相关系数种类(Types of correlation coefficients)
Types of correlation coefficients
(I) Pearson product difference correlation (K. Pearson
product-moment correlation; R)
1. X variables: isometry, ratio variables (continuous
variables)
2. Y variables: isometry, ratio variables (continuous
variables)
3. formula:
4. characteristics: numerical stability, standard error.
5. cases: the relationship between working hours and income.
(two) Spearman rank correlation (Spearman rank correlation;
RS)
1. X variables: ordinal variables
2. Y variables: ordinal variables
3. formula:
(1) without the same rank: (D is the rank difference of two
variable symmetry)
(2) people with the same grade:
T: the number of people who receive the same grade.
4. features: suitable for two raters to evaluate N pieces, or
the same rater, two times to evaluate N pieces.
5. cases: evaluation of N students' works by two reviewers.
(three) Kendall rank correlation (Kendall's coefficient of
rank correlation; (tau))
1. X variables: human order variables
2. Y variables: human order variables
3. formula: S: rank ordinal quantity; N: the number of persons
evaluated or the number of works
4. features: quite simple
5. cases: evaluation of N students' works by two reviewers.
(four) Kendall concordance coefficient (the Kendall's
coefficient of concordance; W)
1. X variables: ordinal variables
2. Y variables: ordinal variables
3. formula:
(1) without the same grade:;
(2) people with the same grade:;;
K: the number of raters; N: the number of persons being
evaluated or the number of entries
4. features: especially for the inter rater reliability
(interjudge reliability); test the consistency of the
evaluation of N works by many reviewers.
5. cases: evaluation of N students' works by multi site
evaluation.
(five) Kappa consistency coefficient (K coefficient of
agreement; K)
1. X variables: categorical variables
2. Y variables: categorical variables
The 3. formula: the Kappa consistency coefficient is the ratio
of the percentage of the actual evaluation of the raters to the
percentage of the maximum possible number of raters evaluated
by the raters (Lin Wei, 1992). Formula for:
P (A): the percentage of K rater ratings;
N: total number; K: rater number; m: rating category; N: fine
grid data
P (E): K score raters can theoretically assess the percentage
of consistency; when the rater's rating is exactly the same,
then K=1, when the rater's rating is completely inconsistent,
then K=0.
; ;
4. characteristics: the Kendeer harmony coefficient, the score
is limited in the evaluation object can be evaluated. That is,
can list the order. However, in some cases cannot be assessed
object list rank order, and can only be classified in a category,
at this time, you must use Kappa to indicate the consistency
coefficient, the consistency of the relationship between the
score.
5. cases: K psychiatrists, N patients were classified into m
categories of mental illness after diagnosis.
(six) two series correlation (biserial correlation; RBIs)
1. X variables: anthropogenic two variables (nominal
variables)
2. Y variables: continuous variables (isometric, ratio
variables)
3. formula:
4. features: use in project analysis; standard error is large;
RBIs may be greater than 1.
5. cases: the relationship between IQ and academic achievement
or not.
(seven) point two series correlation (point-biserial
correlation; rpq)
1. X variables: real two variables (nominal variables)
2. Y variables: continuous variables
3. formula:
Table 1: the average of the first class; the mean of the first
class; St: the standard deviation of the total fraction;
P: Table 1 percentage of the number of people; Q: percentage
of people in table second.
4. characteristic: standard error is smaller than rbis.
5. cases: the relationship between gender (male, female) and
income.
(eight) correlation (phi coefficient;)
1. X variables: real two variables (nominal variables)
2. Y variables: real two variables (nominal variables)
A
B
C
D
3. formula:
4. characteristics: closely related to Chi square test.
5. cases: parental parenting style (authoritative,
democratic).
(nine) contingency correlation (contingency coefficient; C)
1. X variables: real two or more nominal variables
2. Y variables: real two or more nominal variables
3. formula: the maximum value of C is N, and the total number
is
4. characteristics: closely related to Chi square test.
5. cases: the attitude of the people (teachers and students)
towards the implementation of the policy (agreement, no opinion,
no agreement).
(ten) four point correlation (tetrachoric correlation; TET)
1. X variables: human two nominal variables (raw data are
equidistant variables)
2. Y variables: human two nominal variables (raw data are
equidistant variables)
A
B
C
D
3. formula:
4. cases: academic achievement (pass, fail) and IQ (high, low)
relationship.
(eleven) net correlation (Partial correlation; r12.3)
1. X variables: continuous variables
2. Y variables: continuous variables
3. formula: (significant test t =)
The 4. characteristic: removing the important influence
factors related to the two variables, the relationship between
the two variables can be obtained.
5.: get rid of the influence of intelligence, for mathematics
and Chinese achievement related.
(twelve) curve correlation or correlation ratio (correlation
ratio;)
1. X variables: continuous variables
2. Y variables: continuous variables
3. formula:
The 4. characteristic: with the increase of X variables, the
Y variable increases first, and then begins to decline after
being added to a certain stage. The relationship between the
two variables is called curve correlation or correlation ratio.
5. cases: the relationship between work efficiency and anxiety.
The correlation coefficient of the variable type, were
summarized as shown in table 14-1:
Table for details of all relevant variables 14-1 finishing
X
Y
Nominal variable
Order variable
Variables above equidistant
Nominal variable
Contingency correlation
Related
Kappa consistency coefficient
Four points correlation
Point two series correlation
Two series correlation
Multiple series correlation
Order variable
Spearman rank correlation
Kendall rank correlation
Kendall concordance coefficient
Variables above equidistant
Point two series correlation
Two series correlation
Multiple series correlation
Pearson product moment correlation
Net correlation
Correlation ratio
The characteristics of product difference correlation
coefficient
(I).
(two) the value of correlation coefficient is closely related
to the number of N (number).
1. it is known from the formula that N is one of the important
factors determining the R value of correlation coefficient.
2. the magnitude of the R value does not mean that there is a
high correlation or low correlation between the two variables
(because it is likely to be caused by the probability), and the
size of the sample (N) and the significant level should be
considered again.
(1) in general, the smaller the N, the correlation coefficient
r value must be larger, can say the relationship between the
two variables; on the contrary, the greater the N, the
correlation coefficient cannot be too large, we have two
variables related to existence.
(2) the smaller the value, the greater the value of the phase
relationship, and the relative existence. As shown in table
14-2:
Tables 14-2, N and R
N
DF
=.05
=.01
Three
One
.997
.999
Five
Three
.979
.959
Ten
Eight
.632
.765
Thirty
Twenty-eight
.361
.463
One hundred and two
One hundred
.195
.254
(three) the degree of correlation is not proportional to R. The
correlation coefficient is only an index indicating whether the
two variables are closely related, so the correlation
coefficient can not be regarded as a ratio or an isometry
variable. Such as: r1=.80, r2=.20, can not be said that the
value of R1 is four times of r2.
(four) there is a relationship, but does not mean that there
is a causal relationship. Two events occur at the same time,
or happen before and after, we can only say that the two events
are related, but not necessarily there is a causal relationship
exists.
One
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