Correlation and Regression



Correlation and Regression


Correlation(상관분석)

display relationships between two variables by means of tables and by means of graphs.

  • When the variables in the study are measured on the nominal -> contingency table
  • When they are measured on a quantitative level -> scatterplot

    Pearson’s r

    shows us the direction and exact strength of the linear relationship between two qualititative variables.

  • Pearson’s r is always a number between -1 and 1.
    • -1 refers to a perfect negative correlation
    • +1 to a perfect positive correlation
    • 0 means that there is no correlation at all



Regression(회귀 분석)


Describing the line

y^ = a + bx

  • y^ = predicted value of y
  • a = intercept(절편)
  • b = regression coefficient(회귀계수, 종속변수에 미치는 영향력)


    How good is the line?
    Squared Residual(RSS, 잔차 제곱합)
    a measure of the discrepancy between the data and an estimation model(ex. linear regression)
  • For example, r-squared is 0.69. This means that the prediction error is 69% smaller when we use the regression line than when we employ the mean.