Lecture 6
Lecture 6
Lecture 6:
Correlation coefficient
Coefficient of determination
Linear least squares 1
Correlation
No correlation
Correlation coefficient (r)
- The correlation coefficient is used as a measure
of the correlation between two variables
Correlation Coefficient….shows strength and direction of correlation
- The r ranges from -1.0 to +1.0
- The sign shows the direction of the relationship.
- The size in absolute value describe the strength of relationship.
Values of r
Negative Positive
correlation correlation
Correlation coefficient (r)
- It can be calculated using:
Formula Excel
function.
RSQ
Correlation coefficient (r)
X Y
0.1 0.12
0.3 0.25
0.4 0.32
0.6 0.58
0.8 0.76
0.9 0.99
Example
Calculate the correlation coefficient for the data in the following
table
Answer:
X Y
0.1 0.12
0.3 0.25
0.4 0.32 R= 0.971155
0.6 0.58
0.8 0.76
0.9 0.99
̅x =0.517 Y̅ =0.503
Sx=0.306 Sy=0.332
Coefficient of determination (r2)
- The correlation coefficient formula will tell you how strong of a linear
relationship there is between two variables
- Linearity data are often judged from the coefficient of determination (r2)
Regression Analyses
10
Linear Least Squares
y= a + b x
Linear least squares method
ŷ = a + bX
y : dependent variable
x : independent variable
b: Slope
a: Intercept
x y
xy −
n
ba1 =
( x) 2
x 2
−
n
12
How to calculate linear least squares?
1 Microsoft Excel
Y
ŷ =Y a= bX
+ bX
+a
Change
b = Slope in Y
Change in X
a = Y-intercept
X
15
What is the equation of straight line by Least squares method
for the following data.
Concentration Absorbance
(ppm)
1 0.21
3 0.67
9 1.89
11 2.45
16