Properties of Correlation Coefficient, Importance or Significance of Correlation


🚩Timestamps:-

00:31 Properties of Correlation Coefficient

04:08 Additional Features

09:04 Importance or Significance of Correlation

13:48 Concluding Remarks

Learning Outcomes:-

Through this module, you will gain understanding on:-

1.    PROPERTIES OF CORRELATION COEFFICIENT

2.    Importance or Significance of Correlation

PROPERTIES OF CORRELATION COEFFICIENT

(1) r has no unit. It is a pure number. It means units of measurement are not parts of r.

 (2) A negative value of r indicates an inverse relation, and if r is positive, the two variables move in the same direction.

(3) If r = 0, the two variables are uncorrelated. There is no linear relation between them. However, other types of relation may be there.

(4) If r = 1 or r = - 1, the correlation is perfect or proportionate. A high value of r indicates strong linear relationship, i.e., + 1 or -1.

(5) The value of the correlation coefficient lies between minus one and plus one, i.e., - 1 < r < + 1. If the value of r lies outside this range, it indicates error in calculation.


 

1.    The correlation coefficient remains constant in the same measurement as the two variables.

2.    The variance’s sign will always be the same as the sign of the coefficient correlations.

3.    The correlation coefficient will have a numerical value ranging from -1 to 1, also known as the real number value.

4.    The coefficient’s negative value indicates a strong and negative association. If ‘r’ continues to approach -1, the relationship is going almost towards the negative side.

5.    A correlation coefficient is a pure number that is unaffected by the units. When we add the same number to all the values of a variable, it has no effect.

6.    All the variables can be multiplied by a single positive value. The correlation coefficient is unaffected by this. Because ‘r’ is a scale-invariant, as previously stated, it is unaffected by any unit.

7.    Correlation is used to measure association, but it does not imply causation. This means that if two variables are correlated, the third variable may have an impact on them.

8.    When ‘r’ reaches the side of + 1, it indicates a strong and positive relationship. We can conclude that if the correlation result is +1, the relationship is in a positive state.

9.    When the coefficient of correlation approaches 0, it indicates a weak correlation. We can determine that the association is weak when ‘r’ is close to zero.

10. The correlation coefficient is risky because we don’t know whether the participants are telling the truth or not.

11. When the two variables are swapped, the coefficient of correlation remains unchanged.

Importance or Significance of Correlation

 (1) Formation of Laws and Concepts: The study of correlation shows the direction and degree of relationship between the variables. This has helped the formation of various laws and concepts in economic theory, such as, the law of demand and the concept of elasticity of demand.

 (2) Cause and Effect Relationship: Correlation coefficient sometimes suggests cause and effect relationship between different variables. This helps in understanding why certain variables behave the way they behave.

(3) Business Decisions: Correlation analysis facilitates business decisions because the trend path of one variable may suggest the expected changes in the other. Accordingly, the businessman may plan his business decisions for the future.

(4) Policy Formulation: Correlation analysis also helps policy formulation. If the Government finds a negative correlation between tax rate and tax collection, it should pursue the policy of low tax rate. Because, low tax rate would lead to high tax collection.

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Properties of Correlation Coefficient, Importance or Significance of Correlation | Correlation | 11th Commerce | by @statomics11comm

 

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Ch 12 - Correlation

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