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Unit 9: Correlation and Regression




                                                                                                Notes


             Notes  This formula is not applicable in case of a bivariate frequency distribution.


               Example:  Following is the list of marks scored by eleven students in mathematics  and
          English in their 12th standard examination.
             Student     1     2     3      4     5     6     7     8     9     10
             Maths       45    50   – 60   65     75    40    62    72    66    56

             English     48    58    55    60     76    35    52    49    66    65

          Solution:
                   Maths    Maths    English   English    d = Maths Rank   D
                                                                           2
                    Score    Rank    Score     Rank     – English rank
                     45       9        48        9            0           0
                     50       8        58        5            3           9
                     60       6        55        6            0           0
                     65       4        60        4            0           0
                     75       1        76        1            0           0
                     40       10       35       10            0           0
                     62       5        52        7            –2          4
                     72       2        49        8            –6          36
                     66       3        66        2            1           1
                     56       7        65        3            4           16

          The sum of the squared difference in ranks (the sum of the entries in the D2 column) is given by:
                 0+9+0+0+0+0+0+4+36+1+16 = 66
          Using the Spearman rank-correlation coefficient, we obtain:

                                                ´
                                               6 66
                                     r  =   1 -          0.56
                                                ´
                                                    -
                                      s     10(10 10 1)
          The Spearman rank-correlation coefficient ranges from -1 to + 1. The estimate of 0.56 suggests a
          strong positive relationship between rank performance in Maths and English.
          9.1.8 Case of Tied Ranks

          In  case of a tie,  i.e., when  two or more individuals have the  same rank,  each individual is
          assigned a rank equal to the mean of the ranks that would have been assigned to them in the
          event of there being slight differences in their values. To understand this, let us consider the
          series 20, 21, 21, 24, 25, 25, 25, 26, 27, 28. Here the value 21 is repeated two times and the value 25
          is repeated three times. When we rank these values, rank 1 is given to 20. The values 21 and 21
          could have been assigned ranks 2 and 3 if these were slightly different from each other. Thus,
          each value will be assigned a rank equal to mean of 2 and 3, i.e., 2.5. Further, the value 24 will be
          assigned a rank equal to 4 and each of the values 25 will be assigned a rank equal to 6, the mean
          of 5, 6 and 7 and so on.




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