Pearson correlation: overview
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Pearson correlation 


Variable 1  
One quantitative of interval or ratio level  
Variable 2  
One quantitative of interval or ratio level  
Null hypothesis  
$\rho = \rho_0$
$\rho$ is the unknown correlation in the population, $\rho_0$ is the correlation in the population according to H0  
Alternative hypothesis  
Two sided: $\rho \neq \rho_0$ Right sided: $\rho > \rho_0$ Left sided: $\rho < \rho_0$  
Assumptions of tests for correlation  
 
Test statistic  
Test statistic for testing H0: $\rho = 0$:
 
Sampling distribution of $t$ and of $z$ if H0 were true  
Sampling distribution of $t$:
 
Significant?  
$t$ Test two sided:
 
Approximate $C$% confidence interval for $\rho$  
First compute approximate $C$% confidence interval for $\rho_{Fisher}$:
Then transform back to get approximate $C$% confidence interval for $\rho$:
 
Properties of the Pearson correlation coefficient  
 
Equivalent to  
OLS regression with one independent variable  
Example context  
Is there a relationship between physical health and mental health?  
Pratice questions  