Difference between revisions of "SMHS SLR"
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==[[SMHS| Scientific Methods for Health Sciences]] - Correlation and Simple Linear Regression (SLR) == | ==[[SMHS| Scientific Methods for Health Sciences]] - Correlation and Simple Linear Regression (SLR) == | ||
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+ | ===Overview=== | ||
+ | Many scientific applications involve the analysis of relationships between two or more variables involved in studying a process of interest. In this section, we are going to study on the correlations between 2 variables and start with simple linear regressions. Consider the simplest of all situations where Bivariate data (X and Y) are measured for a process and we are interested in determining the association with an appropriate model for the given observations. The first part of this lecture will discuss about correlation and then we are going to talk about SLR to address correlations. | ||
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+ | ===Motivation=== | ||
+ | The analysis of relationships, if any, between two or more variables involved in the process of interest is widely needed in various studies. We begin with the simplest of all situations where bivariate data (X and Y) are measured for a process and we are interested in determining the association, relation or an appropriate model for these observations (e.g., fitting a straight line to the pairs of (X,Y) data). For example, we measured students of their math scores in the final exam and we want to find out if there is any association between the final score and their participation rate in the math class. Or we are interested to find out if there is any association between weight and lung capacity. Simple linear regression would certainly be a simple way to start and it can address the association very well in simple cases. | ||
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+ | ===Theory=== | ||
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+ | *Correlation: correlation efficient (-1≤ρ≤1) is a measure of linear association or clustering around a line of multivariate data. The main relationship between two variables (X,Y) can be summarized by (μ_X,σ_X ),(μ_Y,σ_Y) and the correlation coefficient denoted by ρ=ρ(X,Y). | ||
+ | **The correlation is defined only if both of the standard deviations are finite and are nonzero and it is bounded by -1≤ρ≤1. | ||
+ | **If ρ=1, perfect positive correlation (straight line relationship between the two variables); if ρ=0, no correlation (random cloud scatter), i.e., no linear relation between X and Y; if ρ=-1, a perfect negative correlation between the variables. | ||
+ | **ρ$(X,Y)=\frac{cov(X,Y)}{\sigma_{X}\sigma_{Y}}$=$\frac{E((X-μ_{X})(Y-μ_{Y}))}{\sigma_{X}\sigma_{Y}}$=$\frac{E(XY)-E(X)E(Y)} {\sqrt{E(X^{2})-E^{2}(X)}\sqrt{E(Y^{2})-E^{2}(Y)}}$ | ||
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Revision as of 15:43, 25 August 2014
Contents
Scientific Methods for Health Sciences - Correlation and Simple Linear Regression (SLR)
Overview
Many scientific applications involve the analysis of relationships between two or more variables involved in studying a process of interest. In this section, we are going to study on the correlations between 2 variables and start with simple linear regressions. Consider the simplest of all situations where Bivariate data (X and Y) are measured for a process and we are interested in determining the association with an appropriate model for the given observations. The first part of this lecture will discuss about correlation and then we are going to talk about SLR to address correlations.
Motivation
The analysis of relationships, if any, between two or more variables involved in the process of interest is widely needed in various studies. We begin with the simplest of all situations where bivariate data (X and Y) are measured for a process and we are interested in determining the association, relation or an appropriate model for these observations (e.g., fitting a straight line to the pairs of (X,Y) data). For example, we measured students of their math scores in the final exam and we want to find out if there is any association between the final score and their participation rate in the math class. Or we are interested to find out if there is any association between weight and lung capacity. Simple linear regression would certainly be a simple way to start and it can address the association very well in simple cases.
Theory
- Correlation: correlation efficient (-1≤ρ≤1) is a measure of linear association or clustering around a line of multivariate data. The main relationship between two variables (X,Y) can be summarized by (μ_X,σ_X ),(μ_Y,σ_Y) and the correlation coefficient denoted by ρ=ρ(X,Y).
- The correlation is defined only if both of the standard deviations are finite and are nonzero and it is bounded by -1≤ρ≤1.
- If ρ=1, perfect positive correlation (straight line relationship between the two variables); if ρ=0, no correlation (random cloud scatter), i.e., no linear relation between X and Y; if ρ=-1, a perfect negative correlation between the variables.
- ρ$(X,Y)=\frac{cov(X,Y)}{\sigma_{X}\sigma_{Y}}$=$\frac{E((X-μ_{X})(Y-μ_{Y}))}{\sigma_{X}\sigma_{Y}}$=$\frac{E(XY)-E(X)E(Y)} {\sqrt{E(X^{2})-E^{2}(X)}\sqrt{E(Y^{2})-E^{2}(Y)}}$
- SOCR Home page: http://www.socr.umich.edu
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