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Correlation & Regression
Paper-II Statistics (Post-specific) · Statistics Syllabus
Useful for: SSC CGL
Overview
Correlation measures the strength and direction of a linear relationship; regression gives the line to predict one variable from another.
Key points
- Pearson’s r lies between −1 and +1.
- Spearman’s rank correlation ρ = 1 − 6Σd²/[n(n² − 1)].
- Regression coefficient b_yx = r × σy/σx; b_xy = r × σx/σy.
- r = ±√(b_yx × b_xy), with the sign of the regression coefficients.
- Both regression lines pass through the point of means (x̄, ȳ).
Explanation
- Both regression coefficients have the same sign, and their product cannot exceed 1.
- Correlation does not imply causation.
- If r = 0, the regression lines are perpendicular; if r = ±1, they coincide.
- r is unaffected by change of origin and scale (sign may change if scale is negative).
Step by step
- Identify the measure or test asked and its formula.
- Organise the data (table, totals) before computing.
- Interpret the result (sign, size, significance).
Examples
- b_yx = 0.8, b_xy = 0.45 → r = √0.36 = 0.6.
- n = 5, Σd² = 4 → ρ = 1 − 24/(5 × 24) = 0.8.
- Regression lines intersect at the means, e.g. (x̄, ȳ) = (10, 20).
Traps and advanced points
- Trap: Taking r as the average of the regression coefficients.
- Trap: Mixing b_yx and b_xy.
- Trap: Reading causation from correlation.
Quick revision
- r = √(b_yx b_xy).
- Spearman 1 − 6Σd²/n(n²−1).
- Lines meet at the means.
Practice MCQs
The correlation coefficient r always lies between
- −∞ and +∞
- 0 and 1
- −1 and +1
- 0 and 100
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Answer: (c) −1 and +1. Values at the ends show perfect correlation.
r = 0 indicates
- perfect positive correlation
- no linear correlation
- perfect negative correlation
- a strong relationship
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Answer: (b) no linear correlation. There may still be a non-linear relationship.
The product of the two regression coefficients equals
- 1
- r
- r²
- 0
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Answer: (c) r². b_yx × b_xy = r².
The two regression lines intersect at
- (0, ȳ)
- the origin
- (x̄, ȳ)
- (x̄, 0)
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Answer: (c) (x̄, ȳ). Both lines pass through the means.
Spearman's rank correlation is used when
- data are given as ranks
- data are only nominal
- there is one variable
- the sample size is infinite
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Answer: (a) data are given as ranks. It works on ranked data.
If b_yx = 0.8 and b_xy = 0.5, the correlation coefficient is
- 1.3
- 0.4
- 0.63
- 0.8
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Answer: (c) 0.63. r = √(0.8 × 0.5) = √0.4 ≈ 0.63, positive as both are positive.
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