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Welcome back.

We're up to lecture five, segment three.

The topic of this lecture again is

correlation.

And in this last segment I want to talk

about some of the assumptions underlying a

correlational analysis.

We won't have time in this segment to

cover all the assumptions in detail.

We'll come back to them later in lecture

six and later at the

end of the semester when we revisit a lot

of the assumptions underlying some

of these common statistical procedures.

So in this segment

we're going to talk about six assumptions.

The first three are listed here.

If we're looking at a

Pearson product-moment correlation, little

r, that's

used for situations where you have two

variables that are both continuous.

For now, we're assuming that we have a

normal

distribution in both x and in y.

It's not necessary, of course, that you

have normal distributions to find

associations, but

for now, in this intro stats course it's

easiest to start with that assumption.

We're also going to start with this sort

of simple assumption, that the

relationship is linear.

And I'll show you that in a scatterplot.

And the third one is this funny new word,

Homoscedasticity,

which is best just illustrated in a

scatterplot,

and I'll show you that in a moment.

There are other assumptions as well.

And most intro stats courses or intro

stats textbooks

don't really emphasize these as much as I

do.

this is sort of, I emphasize these because

this is

an area of my research, is how to properly

measure constructs

in psychology.

And measurement is a really important

issue if you're assessing correlations.

So you need to know that you have reliable

measures, that

you have valid measures, and that you have

random and representative samples.

So I'm not going to have time to talk

about these three assumptions in

this segment, but these are the main

topics of the next lecture on measurement.

and number one that we have normal

distributions for x and y.

Well, how to we detect violations of that

assumption?

That's real easy, just go back to

our lecture on distributions and summary

statistics.

All you have to do is just plot

histograms.

Eyeball them.

See if they're relatively normal.

If it's hard to detect, well, then you

could

run summary statistics and see how those

look, and

see if they're normal enough to, satisfy

this assumption.

So that was covered in the lecture on

distributions and

histograms, and on summary statistics, and

in the first lab.

The second assumption, for now we're

going to

assume a linear relationship between x and

y.

Of course there could be all sorts of

relationships be x and y that are

not linear, but for now we'll assume

linear relationships, and we'll see that

in scatterplots.

And finally, there's this assumption of

Homoscedasticity.

And again, let me show you that in a

scatterplot.

first to give you the definition, remember

in a

scatterplot all the dots represent

individual cases or individual subjects.

The vertical distance between a dot and

the regression line or the prediction

line is the prediction error for that

individual also known as the residual.

The idea of Homoscedasticity is that

those residuals, are not related to x,

because if they were,

then we might have some sort of confound

in our study.

Right, the residuals, the errors, the

prediction errors

should just be chance errors, they

shouldn't be systematic.

If they're systematic then their residuals

would be related to

x and I'll show you examples of that in a

moment.

So, the best way it is, look at this, as

I've said, is to look at scatterplots,

but again what you want to look at is the

vertical distance between each dot in the

regression line.

The best, most classic illustration of

these assumptions

underlying correlation, and regression

analysis for that matter.

were developed by a statistician known by

the name of

Dr. Frank Anscombe in 1973, and these are

so classic and so

well-known that they've become known as

Anscombe's Quartet.

And let me show you what they look like.

What Anscombe did

which is extremely clever, just so elegant

and shows how it's so

critical to look at your scatterplots

before you run correlation

analysis so you know what you're getting.

What Anscombe did, is in all

four of these data sets, he made it so

that the correlation was exactly the same.

The correlation in all four of these data

sets is point eight two.

So a really strong relationship between x

and y.

In fact, the variance in x, and the

variance in y,

across all four data sets are exactly the

same as well.

It's very clever.

But look at the pictures.

Clearly there are different things going

on in each of these four cases.

So this first one in the upper left is a

scatterplot and a correlation

that satisfies our assumptions for now.

We have a normal distribution in x.

A normal distribution

in y.

And we have a nice, linear relationship.

And these prediction errors, if you look

at the dots

around the regression line, they're pretty

random across values of x.

That can't be said of any of the other,

data sets in Anscombe's Quartet.

So if you look at the second one

here, what you're seeing is not a linear

relationship

but a quadratic relationship.

So, the values start out low, the go up

and they

start to dip down again at the higher end

of x.

It's a quadratic relationship between x

and y, not a linear one.

We wouldn't be able to detect that without

looking at this scatterplot.

Look at the third one, you see this slight

increase with one dot that's a

really contributes to

negative prediction error, which makes up

for all the positive

prediction error in the other data points

in that data frame.

And then finally, this is one that's

actually

pretty common in psychology and actually,

in neuroscience

a lot of neuroscientists try to do

correlation analy, analysis with really

small samples and they're starting to

learn that they can't do that.

and this is a good example where you have

all of your data points are

right here, there's no relationship

between x

and y if you just look here, right?

So they all have the same x value, and

they have a range of y values.

Yet, you've got this one extreme outlier,

way up here, that's contributing to this

correlation.

It's driving it up to point eight two.

So again, if you just ran a correlational

analysis in r.

Just by writing core as you've learned in

lab.

For all four of these data sets

you would get the same exact correlation

coefficient.

So this just emphasizes

how critical it is to just look at your

data,

know your data, eyeball it and see and

test these assumptions.

Do you have linear relationships and do

you have Homoscedasticity?

Those are essential when interpreting

correlation coefficients.

Now, in case it was difficult to see these

when I put all four of them together, now

I'm

just going to walk through each, each one

of them individually very quickly.

Again, this is a really pretty picture of

a scatterplot.

Because, what you see, is you have across

the range of x, you have

some individuals who are below the

regression line, then above,

then below, then above and below again.

It's just sort

of random across the distribution of x.

That's what we want to see.

That's a homoscedastic relationship

between x and y.

So this satisfies the assumptions.

Again, here, this is clearly not a linear

relationship.

It looks quadratic.

And we just see that by eye balling it.

Again, this one if we look at the, the

prediction errors, we have

one really big prediction error here

that's driving, these

points to fall, right along the regression

line or a little above.

So if we looked at the relationship

between x and

the prediction errors, we would see that

there's something systematic,

there's a relationship between those two.

That's evidence of Heteroscedasticity.

It's a violation of the Homoscedasticity

assumption and we wouldn't

want to go ahead with a linear correlation

analysis in this case.

And then finally, this is the easiest one

to spot,

this is a no brainer, you look at your

data

and you clearly have this one extreme

outlier, if you

notice, I actually had to extend the scale

out to 20,

[LAUGH]

the x axis on all the others ended at 15.

Had to extend it out to 20 just to get

that guy on this scatterplot, and that's

clearly driving this positive correlation.

What's funny in real research is a lot

of researchers, when they're looking for a

strong correlation.

They tend not to bothered by points like

that, because it's helping their cause.

Right?

They tend to get more bothered by, you

know,

points like this, if we're looking for a

positive correlation.

Like, people like me, on the verbal and

[LAUGH]

mathematical ability relationship.

Right?

It's, it's, it's very common to see

researchers quickly spot those kinds of

data

points and discard them as outliers, but

say," oh, this one supports my theory".

Very bad to do, and as we get into

multiple regression, we'll

talk about actual procedures where you can

asses whether something is a multivariate

outlier or not.

Whether it's a multivaria, variate outlier

that

helps your cause, or hurts your cause.

So, to summarize the segment.

when you're doing correlational analysis.

So this is why I said.

I started with the, the famous line,

correlation

does not imply causation, because everyone

knows that.

But there's so much more to worry about or

be concerned about when your, you're

consuming, correlational analysis or when

you're, when you're conducting them.

So here's just three simple assumptions

that we talked about, normal distributions

in x and y, linear relationship between x

and y, and Homoscedasticity.

Then, there are even bigger assumptions

that we'll talk about in lecture six.

So, reliability, validity, and sampling,

which all fall under the umbrella

of measurement issues, which is the topic

of the next lecture.

[BLANK_AUDIO].

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