Correlation and linear regression


correlation, scatter plot, regression line

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Exercise data
are sets of X Y paired data at r ≈ 0, .2, .3, .5, .7, .9
of same size n, same means and SDs

Copy and paste the X and Y data into their respective input areas.

r ≈ 0
n r r2 p-value Reject H0
α=.05 ?
Reject H0
α=.01 ?
r critical value
α=.05
r critical value
α=.01
slope of
regression line
Σresiduals2 SD residuals Prediction.
x0=100

Reject H0?

Reject H0?
ŷ=
95% CL E=
99% CL E=
What percent of the Ys are "explained" by the Xs:____

Conclusion: the population parameter ρ __ 0, there is___ or is not___ a correlation in the population.

r ≈ .24
n r r2 p-value Reject H0
α=.05 ?
Reject H0
α=.01 ?
r critical value
α=.05
r critical value
α=.01
slope of
regression line
Σresiduals2 SD residuals Prediction.
x0=100

Reject H0?

Reject H0?
ŷ=
95% CL E=
99% CL E=
What percent of the Ys are "explained" by the Xs:____

Conclusion: the population parameter ρ __ 0, there is___ or is not___ a correlation in the population.

r ≈ 5.
n r r2 p-value Reject H0
α=.05 ?
Reject H0
α=.01 ?
r critical value
α=.05
r critical value
α=.01
slope of
regression line
Σresiduals2 SD residuals Prediction.
x0=100

Reject H0?

Reject H0?
ŷ=
95% CL E=
99% CL E=
What percent of the Ys are "explained" by the Xs:____

Conclusion: the population parameter ρ __ 0, there is___ or is not___ a correlation in the population.

r ≈ .9
n r r2 p-value Reject H0
α=.05 ?
Reject H0
α=.01 ?
r critical value
α=.05
r critical value
α=.01
slope of
regression line
Σresiduals2 SD residuals Prediction.
x0=100

Reject H0?

Reject H0?
ŷ=
95% CL E=
99% CL E=
What percent of the Ys are "explained" by the Xs:____

Conclusion: the population parameter ρ __ 0, there is___ or is not___ a correlation in the population.

Summary: As r increases, r2 ________, slope _______, sum of squared residuals ________, SD of residuals _______, p-value ______, prediction E ___________

effect of n?

negative r example?