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Pearson’s R
Measures the strength and direction of the linear relationship between two continuous variables.
-1 to 1
-1
0
1
Range of Pearson’s R?
Spearman’s Rho
Measures the strength of a monotonic relationship (increasing or decreasing) between two ordinal or continuous variables.
Spearman’s Rho
Example: Checking the correlation between students’ ranks in math and physics exams.
Phi Coefficient
Measures the correlation between two binary (dichotomous) variables.
Phi Coefficient
Useful for analyzing 2×2 contingency tables.
-1 to 1
Range of Phi Coefficient?
Phi Coefficient
Determining correlation between gender (Male/Female) and preference for a product (Yes/No).
Tetrachoric Correlation
Estimates correlation between two dichotomous variables assumed to be normally distributed.
Tetrachoric Correlation
Only applicable to artificially dichotomized variables.
Tetrachoric Correlation
Converting continuous height (tall/short) and weight (heavy/light) into binary variables and estimating correlation.
Cramer’s V
Measures association between two categorical variables.
0 (no association) to 1 (strong association)
Cramer’s V Range?
Cramer’s V
Checking association between different movie genres and favorite actors.
Theta Coefficient
Measures association between two categorical variables like Cramer’s V but is less common.
Goodman-Kruskal’s Gamma Coefficient
Measures the strength of association between ordinal variables. (Ordinal with many ties)
-1 (strong negative association) to 1 (strong positive association)
Range of Goodman-Kruskal Gamma Coefficient?
Goodman-Kruskal’s Gamma Coefficient
Analyzing relationship between education level and job satisfaction.
Somer’s D
Measures ordinal association similar to Gamma but accounts for tied ranks.
Somer’s D
Comparing rankings of candidates by multiple judges.
Natural
Point Biserial Correlation has ______ Dichotomous??
Point-Biserial Correlation
Measures association between one binary variable and one continuous variable.
Point Biserial Correlation
Relationship between gender (binary) and test scores (continuous).
Biserial Correlation
imilar to Point-Biserial Correlation, but assumes the binary variable is artificially dichotomized.
Kendall’s Tau
Similar to Spearman’s Rho but less sensitive to outliers.
Kendall’s Tau
Measures ordinal association between two variables, robust to ties.
Linear Correlation
Correlation use of Pearson R?
Monotonic Correlation
Correlation use of Spearman’s Rho?
Binary Correlation
Correlation use of Phi Coefficient?
Latent Normal Variables
Correlation use of Tetrachoric?
Categorical Association
Correlation use of Cramer’s V?
Categorical Association
Correlation Use of Theta Coefficient?
Ordinal Association
Correlation use of Goodman-Kruskal’s Gamma?
Ordinal Association
Correlation use of Somers’ D
Binary-Continuous Correlation (Naturally Dichotomized)
Correlation use of Point Biserial?
Artificially Dichotomize
Correlation use of Biserial?
Rank Correlation
Correlation use of Kendall’s Tau
Continuous-Continuous
Variables of Pearson R?
Continuous-Continuous/Ordinal
Variables of Spearman’s Rho?
Binary-Binary
Phi Coefficient variable?
Binary-Binary (Artificial)
Tetrachoric variable?
Categorical - Categorical
Cramaer’s V Variable?
Categorical - Categorical
Theta Coefficient
Ordinal - Ordinal
Goodman-Kruskal’s Gamma Variable?
Ordinal - Ordinal
Somers’ D Variable?
Binary - Continuous
Point Biserial variable?
Ordinal-Ordinal
Kendall’s Tau Variable?
Perfect Correlation
Correlation : ± 1.0
Correlation : ± 1.0
Perfect Correlation?
Correlation : ± 0.91 - ±0.99
Very High Correlation
Very High Correlation
Correlation : ± 0.91 - ±0.99
Correlation : ± 0.71 - ± 0.90
High Correlation
High Correlation
Correlation : ± 0.71 - ± 0.90
Moderate Correlation
± 0.51 - ± 0.70
± 0.51 - ± 0.70
Moderate Correlation
Low Correlation
±0.31 - ±0.50
±0.31 - ±0.50
Low Correlation
Negligible Correlation
±0.01 - ±0.30
±0.01 - ±0.30
Negligible Correlation
±0.00
No Correlation