Parametric Tests, Correlation and Causation
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Questions and Answers

Why is covariance alone insufficient for comparing the relationships between variables across different datasets?

  • Covariance is not affected by the sample size of the dataset.
  • Covariance values are dependent on the variance of the data, making comparisons across datasets with different scales difficult. (correct)
  • Covariance values are always negative, making comparisons confusing.
  • Covariance is difficult to calculate and requires specialized software.

In the examples provided, what is the key difference that leads to vastly different covariance values between the two datasets?

  • The range or variance of x and y values. (correct)
  • The units of measurement for x and y.
  • The number of subjects in each dataset.
  • The mean values of x and y in each dataset.

What is the primary purpose of standardizing the covariance value to obtain Pearson’s r?

  • To eliminate any negative values in the covariance.
  • To amplify the differences between datasets.
  • To make the covariance value easier to calculate.
  • To make the measure comparable across different datasets, regardless of their original scales. (correct)

If two datasets have the same covariance value but different variances, what does this imply about their Pearson's r values?

<p>The dataset with higher variance will have a lower Pearson's r value. (D)</p> Signup and view all the answers

Consider two datasets: Dataset A has a covariance of 500 and standard deviations of 10 and 20 for variables x and y, respectively. Dataset B has a covariance of 600 and standard deviations of 15 and 25 for variables x and y, respectively. Which dataset has a stronger linear relationship based on Pearson's r?

<p>Dataset A (D)</p> Signup and view all the answers

Which of the following is true when Pearson's r equals 1 or -1?

<p>Y can be predicted from x with certainty. (B)</p> Signup and view all the answers

How does an extreme value (outlier) typically affect Pearson's r?

<p>It can significantly change the value of r, as r is sensitive to extreme values. (C)</p> Signup and view all the answers

Given the formula for Pearson's correlation coefficient, $r_{xy} = \frac{\text{cov}(x, y)}{s_x s_y}$, what does $s_x$ represent?

<p>The standard deviation of x. (B)</p> Signup and view all the answers

What key advantage does regression analysis provide over simple correlation analysis?

<p>Regression quantifies the relationship between variables and allows for prediction. (D)</p> Signup and view all the answers

In the context of linear regression, what does the 'best-fit line' ($\hat{y} = ax + b$) aim to achieve?

<p>Provide the best prediction of y for any given value of x, by minimizing the distance between data and fitted line. (D)</p> Signup and view all the answers

When is it most appropriate to use an ANOVA test instead of a T-test?

<p>When you want to compare the means of more than two groups. (A)</p> Signup and view all the answers

In an ANOVA test comparing the effectiveness of three different teaching curricula, what would the null hypothesis typically be?

<p>The population averages would be identical regardless of the curriculum used. (D)</p> Signup and view all the answers

What does the F-ratio in ANOVA primarily represent?

<p>The ratio of variance between sample averages to the variance within samples. (A)</p> Signup and view all the answers

In the context of ANOVA, what does rejecting the null hypothesis imply?

<p>The population averages differ for at least one pair of populations. (D)</p> Signup and view all the answers

In an ANOVA test with a significance level (alpha) of 0.05, and an F-statistic calculated from the data. Under what condition you reject the null hypothesis?

<p>If the computed value of the F-statistic is larger than the critical value found in the F-distribution tables for the given alpha level. (D)</p> Signup and view all the answers

In the context of least squares regression, what does minimizing the sum of the squares of the residuals achieve?

<p>It finds the line that best fits the data by minimizing the vertical distances from the data points to the line. (A)</p> Signup and view all the answers

If the correlation coefficient (r) between x and y is low in a linear regression model, how does this primarily affect the slope (a) of the regression line?

<p>It results in a flatter slope (smaller value of a). (D)</p> Signup and view all the answers

According to the provided equations, what is the impact of a large spread (high standard deviation) of x values on the slope of the regression line, assuming other factors remain constant?

<p>It results in a flatter slope (smaller value of a). (C)</p> Signup and view all the answers

Given the equation $b = \bar{y} - a\bar{x}$ in linear regression, how is the y-intercept (b) determined once the slope (a) and the means of x and y are known?

<p>The y-intercept is calculated by subtracting the product of the slope and the mean of x from the mean of y. (D)</p> Signup and view all the answers

In the regression equation $\hat{y} = a(x - \bar{x}) + \bar{y}$, what happens to the predicted value $\hat{y}$ if $x$ is equal to $\bar{x}$?

<p>$\hat{y}$ will be equal to $\bar{y}$. (C)</p> Signup and view all the answers

What is implied about the predicted value of y ($\hat{y}$) for any value of x if the correlation coefficient (r) is zero?

<p>$\hat{y}$ will be equal to the mean of y. (B)</p> Signup and view all the answers

If the standard deviation of y ($s_y$) increases while the standard deviation of x ($s_x$) and the correlation coefficient (r) remain constant, what is the effect on the slope (a) of the regression line?

<p>The slope (a) will increase. (D)</p> Signup and view all the answers

How does the residual ($\epsilon$) relate to the true value ($y_i$) and predicted value ($\hat{y}$) in a regression model?

<p>$\epsilon = y_i - \hat{y}$ (C)</p> Signup and view all the answers

In the context of linear regression, what does a smaller error variance ($s_{error}^2$) indicate?

<p>A stronger correlation between the variables, leading to more accurate predictions. (C)</p> Signup and view all the answers

In the General Linear Model, how are data described?

<p>In terms of a straight line. (B)</p> Signup and view all the answers

What is the main reason for using a t-test to compare the means of two groups instead of simply calculating the difference in their means?

<p>A t-test takes the variability within the samples into account. (B)</p> Signup and view all the answers

In a one-sample t-test, what does the test value typically represent?

<p>A neutral point or a reference value for comparison. (D)</p> Signup and view all the answers

Given the equation $s_y^2 = s_\hat{y}^2 + s_{error}^2$, how does $r^2$ relate to these variances?

<p>$s_{error}^2 = s_y^2 - r^2s_y^2$, indicating error variance decreases as the correlation increases. (B)</p> Signup and view all the answers

What does the term 'sampling variability' refer to in the context of a t-test?

<p>The natural variation in sample means that occurs when taking repeated samples from the same population. (C)</p> Signup and view all the answers

Imagine you are using a one-sample t-test to determine if the average test score of a class differs significantly from a predetermined benchmark score of 75. Which of the following null hypotheses is most appropriate for this test?

<p>The mean test score of the class is equal to 75. (A)</p> Signup and view all the answers

In the general linear model equation $y = ax + b + \epsilon$, what does the $\epsilon$ term represent?

<p>The error term, representing the difference between the observed and predicted values. (A)</p> Signup and view all the answers

In hypothesis testing, what does the null hypothesis typically state?

<p>There is no significant difference between the sample statistic and the population parameter. (A)</p> Signup and view all the answers

How does the t-distribution adjust for smaller sample sizes compared to the z-distribution?

<p>By having flatter tails, accounting for greater uncertainty. (C)</p> Signup and view all the answers

What does a confidence interval indicate when evaluating the difference between two population means?

<p>The range of values that is likely to contain the true difference between the population parameters. (C)</p> Signup and view all the answers

In an independent-samples t-test, what null hypothesis ($H_0$) is being tested?

<p>$H_0$: $\mu_1 = \mu_2$, indicating the means of the two independent groups are equal. (D)</p> Signup and view all the answers

In a paired-sample t-test, what scenario makes it the appropriate choice over an independent-samples t-test?

<p>When analyzing repeated measures on the same subjects or matched subjects. (C)</p> Signup and view all the answers

Why is ANOVA (Analysis of Variance) used instead of multiple t-tests when comparing the means of three or more groups?

<p>To control for the increased risk of Type I error. (C)</p> Signup and view all the answers

What does it mean if a 95% confidence interval for the difference between Company A's average salary and the national average salary does not include the value 0?

<p>Company A's salary average is significantly different from the national salary average at the 0.05 significance level. (D)</p> Signup and view all the answers

A researcher finds a significant p-value (p < 0.05) when conducting a hypothesis test. What is the correct interpretation of this result?

<p>There is strong evidence to reject the null hypothesis in favor of the alternative hypothesis. (C)</p> Signup and view all the answers

Flashcards

Covariance

A measure of how two variables change together.

Variance

The measure of how much values differ from the mean.

High variance data

Data points that show large fluctuations from the mean.

Pearson’s r

A standardized measure that relates covariance to correlation.

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Standardization

The process of scaling a measure to make it comparable.

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Residual

The difference between observed and predicted values (ε = y - ŷ).

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Least Squares Regression

A method to minimize the sum of squares of residuals to find the best-fitting line.

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Model Line Equation

The equation of the regression line, represented as ŷ = ax + b.

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Slope (a)

The rate of change in predicted value for a unit change in x; calculated as a = r(sy/sx).

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Intercept (b)

The predicted value of y when x is zero; calculated as b = y - ax.

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Correlation Coefficient (r)

A measure that indicates the extent to which two variables change together.

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Standard Deviation (sx, sy)

A measure of the amount of variation or dispersion in a set of values for x and y.

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Sum of Squares of Residuals

The total of the squared differences between actual and predicted values, expressed as Σ(y - ŷ)².

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ANOVA

A statistical method to compare means among three or more groups.

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T-test

A statistical test comparing the means of two groups.

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Null Hypothesis (ANOVA)

Assumption that all group averages are identical.

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F-ratio

A statistic that compares variance between sample means to variance within samples.

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Alternative Hypothesis

Proposal that at least one group average is different from the others.

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Regression Line Fit

A measure of how well a regression line predicts y from x.

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Total Variance of y (SSy)

The sum of squared differences of y values from their mean.

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Variance of Predicted Values (SSpred)

The variance measured through predicted y values generated by the regression.

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Error Variance (SSer)

Variance that indicates the difference between actual y values and predicted y values.

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Coefficient of Determination (r²)

A metric explaining the proportion of variance in y that is predictable from x.

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General Linear Model

A model describing data using a straight line equation involving slope and intercept.

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One-Sample T Test

A test determining if the mean of a variable differs from a constant value.

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Formula for Pearson's R

Pearson's R is calculated by dividing covariance by the product of standard deviations of X and Y.

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Covariance formula

Covariance is calculated using the sum of products of deviations of X and Y from their means, divided by n-1.

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Limit of R values

R values of 1 or -1 indicate perfect correlation where predictions are certain.

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Linear regression equation

Linear regression predicts Y from X using the equation ŷ = ax + b.

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Difference between correlation and regression

Correlation shows if two variables are related, while regression describes how one predicts the other.

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Null Hypothesis

A statement that there is no effect or difference, often represented as the starting salary of company A equaling the national average.

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Standard Deviation

A measure of the dispersion or spread of scores in a distribution.

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Significance Test

A statistical test that determines the likelihood that observed sample characteristics occurred by chance.

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Confidence Interval

A range of values likely to contain a population parameter based on sample statistic.

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Independent-Sample T Test

A statistical test that compares the means of two independent groups.

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Paired-Sample T Test

A test that evaluates if the mean difference between paired variables is significantly different than zero.

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Study Notes

Parametric Tests

  • Parametric tests assume certain characteristics of the data, like being normally distributed and having a constant variance.
  • They are generally more powerful than non-parametric tests when these assumptions are met.
  • The most common test is the T-test.

Correlation and Causation

  • Correlation measures the relationship between two variables.
  • Correlation does not imply causation.
  • Manipulating an independent variable and observing its effect on a dependent variable is required to infer causality.

Scattergrams

  • Scattergrams are graphical representations of the relationship between two variables.
  • Positive correlation shows a positive linear relationship (as one variable increases, the other increases)
  • Negative correlation shows an inverse linear relationship (as one variable increases, the other decreases)
  • No correlation has no clear linear relationship between the variables.

Variance and Covariance

  • Variance measures the dispersion (spread) of a single variable.
  • Covariance measures the direction and strength of the relationship between two variables.
  • The value of covariance depends on the size of the data standard deviations, even if the relationship is the same.

Pearson's r

  • Pearson's r (correlation coefficient) standardizes the covariance.
  • Dividing covariance by the product of standard deviations of X and Y.
  • Measures the strength and direction of the linear relationship between variables.
  • Ranges from -1 (perfect negative correlation) to +1 (perfect positive correlation), with 0 indicating no linear relationship.

Limitations of Pearson's r

  • When r = ±1, you can perfectly predict one variable from the other. All data points will fall along a straight line.
  • r represents the true population correlation.
  • Sensitive to extreme values.

Regression

  • Regression models the relationship between variables to predict one variable from the other.
  • Linear regression finds the line that best fits the data (called the 'best-fit' line, or line of best fit) by minimizing the sum of the squared differences between the observed and predicted values.

Least Squares Regression

  • Minimizes the sum of the squared residuals (differences between observed and predicted values).
  • Aim is to find the best-fit line y = ax + b where a is the slope and b is the y-intercept. The equation is often called the regression line equation.

ANOVA (Analysis of Variance)

  • An inferential statistic to test for differences in means of two or more populations.
  • Uses the F-statistic to compare the variation among sample means to the variation within the sample groups

Types of ANOVA

  • One-way ANOVA: Compares means across one independent variable.
  • Two-way ANOVA: Compares means across two independent variables.
  • Within-subjects ANOVA: Repeated measures taken from the same sample on multiple trials.

Assumptions When Using Parametric Tests

  • The data should be normally distributed
  • The variance in the groups being compared should be equal.

t-Tests

  • A t-test helps determine if there's a significant difference between the means of two groups or between an observed sample mean and a specific population mean.

Types of t-tests

  • One-sample t-test; tests a sample mean against a known population mean.
  • Independent samples t-test; tests the means of two independent groups.
  • Paired samples t-test ; tests the means of two related samples(related groups).

Confidence Interval

  • A range of values that is likely to contain the true population parameter.
  • Allows you to estimate a population parameter with a certain level of confidence, and provides a range instead of just a single point estimate.

Alpha Inflation

  • Occurs when conducting multiple ANOVAs, increases the risk of Type I error (false positive).
  • Using more stringent alpha levels reduces alpha inflation.

Follow-up tests

  • After finding an overall difference using ANOVA, follow-up tests can identify which specific groups are different.
  • Example tests: Tukey HSD, Bonferroni, Scheffe.
  • Follow-up tests need to be used to account for alpha inflation from conducting multiple tests.

z and t distributions

  • Z-distributions are based on standardized scores (z-scores) and are more important for large samples, whereas t-distributions are more important for smaller sample sizes.
  • T-distributions give a more accurate reflection of uncertainty if the population variance is unknown and samples are small; as sample size increases, t gradually converges to a Z distribution.

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Related Documents

Parametric Test PDF

Description

Explores parametric tests, assumptions, correlation, and causation. Parametric tests require specific data characteristics. Correlation measures variable relationships, but it doesn't equal causation. Scattergrams display variable relationships graphically.

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