2 4 6* .4 0 0** 1 .0 0 0
S ig . (2 - ta ile d ) .0 0 0 .0 0 0 .0 4 0 .0 0 1 .
N 70 70 70 70 70
**. C o r re la tio n is sig n ifica n t a t th e 0 .0 1 le ve l ( 2 -ta ile d ) .
*. C o r re la tio n is sig n ifica n t a t th e 0 .0 5 le ve l ( 2 -ta ile d ).

33
Caveats in Interpreting an
Intercorrelation Matrix
 Are all the relationships linear?
 Has each variable been checked for outliers

that might lead to a Type I or II error?
 Has each pair of variables (X & Y) been

checked for bivariate outliers that might lead
to a Type I or II error?
 Can it be assumed that each variable is

normally distributed in the population?
 Can it be assumed that each pair of variables

is a random sample from the population?

34
What Is the Meaning of a

Linear Relationship?
The Pearson correlation assumes that the two

variables are linearly related. What does this
mean?
Example
Age and length of sentence
30
20
10
0
10 20 30 40
AGE
Notice that the straight line is a "fair"

representation of the relationship.
The cases are about evenly distributed above

and below the line.

35
This is called homogeneity of the variance of

Y over levels of X.
What Is the Meaning of a Linear Relationship? (cont.)
Example
Age at first arrest and length of sentence
30
20
10
0
12 14 16 18 20 22 24
AGE AT FIRST ARREST
Notice that the straight line is not a "fair"

representation of the relationship.
The cases are not evenly distributed above and

below the line.
This is called heterogeneity of the variance

of Y over levels of X.

36
The Problem of Multiple Intercorrelation
Imagine three variables that are interrelated with

each other.
How can the correlation between two of them be

computed …
Eliminating the intercorrelation that both

have with the third variable?
Example
Age
Age at first arrest
Length of sentence

37
Correlations
AGE AGE_FIRS SENTENCE

AGE Pearson Correlation 1.000 -.312** .826**
Sig. (2-tailed) . .009 .000
N 70 70 70
AGE_FIRS Pearson Correlation -.312** 1.000 -.417**
Sig. (2-tailed) .009 . .000
N 70 70 70
SENTENCE Pearson Correlation .826** -.417** 1.000
Sig. (2-tailed) .000 .000 .
N 70 70 70
The Problem of Multiple Intercorrelation (cont.)
Q What is the correlation between age and

sentence …
Eliminating the intercorrelation of both

variables with age at first arrest?
A This problem can be solved by computing

the partial correlation between age and
sentence, controlling for age at first arrest.
Q How is a partial correlation computed?

38
Partial Correlation Coefficient
rXY.Z = [ rXY – (rXZ) (rYZ) ] / [ 1 - r2XZ 1 - r2YZ ]
What is the correlation of X and Y taking out the

intercorrelation of both variables with Z?
X Y
rXY.Z = the partial correlation between X and Y,

partialling out the inter-relationship between X
and Z, and Y and Z

39
Partial Correlation Coefficient (cont.)
Example
What is the correlation between age (X) and

length of sentence (Y), partialling out or
controlling for age at first arrest (Z)?
Correlations

Sig. (2-tailed) . .009 .000
N 70 70 70
Sig. (2-tailed) .009 . .000
N 70 70 70
Sig. (2-tailed) .000 .000 .
N 70 70 70
rXY.Z = [ .826 - (-.312) (-.417) ]

[ 1 - (-.312 )2 1 - ( -.417) 2 ]
rXY.Z ≅ 0.806

40
Notice the difference between the correlation

(0.826) and the partial correlation (0.806) when
controlled for age at first arrest.
Partial Correlation Coefficient (cont.)
Example
What is the correlation between age at first
arrest (X) and length of sentence (Y), partialling
out or controlling for age (Z)?
Correlations

Sig. (2-tailed) . .009 .000
N 70 70 70
Sig. (2-tailed) .009 . .000
N 70 70 70
Sig. (2-tailed) .000 .000 .
N 70 70 70
rXY.Z = [ -.417 - (-.312) (.826) ]

[ 1 - (-.312 )2 1 - ( .826) 2 ]

41
rXY.Z ≅ -0.298

(-0.417) and the partial correlation (-0.298) when
controlled for age.
SPSS Partial Correlation Results
Age and sentence controlling for age

at first arrest
- - - P A R T I A L C O R R E L A T I O N C O E F F I C I E N T S - - -
Controlling for.. AGE_FIRS
AGE SENTENCE
AGE 1.0000 .8055

( 0) ( 67)
P= . P= .000
SENTENCE .8055 1.0000

( 67) ( 0)
P= .000 P= .
(Coefficient / (D.F.) / 2-tailed Significance)
" . " is printed if a coefficient cannot be computed
Age at first arrest and sentence controlling

for age

42
Controlling for.. AGE
SENTENCE AGE_FIRS
SENTENCE 1.0000 -.2980

( 0) ( 67)
P= . P= .013
AGE_FIRS -.2980 1.0000

( 67) ( 0)
P= .013 P= .

43
Multiple Partial Correlation
rxy.zz′
More than one variable can be partialled out of a

bivariate correlation.
X Y
Z′
Z
Example
What is the correlation between age (X) and

sentence (Y) …
Partialling out prior arrests, time to

disposition, prior convictions, drug use
and the seriousness of the offense?

44
Multiple Partial Correlation (cont.)
The bivariate correlations among the seven

variables.
Correlations
C o rre la t io n s
A G E S E N T E N CPER _ A R R STTM _ D IS P R _ C O N DV R _ S C O RSEE R _ IN D X

AGE P e a r s o n C o r r e la tio1 n. 0 0 0 . 8 2 *6* .1 7 9 .0 4 8 .3 0 *2 . 2 5 *2 . 6 0 *9*
S ig . ( 2 - ta ile d ) . .0 0 0 .1 3 8 .6 9 2 .0 1 1 .0 3 6 .0 0 0
N 70 70 70 70 70 70 70
S E N T E N C PE e a r s o n C o r r e la tio .n8 2 *6* 1 .0 0 0 . 2 4 *6 - .0 8 4 .4 0 *0* . 3 4 *6* . 7 4 *4*
S ig . ( 2 - ta ile d ) .0 0 0 . .0 4 0 .4 8 9 .0 0 1 .0 0 3 .0 0 0
N 70 70 70 70 70 70 70
P R _ A R R S PT e a r s o n C o r r e la tio .n1 7 9 . 2 4 *6 1 .0 0 0 - .0 7 2 .7 9 *5* -.0 0 3 . 5 0 *2*
S ig . ( 2 - ta ile d ) .1 3 8 .0 4 0 . .5 5 6 .0 0 0 .9 7 9 .0 0 0
N 70 70 70 70 70 70 70
T M _ D I S P P e a r s o n C o r r e la tio .n0 4 8 -.0 8 4 -.0 7 2 1 .0 0 0 - .0 6 6 -.0 2 4 .0 3 2
S ig . ( 2 - ta ile d ) .6 9 2 .4 8 9 .5 5 6 . .5 8 9 .8 4 1 .7 9 4
N 70 70 70 70 70 70 70
P R _ C O N VP e a r s o n C o r r e la tio .n3 0 *2 . 4 0 *0* . 7 9 *5* - .0 6 6 1 .0 0 0 .0 5 6 . 5 7 *8*
S ig . ( 2 - ta ile d ) .0 1 1 .0 0 1 .0 0 0 .5 8 9 . .6 4 5 .0 0 0
N 70 70 70 70 70 70 70
D R _ S C O RPEe a r s o n C o r r e la tio .n2 5 *2 . 3 4 *6* -.0 0 3 - .0 2 4 .0 5 6 1 .0 0 0 . 2 7 *9
S ig . ( 2 - ta ile d ) .0 3 6 .0 0 3 .9 7 9 .8 4 1 .6 4 5 . .0 1 9
N 70 70 70 70 70 70 70
S E R _ IN D XP e a r s o n C o r r e la tio .n6 0 *9* . 7 4 *4* . 5 0 *2* .0 3 2 .5 7 *8* . 2 7 *9 1 .0 0 0
S ig . ( 2 - ta ile d ) .0 0 0 .0 0 0 .0 0 0 .7 9 4 .0 0 0 .0 1 9 .
N 70 70 70 70 70 70 70
* * . C o r r e la tio n is s ig n if ic a n t a t t h e 0 .0 1 le v e l ( 2 - ta ile d ) .
* . C o r r e la tio n is s ig n if ic a n t a t t h e 0 .0 5 le v e l ( 2 - ta ile d ) .

45
Multiple Partial Correlation (cont.)
The partial correlation of age and sentence,

controlling for five other variables.
Controlling for.. PR_ARRST TM_DISP PR_CONV DR_SCORE SER_INDX
AGE SENTENCE
AGE 1.0000 .7044

( 0) ( 63)
P= . P= .000
SENTENCE .7044 1.0000

( 63) ( 0)
P= .000 P= .

and the partial correlation between age and
sentence.
 Correlation = +0.826
 Partial correlation = +0.7044
The correlation is lower when the intercorrelation

with the other five variables is removed.


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Scatterplots & Correlation

Deviation & Computational

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

 The concept of correlation

 Using a scatterplot to identify a correlation

 Pearson Product-Moment Correlation

 Coefficients of correlation, determination &

 Partial correlation coefficient

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

The Problem of Determining

Science attempts to find the "causes" of

Q Why do some prisoners attempt to escape

Q Why do some judges have a constant

Q What factors account for the fact that some

Q Is violence in the media related to violent

Q Why do some police officers become "rogue

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

The Problem in Determining Causality

How can one determined if one variable is the

Do liberal laws on the purchase and

1st Are the two variables in question related

2nd Is there a replicable time sequence

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

preceding the variable thought to be the

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

The Problem Determining Causality (cont.)

3rd Having eliminated or controlled for all

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

Correlation and Causality

The first step in determining whether one

Determining if the two variables covary

The concept of covariance

Is it true that as X increases …

Or, is it true that as X increases …

The mere fact that two variables covary (i.e.

Correlation does not necessarily prove

A correlation coefficient is an index number that

It is designed to range in value between

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

Varieties of Correlational Statistics

Statisticians have developed many techniques

The primary difference among these techniques

 Metric with metric

 Metric with nonmetric

 Nonmetric with nonmetric

A partial list of correlational techniques

Pearson product-moment correlation

Spearman's rank-difference coefficient (rho)

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

Varieties of Correlational Statistics (cont.)

Biserial coefficient (a metric variable with a

Point biserial coefficient (a metric variable

Tetrachoric correlation coefficient (two

Phi Coefficient (two truly dichotomous

Partial correlation (two metric variables with

Kendall coefficient of concordance (three or

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

Multiple correlation (one metric variable with

Correlation: Charles M. Friel Ph.D., Criminal Justice Center,

Correlation r = +0.8257 (p< 0.001)

Correlation r = -0.4174 (p< 0.001)