6B

Pearson’s correlation coefficient

What Pearson's correlation coefficient r measures, the scale from -1 to 1, classifying strength, finding r with a calculator, and what r cannot tell you.

"Strong", "moderate" and "weak" are judgement calls, and two people looking at the same scatterplot can disagree. Pearson's correlation coefficient, written $r$, puts a number on it. It measures how closely the points follow a straight line, and in which direction.

The scale from $-1$ to $1$

  • $r$ is always between $-1$ and $1$.
  • The sign gives the direction: $r \gt 0$ is positive, $r \lt 0$ is negative.
  • The size (ignoring the sign) gives the strength. The closer $r$ is to $1$ or $-1$, the closer the points are to a straight line.
  • $r = 1$ or $r = -1$ means every point sits exactly on a line. $r = 0$ means no linear association at all.
Value of $r$Strength of linear association
$0.75 \le |r| \lt 1$strong
$0.5 \le |r| \lt 0.75$moderate
$0.25 \le |r| \lt 0.5$weak
$|r| \lt 0.25$no linear association (or very weak)

These cut-offs are a guideline used in NSW textbooks, not a law of nature. In an exam, use the guideline the question gives you if it gives one.

Finding $r$ with technology

You will never calculate $r$ by hand in Standard 2. You enter the pairs and let the calculator (or a spreadsheet) do it. On most scientific calculators the steps are:

  1. Switch to statistics mode and choose the linear regression option (often labelled $y = a + bx$ or A+BX).
  2. Enter the $x$-values in one column and the matching $y$-values in the other. Check each row matches its pair.
  3. Open the regression results and read off $r$.

In a spreadsheet, put $x$-values in column A and $y$-values in column B, then use =CORREL(A2:A9,B2:B9).

Example 1●

A teacher records the number of days each of eight students was absent in Term 2 and their mark on a test out of $70$.

Days absent ($x$)12345678
Mark ($y$)6255584947414436

Find $r$ to two decimal places and describe the association.

$r \approx -0.96$
Enter the eight pairs in stats mode and read r from the regression results.
Direction: negative.
Negative sign: more absences go with lower marks.
A strong, negative, linear association: students who missed more days tended to score lower on the test.
|r| = 0.96 is at least 0.75, so the guideline says strong.

What $r$ can't tell you

$r$ only measures linear association. A perfect curve, like the height of a thrown ball against time, can have an $r$ close to $0$ even though the two variables are completely connected. That's why you always look at the scatterplot first. A number on its own can mislead you.

$r$ is also sensitive to outliers. One wild point can drag a strong $r$ down to moderate, or create a correlation that isn't really there.

InteractiveGuess the correlation
Try this

Play ten rounds. Drag the slider to your guess for $r$, then press Reveal. Your average error is tracked above the scatterplot.

Notice which scatterplots fool you. Do you overestimate the strength when there are only a few points? What happens to your guesses for the curved plots?

Your turn

Five datasets have $r = 0.12$, $r = -0.58$, $r = 0.81$, $r = -0.97$ and $r = 0.43$. Which shows the strongest linear association, and how would you describe $r = -0.58$?

Show the answer

The strongest is $r = -0.97$, because $|-0.97| = 0.97$ is the closest to $1$. $r = -0.58$ is a moderate negative linear association, since $0.5 \le 0.58 \lt 0.75$.

Flashcards
Range of $r$
$-1 \le r \le 1$. The sign is the direction and the size is the strength.
Strength guideline for $|r|$
$0.75$ and up strong, $0.5$ to $0.74$ moderate, $0.25$ to $0.49$ weak, below $0.25$ none.
What $r$ measures
Only how closely points follow a straight line. Always check the scatterplot for curves and outliers.
Practice
  1. Which value of $r$ shows the strongest linear association?

  2. $r = 0.62$ describes a:

  3. Every point on a scatterplot lies exactly on a line that slopes down. The value of $r$ is:

  4. Which value is impossible for $r$?

  5. Use your calculator: find $r$, to two decimal places, for the absence data in Example 1 (days absent $1$ to $8$; marks $62, 55, 58, 49, 47, 41, 44, 36$).

  6. Hours of study per week ($x$) and exam mark ($y$) for eight students are: $(2, 48)$, $(4, 55)$, $(5, 52)$, $(7, 63)$, $(8, 66)$, $(10, 70)$, $(12, 79)$, $(13, 81)$. Find $r$ to two decimal places.

  7. A scatterplot shows points forming a clear U shape. A student calculates $r = 0.04$ and says "there is no relationship". The best response is:

  8. Removing one outlier from a dataset changes $r$ from $0.45$ to $0.82$. This shows that:

  9. Exam style: For a set of data, $r = -0.79$. Which statement is correct?

  10. Exam style: Two studies find $r = 0.65$ (study A) and $r = -0.81$ (study B). Which statement is correct?

Formula sheet