Question

In: Statistics and Probability

Subject                   X                          &n

Subject                   X                                Y

            1                      18                                22

            2                      13                                19

          3                      25                                35

            4                      16                                24

            5                      27                                56

            6                      16                                25

            7                      9                                30



With an alpha level of .05 and a two-tail test, what would be a significant correlation coefficient for the above scores (what is the critical value)?

Question options:

.729

.7545

.789

.6664



Solutions

Expert Solution

r Critical is the minimum value of r that would be considered significant for a given sample size and alpha level. r Critical is usually looked up on a chart but can be calculated directly with the Excel formula.

Using chart:

The critical value of the Pearson product moment correlation coefficient for the degree of freedom of n - 2 = 7 -2 = 5 and alpha = 0.05 and a two-tailed test can be looked up from the critical r table, we find the critical value to 0.7545.

Using EXCEL

I have used EXCEL Addin Real statistics to find the correlation coefficient of X and Y.

EXCEL> AddIn> Real Statistics > Data Analysis > Corr > Correlation Tests

Input Range 1: Select data of X

Input Range 2: Select data of Y

Alpha =0.05

Test Type: Pearson's

Number of Tails: 2

Ok

Correlation Coefficients
Pearson 0.7
Spearman 0.5
Kendall 0.4
Pearson's coeff (t test) Pearson's coeff (Fisher)
Alpha 0.1 Rho 0
Tails 2 Alpha 0.1
Tails 2
corr 0.7
std err 0.3 corr 0.7
t 2.3 std err 0.4
p-value 0.1 z 1.8
lower -0.1 p-value 0.1
upper 1.5 lower -0.1
upper 1

We get the Pearson's correlation coefficient, r of 0.72128 which is not significant at 5% level of significance as two-tailed p-value is 0.06733 which is more than 0.05 and with a t-statistic value of 2.32855. The critical t-value for df = n -2 = 7-2 and alpha = 0.05 is 2.570543. Also, the r value is less than the critical r -value.


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