Measures of Association

K. Hanumantha Rao Scatter Diagram Pearsons correlation Rank correlation The measures of central tendency and variability are used in understanding the average value of the variable and the extent of spread of the population with respect to that variable. However, in (Rural) social science research, the interest of the researcher goes beyond these. He/she would like to examine how one variable is related or associated with other variables). If associated, one will be interested to know the nature and strength of such association. Equally important is the significance of the association since the analysis in most of the cases is confined to sample study. The generalisation of the findings of the sample study is permissible if the association between the variables is significant. The nature of association between quantitative variables will be understood by plotting the data on a graph. Let X and Y be two variables and (x1, y1,), (x2, y2), (xn, yn) are the observations on X and Y for sample cases 1,2, n. The plotting of the data on the graph, one can observe the scatter. Thus, the graph depicting such observations is known as scatter diagram. The following graphs illustrate some of the possible associations. Y . .. ... .. .... . .. X Fig.1 + ve association since X and Y move together and whenever X increases Y also increases and vice versa.

Prof. & Head (CWEPA), NIRD, Rajendranagar, Hyderabad

Y .. .. .. .. ... .. Fig.2 X

- ve association since X and Y move together and whenever X increases Y decreases and vice versa. Y . . . . . . X Fig.3 No association, X takes the same value for all values of Y

..............

X Fig.4 No association, Y takes the same value for all values of X

. . .

. . . . X

Fig.5 X and Y are positively associated upto some value of X and later X and Y are negatively associated. Y

. . . . . . .

X Fig.6 X and Y are negatively associated upto some value of X and then the association is positive In figures 1 to 4, the association is linear In figures 5 and 6, the association is non-linear Association implies that the two variables are dependent. No association does not necessarily imply that variables are independent. For instance, Figures 5 and 6, the nature of association varied after certain value of X, but taken together association measure may be close to 0. If two variables are independent, hen the association will be zero.

Strength of Association: The coeffieient of correlation (r) indicates the strength of association between the variables. The correlation coefficient for two quantitative variables is given by r = covariance SDx SDy = covariance Sx Sy

(Covariance indicates how the two variables X and Y vary together) r= (x x) (y y) ------------------= 2 2 (x x) (y y) xy --------- x2 y 2

This is also known as product-moment formula Value of r lies between -1 and +1 r r r = - 1 means that is association in perfect and negative = + 1 means that is association in perfect and positive = 0 means no association

This is known as Pearsons Correlation Coeffcient. r2 in known as coefficient of determination

Multiple and partial correlation

Multiple correlation refers to the degree of association among three or more variables Let X1, X2 and X3 are the three variables under consideration Then X11, X12, X13, . X1n refer to the n observation relating to X1 X21, X22, X23, . X2n .X2 X31, X32, X33, . X3n.X3 X1 / n = X 1 X2 / n = X 2 and X3 / n = X 3

The coefficient of multiple correlations of X1 and X2 and X3 is given by R 1.23 = r212 + r213 - 2 r12 r13 r23 --------------------------------1 - r223

O < R1.23 < 1 r12 Then r212 R = = = = Similarly R 2.13 = r221 + r223 - 2 r21 r23 r13 --------------------------------1 - r213 0.5 0.25 r13 = 0.6 r213 = 0.36 r23 = 0.8 r223 = 0.64

1.23

0.25 + 0.36 - 2(0.5) (0.6) (0.8) 1 (0.64) 0.61 - 0.48 0.36 = 0.13 0.36 = 0.6

Partial Correlation
Measures the association between two variables keeping the effect of the other variable(s) constant i.e. removing the effect of all the other variables. The coefficient partial correlation between x and y keeping 2 constant is given by r 12.3 = r12 - r13 r23 -----------------------(1 - r213 )( 1- r223)

In the earlier example r12 Then So r 12.3 = 0.5 - (0.6) (0.8) -----------------------(1 - 0.36 )( 1- 0.64) r213 = = 0.5 0.36 r13 = 0.6 r223 = 0.64 r23 = 0.8

0.02 -----------------(0.64) (0.36)

0.02 = ------- = 0.04 0.48

If we have four variables X1, X2, X3 and X4 then partial correlation

r 12.34 =

r12.4 - r13.4 r23.4 -----------------------(1 - r213.4 )( 1- r223.4)

or

r12.3 - r14.3 r24.3 -----------------------(1 - r214.3 )( 1- r224.3)

Relationship between multiple and partial correlation coefficients. 1 - R21.23 1 - R21.234 = = (1- r212) (1- r213.2) (1- r212) (1- r213.2) (1- r214.23)

Rank correlation: Spearmans rank correlation (R) is used to measure

association between two variables X and Y when we use ranks rather than the precise data. If the researcher is doubtful about the reliability of data but accepts the ordering i.e. Xi > Xj and Yi < Yj, then we can use the ranks (1,2n) instead of numerical values on X and Y. The ranks have to be assigned according to size, importance etc. R 6 d2 = 1 - ------------n (n2-1) No. of observations difference between ranks of corresponding values of X and Y -1 R 1 D2 = 0 = > R = 1 X Y : : 25, 30, 15, 50, 10 12, 8, 14, 25, 11 n=5 6

Where n: d:

Ranks X Y d d2 : : : : 3 3 0 0 2 5 -3 9 4 2 2 4 1 1 0 0 5 4 1 1 d = 0 d2 = 14

R = 1 - 6 x 14 5(24)

1- 84 120

36__ = 0.3 120

Rank correlation is positive but low. Coefficient of concordance (W) It measures agreement among two or more judges about rankings of the subjects. It captures the consistency of two or more sets of ranking as well. It is also known as Kendalls coefficient of concordance. W = 12 S______ m 2 (n 3 m) Where m = no. of Judges n = no. of cases s = sum of squared deviations of total ranks Judges A J1 J2 J3 J4 Total 5 2 4 4 15 B 4 3 1 3 11 Ranks of Objects C 1 1 6 2 10 D 6 5 3 5 19 E 3 6 2 1 12 F 2 4 5 6 17

m=4

n=6 =

s = 64 0.23

W = 12 x 64 16 x 210

There is less agreement among judges about the rankings of objects.

Calculation of W : Total sum (of ranks) Average value of all the sums

= m n (n + 1) = = m (n + 1) =

84 14

Deviations from mean value d s s = = 1 d2 (1)2 + (- 3) 2+ (- 4) 2 + (5) 2 + (-2)2 + 3 2 = 64 -3 -4 5 -2 3