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Questions and Answers
What does the covariance measure?
What does the covariance measure?
Why is it necessary to standardize covariance?
Why is it necessary to standardize covariance?
What is the range of values for Pearson's correlation coefficient (r)?
What is the range of values for Pearson's correlation coefficient (r)?
What does a correlation coefficient of ±0.3 indicate?
What does a correlation coefficient of ±0.3 indicate?
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In the simple bivariate model, what does the parameter 'b1' represent?
In the simple bivariate model, what does the parameter 'b1' represent?
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What does the coefficient of determination (r²) represent?
What does the coefficient of determination (r²) represent?
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If the correlation coefficient (r) is 0.5, what is the coefficient of determination (r²)?
If the correlation coefficient (r) is 0.5, what is the coefficient of determination (r²)?
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When calculating covariance, what are the error values that are multiplied together?
When calculating covariance, what are the error values that are multiplied together?
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What does Spearman’s rank correlation method primarily rely on?
What does Spearman’s rank correlation method primarily rely on?
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Kendall’s τ is preferred over Spearman’s ρ primarily when dealing with what type of data?
Kendall’s τ is preferred over Spearman’s ρ primarily when dealing with what type of data?
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In a decision tree framework, how many predictor variables are used for categorical measurements?
In a decision tree framework, how many predictor variables are used for categorical measurements?
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What is the minimum number of levels required for a categorical predictor variable in a decision tree?
What is the minimum number of levels required for a categorical predictor variable in a decision tree?
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In a decision tree, what does 'S' stand for in relation to participant types?
In a decision tree, what does 'S' stand for in relation to participant types?
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What is an important characteristic of the predictor variables when they are categorized as 'CONT' in a decision tree framework?
What is an important characteristic of the predictor variables when they are categorized as 'CONT' in a decision tree framework?
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For which scenario is using two predictor variables necessary in a decision tree?
For which scenario is using two predictor variables necessary in a decision tree?
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What type of analysis is primarily used in decision trees for continuous predictor variables?
What type of analysis is primarily used in decision trees for continuous predictor variables?
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What is the mathematical relationship between variance and standard deviation?
What is the mathematical relationship between variance and standard deviation?
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In statistical modeling, what role does variance typically play?
In statistical modeling, what role does variance typically play?
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If the standard deviation of a dataset is $5$, what is the corresponding variance?
If the standard deviation of a dataset is $5$, what is the corresponding variance?
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Based on the provided image, which type of analysis method is most closely related to 'Log-linear analysis'?
Based on the provided image, which type of analysis method is most closely related to 'Log-linear analysis'?
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According to the provided diagram, which analysis method can be used for data exhibiting an independent variable?
According to the provided diagram, which analysis method can be used for data exhibiting an independent variable?
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Which of the following is NOT a non-parametric test from the provided methods?
Which of the following is NOT a non-parametric test from the provided methods?
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What is the primary function of a predictor variable in the context of variance?
What is the primary function of a predictor variable in the context of variance?
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Why is understanding variance important when conducting statistical analyses?
Why is understanding variance important when conducting statistical analyses?
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Which test is suitable for analyzing non-parametric data?
Which test is suitable for analyzing non-parametric data?
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What is the primary use of the Spearman correlation coefficient?
What is the primary use of the Spearman correlation coefficient?
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Which of the following statements is true regarding logistic regression?
Which of the following statements is true regarding logistic regression?
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When is a t-test considered dependent?
When is a t-test considered dependent?
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What does ANCOVA stand for?
What does ANCOVA stand for?
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Which correlation method is appropriate for data that follows a normal distribution?
Which correlation method is appropriate for data that follows a normal distribution?
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What type of ANOVA is used when there are two or more independent variables?
What type of ANOVA is used when there are two or more independent variables?
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Which statistical test would be most appropriate for ordinal data?
Which statistical test would be most appropriate for ordinal data?
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What distinguishes a mixed factorial ANOVA from a standard factorial ANOVA?
What distinguishes a mixed factorial ANOVA from a standard factorial ANOVA?
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What circumstance would best warrant the use of a Friedman test?
What circumstance would best warrant the use of a Friedman test?
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What does the term 'Mean Squares' refer to in the context of regression analysis?
What does the term 'Mean Squares' refer to in the context of regression analysis?
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Which of the following is an assumption regarding the outcome variable in regression analysis?
Which of the following is an assumption regarding the outcome variable in regression analysis?
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What does homoscedasticity refer to in the context of regression analysis?
What does homoscedasticity refer to in the context of regression analysis?
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What is indicated by a negative correlation between two variables?
What is indicated by a negative correlation between two variables?
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Why must predictor variables not have zero variance in regression analysis?
Why must predictor variables not have zero variance in regression analysis?
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Which of the following statements regarding correlation and causation is accurate?
Which of the following statements regarding correlation and causation is accurate?
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What is the purpose of the Durbin-Watson test in regression analysis?
What is the purpose of the Durbin-Watson test in regression analysis?
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In a regression model, which of the following best describes the linearity assumption?
In a regression model, which of the following best describes the linearity assumption?
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Study Notes
Research Design and Statistics [RDS] Lecture 3
- Lecture covers correlation and simple regression
- Topics covered include variance, covariance, correlation, parametric and non-parametric methods, assumptions, and simple regression.
What We Will Do Today
- Variance
- Covariance
- Correlation (as a model)
- Parametric analysis
- Non-parametric analysis
- Assumptions
- Simple regression (as a model)
Correlation [Chapter 8 Andy Field 5th Ed]
- Outcomes can be predicted by a model and what remains is error
- outcome = (model) + error
- For correlation, the model is scaling another variable: outcome = (b₁X₁) + error
- The outcome of an entity is predicted from their score on the predictor variable plus some error.
- The model is described by a parameter (b₁), which represents the relationship between the predictor variable (X) and the outcome.
Decision Tree - Learning Framework
- A decision tree to determine appropriate statistical test based on data type and characteristics. Includes continuous and categorical variables, number of predictors, participant groups, and assumptions.
Variance
- Variance is a measure of dispersion in the outcome measurements.
- It's used to predict outcomes and model effects of predictor variables.
- Today's lecture focuses on scenarios where outcome and predictor values are measured for individuals.
Variance Expression
- variance(s²) = Σ [(xᵢ - x̄)²] / (N-1)
- This is the average of squared differences between outcome values and the mean of all outcomes.
- This expression is equivalent to standard deviation squared.
Covariance
- covariance(x,y) = Σ [(xᵢ-x̄)(yᵢ-ȳ)] / (N-1)
- This captures the average product deviations.
- Covariance is similar to variance in form, but it measures the relationship between two variables (x and y).
Covariance - what we do
- Step 1: Calculate the error in the first variable (x) between the mean and each subject's score.
- Step 2: Calculate the error in the second variable (y) between the mean and each subject's score.
- Step 3: Multiply the error values.
- Step 4: Add these values to get the product deviations.
- Step 5: The covariance is the average of product deviations.
- Covariance is influenced by the units of measurement
Standardizing Covariance
- Standardize covariance by dividing by the product of the standard deviations (sxsy) of the two variables.
- This standardized version is called the correlation coefficient (r) or Pearson's r.
Pearson Correlation Coefficient
- Pearson's r values range from -1 to +1.
- r = 0 indicates no relationship.
- Positive values indicate a positive relationship, and negative values indicate a negative relationship
- Absolute values of r greater than or equal to .1, .3, or .5 are considered small, medium, or large effect sizes, respectively
Correlation
- The correlation coefficient is the ratio of covariance to a measure of variance.
- outcome = (b₁X₁) + error
Examples of Correlations
- Visual representations of various correlation values (e.g., r = 0, r = .55, r = -.85) showing the relationship strength and direction between variables.
Coefficient of Determination (r²)
- r² (r-squared) calculates the amount of shared variance between variables.
- r² values range from 0 to 1. A higher value indicates more shared variance. (e.g., r² = .81 implies 81% of variance is shared.)
Different Types of Correlation
- Spearman's rho (ρ or rs): used with non-parametric data and ranks
- Kendall's tau (τ): used for small datasets with tied ranks, a better estimate in a population.
Simple Regression [Chapter 9 Field 5th Ed]
- Regression predicts phenomena not measured.
- Predicting an outcome variable from one predictor variable.
- A linear model of the relationship between two variables.
- outcome = (b0 + b1X1)+ error;
Features of the Model for Simple Regression Analysis
- Straight line models have two parameters:
- Gradient (how the outcome changes).
- Intercept (value of the outcome when the predictor is zero).
- Y₁ = (b0 + b1X1) +εi
Regression: An Example
- Predicting outcomes with a linear model, accounting for error in the variables being modeled
- This model describes direction and strength of the relationship between variables (e.g., advertising budget and album sales
Is the Model Any Good?
- Model fit is evaluated by comparing the sum of squared differences between the observed data and:
- The mean value of the outcome (SST)
- The model (SSR)
- The mean of the outcome and the model (SSM) - comparing the sum of squares of the model to the total sum of squares.
Capturing How Good the Model Is with r²
- r² measures the proportion of variance accounted for by the regression model.
- r² = $\frac{SSM}{SST}$; The closer r² is to 1, the better the fit.
Testing the Model: F-ratio
- F-ratio tests if the model is better than just using the mean as a predictor.
- MSM & MSR are Mean Squares for the Model (SSM) and Residual/Error (SSR). A larger F implies better model fit.
Model Parameters
- b0 - is the intercept, the predicted value of Y when X is zero.
- b1 - is the slope, the change in Y for a one unit increase in X
- Standard Error provides an understanding of how much the estimate would vary around the true value.
Assumptions
- Variable Type: Outcome is continuous. Predictors can be continuous or dichotomous.
- Non-Zero Variance: Predictors have non-zero variance.
- Independence: Each outcome comes from a different individual (no repeated values for one individual.)
Assumptions (continued)
- Homoscedasticity: Variance of the error is constant across predictor values.
- Linearity: The relationship between variables is linear in reality.
- Independent Errors: Errors between different observations are uncorrelated.
- Normally-distributed Errors: Error terms are normally distributed.
Does Correlation Mean Causation?
- Correlations don't imply causation. Other factors might influence the observed relationship. Example: apparent relationship between visits to a pub and exam scores could be due to an unknown third variable, like time spent studying.
Next Week
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Test your knowledge on predictor variables, correlation coefficients, and statistical analysis methods in this quiz. Explore the nature of variables, levels for categorical variables, and understand key concepts such as covariance and the coefficient of determination. Challenge yourself with questions that cover the essentials of statistical design and analysis.