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Hi.

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.

So, let's go back to the first three.


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

little bit off the regression line and


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.

There are a lot of assumptions going on


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].