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Mastering Correlation

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Questions and Answers

Which of the following is true about correlation?

It measures the extent to which two variables are related. (correct)
It measures the difference between two variables.
It measures the pattern of responses across variables.
It measures the mean of two variables.

What does covariance measure?

The pattern of responses across variables.
The mean of two variables.
The difference between two variables. (correct)
The extent to which two variables are related.

What does the variance tell us?

How scores deviate from the mean for a single variable. (correct)
The pattern of responses across variables.
The mean of two variables.
The difference between two variables.

Which of the following statements is true about correlation coefficients?

Correlation coefficients can only range from -1 to 1 (A) Signup and view all the answers

What does the coefficient of determination, R², represent?

The proportion of variance in one variable shared by the other (C) Signup and view all the answers

When would we use non-parametric correlations?

When the data is ordinal (D) Signup and view all the answers

What does a partial correlation measure?

The relationship between two variables, controlling for the effect of a third variable (C) Signup and view all the answers

Which formula is used to convert a correlation coefficient (r) to a z-score?

z = r * \sqrt{\frac{n-2}{1-r^2}} (C) Signup and view all the answers

What is the formula for the standard error of a correlation coefficient (SE)?

SE = \sqrt{\frac{1-r^2}{n-2}} (B) Signup and view all the answers

What is the formula for testing the difference between two independent correlations?

z = \frac{r_1 - r_2}{\sqrt{\frac{1}{n_1-3} + \frac{1}{n_2-3}}} (B) Signup and view all the answers

Which formula is used to calculate the covariance between two variables?

$\text{cov}(x, y) = N-1 \sum (x_i - x)(y_i - y)$ (D) Signup and view all the answers

Which of the following statements about covariance is true?

Covariance depends on the units of measurement (D) Signup and view all the answers

What is the standardized version of covariance called?

Correlation coefficient (C) Signup and view all the answers

What is the formula for calculating the correlation coefficient?

$r = \frac{\text{cov}(x, y)}{s_x \cdot s_y}$ (A) Signup and view all the answers