STATISTICS II (İSTATİSTİK II) - (İNGİLİZCE) Dersi Correlation and Regression Analysis soru detayı:

PAYLAŞ:

SORU:

Explain the significance test for Pearson's correlation coefficient.


CEVAP:

In order to decide if there is a correlation between the population parameters of two continuous variables, we use sample information. We can test the null hypothesis of “population correlation is equal to 0”, or “there is no correlation between two variables” by using sample correlation coefficient. In this case, we will use the t distribution with n–2 degrees of freedom and with a specific significance level (?). The distribution table was given in chapter 3 in Table 3.3 and can be used in here also. In order to use this hypothesis testing, we assume that the underlying distributions of the two variables are Normal distributions. The hypothesis in the significance test for Pearson’s correlation coefficient are written as follows:
H0 :? = 0 (There is no correlation. Populatio ncorrelation is zero)
H1 :? ? 0 (There is a correlation. Populatio ncorrelation is not zero)
Then the observed statistic for the sample information is calculated by:

t= r . squareroot (n-2 /1-r2)