REGRESSION AND CORRELATION FOR ICS II

CORELATION
′
𝐾𝑒𝑟𝑙 𝑃𝑒𝑎𝑟𝑠𝑜𝑛 𝑠 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑐𝑜𝑟𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛 = 𝑟 = 𝑟𝑥𝑦 = 𝑟𝑦𝑥

𝑛 𝑋𝑌 − ( 𝑋)( 𝑌)
𝑟=
𝑛 𝑋2 − ( 𝑋)2 𝑛 𝑌 2 − ( 𝑌)2

𝑋−𝑋 𝑌−𝑌 𝑋−𝑋 𝑌−𝑌

𝑟= =
(𝑋 − 𝑋)2 (𝑌 − 𝑌)2 𝑛𝑆𝑥 𝑆𝑦

𝑛 𝐷𝑥 𝐷𝑦 − ( 𝐷𝑥 )( 𝐷𝑦 )
𝑟=
2
𝑛 𝐷𝑥 2 − 𝐷𝑥 2 𝑛 𝐷𝑦 2 − 𝐷𝑦
𝑤𝑕𝑒𝑟𝑒 𝐷𝑥 = 𝑋 − 𝐴, 𝐷𝑦 = 𝑌 − 𝐵

𝑛 𝑈𝑉 − ( 𝑈)( 𝑉)
𝑟=
𝑛 𝑈2 − 𝑈 2 𝑛 𝑈2 − 𝑈 2
𝑋−𝐴 𝑌−𝐵
𝑤𝑕𝑒𝑟𝑒 𝑈 = 𝑎𝑛𝑑 𝑉 =
𝑕 𝑘

𝑋𝑌 − 𝑛 𝑋 𝑌 𝑋𝑌 − 𝑛 𝑋 𝑌
𝑟= =
𝑛𝑆𝑥 𝑆𝑦 𝑋2 − 𝑛 𝑋2 𝑌2 − 𝑛 𝑌2

𝑟= 𝑏𝑦𝑥 ∙ 𝑏𝑥𝑦 𝑖𝑓 𝑏𝑜𝑡𝑕 𝑏𝑦𝑥 𝑎𝑛𝑑 𝑏𝑥𝑦 𝑎𝑟𝑒 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒

𝑟 = − 𝑏𝑦𝑥 ∙ 𝑏𝑥𝑦 𝑖𝑓 𝑏𝑜𝑡𝑕 𝑏𝑦𝑥 𝑎𝑛𝑑 𝑏𝑥𝑦 𝑎𝑟𝑒 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒

Spearman's rank correlation
6 𝑑2
𝑟𝑠 = 1 −
𝑛(𝑛2 − 1)
Where'd' be the difference between two rankings

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 REGRESSION AND CORRELATION FOR ICS II

REGRESSION

𝑹𝒆𝒈𝒓𝒆𝒔𝒔𝒊𝒐𝒏 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏 𝒐𝒓 𝒍𝒊𝒏𝒆 𝒐𝒇 𝒀 𝒐𝒏 𝒐𝒓 𝒖𝒑𝒐𝒏 𝑿

𝑌 = 𝑎𝑦𝑥 + 𝑏𝑦𝑥 𝑋 𝑂𝑅 𝑌 = 𝑎 + 𝑏𝑋

Where
𝑛 𝑋𝑌 − ( 𝑋)( 𝑌) 𝑋−𝑋 𝑌−𝑌
𝑏 = 𝑏𝑦𝑥 = =
𝑛 𝑋2 − 𝑋 2 (𝑋 − 𝑋)2

𝑋𝑌 − 𝑛 𝑋 𝑌 𝑋−𝑋 𝑌−𝑌 𝑆𝑦
𝑏 = 𝑏𝑦𝑥 = = =𝑟
𝑋2 − 𝑛 𝑋2 𝑛𝑆𝑥2 𝑆𝑥

𝑌 − 𝑏𝑦𝑥 ( 𝑋)
𝑎 = 𝑎𝑦𝑥 = = 𝑌 − 𝑏𝑦𝑥 𝑋
𝑛

𝑹𝒆𝒈𝒓𝒆𝒔𝒔𝒊𝒐𝒏 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏 𝒐𝒓 𝒍𝒊𝒏𝒆 𝒐𝒇 𝑿 𝒐𝒏 𝒐𝒓 𝒖𝒑𝒐𝒏 𝒀

𝑋 = 𝑎𝑥𝑦 + 𝑏𝑥𝑦 𝑌 𝑂𝑅 𝑋 = 𝑐 + 𝑑𝑌

Where

𝑛 𝑋𝑌 − ( 𝑋)( 𝑌) 𝑋−𝑋 𝑌−𝑌

𝑑 = 𝑏𝑥𝑦 = =
𝑛 𝑌2 − 𝑌 2 (𝑌 − 𝑌)2

𝑋𝑌 − 𝑛 𝑋 𝑌 𝑋−𝑋 𝑌−𝑌 𝑆𝑥
𝑑 = 𝑏𝑥𝑦 = = =𝑟
𝑌2 − 𝑛 𝑌2 𝑛𝑆𝑦2 𝑆𝑦

𝑋 − 𝑏𝑦𝑥 ( 𝑌)
𝑐 = 𝑎𝑥𝑦 = = 𝑋 − 𝑏𝑥𝑦 𝑌
𝑛

𝑏𝑦𝑥 𝑎𝑛𝑑 𝑏𝑥𝑦 𝑎𝑟𝑒 𝑐𝑎𝑙𝑙𝑒𝑑 𝑟𝑒𝑔𝑟𝑒𝑠𝑠𝑖𝑜𝑛 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑠

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