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HELM   (Helping   Engineers   Learn   Mathematics)   materials   were   the   outcome   of   a   three-­‐year   curriculum  
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HELM  Workbooks  List  

1   Basic  Algebra   26   Functions  of  a  Complex  Variable  
2   Basic  Functions   27   Multiple  Integration  
3   Equations,  Inequalities  &  Partial  Fractions   28   Differential  Vector  Calculus  
4   Trigonometry   29   Integral  Vector  Calculus  
5   Functions  and  Modelling   30   Introduction  to  Numerical  Methods  
6   Exponential  and  Logarithmic  Functions   31   Numerical  Methods  of  Approximation  
7   Matrices   32   Numerical  Initial  Value  Problems  
8   Matrix  Solution  of  Equations   33   Numerical  Boundary  Value  Problems  
9   Vectors   34   Modelling  Motion  
10   Complex  Numbers   35   Sets  and  Probability  
11   Differentiation   36   Descriptive  Statistics  
12   Applications  of  Differentiation   37   Discrete  Probability  Distributions  
13   Integration   38   Continuous  Probability  Distributions  
14   Applications  of  Integration  1   39   The  Normal  Distribution  
15   Applications  of  Integration  2   40   Sampling  Distributions  and  Estimation  
16   Sequences  and  Series   41   Hypothesis  Testing  
17   Conics  and  Polar  Coordinates   42   Goodness  of  Fit  and  Contingency  Tables  
18   Functions  of  Several  Variables   43   Regression  and  Correlation  
19   Differential  Equations   44   Analysis  of  Variance  
20   Laplace  Transforms   45   Non-­‐parametric  Statistics  
21   z-­‐Transforms   46   Reliability  and  Quality  Control  
22   Eigenvalues  and  Eigenvectors   47   Mathematics  and  Physics  Miscellany  
23   Fourier  Series   48   Engineering  Case  Study  
24   Fourier  Transforms   49   Student’s  Guide  
25   Partial  Differential  Equations   50   Tutor’s  Guide  
 
©  Copyright    Loughborough  University,  2015
 
 
 
Production  of  this  2015  edition,  containing  corrections  and  minor  
revisions  of  the  2008  edition,  was  funded  by  the  sigma  Network.    

 
 
 
Contents 43
Regression and
Correlation
43.1 Regression 2
43.2 Correlation 17

Learning outcomes
You will learn how to explore relationships between variables and how to measure the
strength of such relationships. You should note from the outset that simply establishing
a relationship is not enough. You may establish, for example, a relationship between the
number of hours a person works in a week and their hat size. Should you conclude that
working hard causes your head to enlarge? Clearly not, any relationship existing here is
not causal!
  

Regression 43.1 

Introduction
Problems in engineering often involve the exploration of the relationship(s) between two or more
variables. The technique of regression analysis is very useful and well-used in this situation. This
Section will look at the basics of regression analysis and should enable you to apply regression
techniques to the study of relationships between variables. Just because a relationship exists between
two variables does not necessarily imply that the relationship is causal. You might find, for example
that there is a relationship between the hours a person spends watching TV and the incidence of
lung cancer. This does not necessarily imply that watching TV causes lung cancer.
Assuming that a causal relationship does exist, we can measure the strength of the relationship
by means of a correlation coefficient discussed in the next Section. As you might expect, tests of
significance exist which allow us to interpret the meaning of a calculated correlation coefficient.

' $
• have knowledge of Descriptive Statistics
( 36)

• be able to find the expectation and variance

of sums of variables ( 39.3)
Prerequisites
Before starting this Section you should . . . • understand the terms independent and
dependent variables

• understand the terms biased and unbiased

estimators
&
# %
• define the terms regression analysis and
regression line
Learning Outcomes
On completion you should be able to . . . • use the method of least squares for finding a
line of best fit
" !

2 HELM (2015):
Workbook 43: Regression and Correlation
 ®

1. Regression
As we have already noted, relationship(s) between variables are of interest to engineers who may
wish to determine the degree of association existing between independent and dependent variables.
Knowing this often helps engineers to make predictions and, on this basis, to forecast and plan.
Essentially, regression analysis provides a sound knowledge base from which accurate estimates of
the values of a dependent variable may be made once the values of related independent variables are
known.
It is worth noting that in practice the choice of independent variable(s) may be made by the engineer
on the basis of experience and/or prior knowledge since this may indicate to the engineer which
independent variables are likely to have a substantial influence on the dependent variable. In summary,
we may state that the principle objectives of regression analysis are:

(a) to enable accurate estimates of the values of a dependent variable to be made from known
values of a set of independent variables;
(b) to enable estimates of errors resulting from the use of a regression line as a basis of
prediction.

Note that if a regression line is represented as y = f (x) where x is the independent variable, then
the actual function used (linear, quadratic, higher degree polynomial etc.) may be obtained via the
use of a theoretical analysis or perhaps a scatter diagram (see below) of some real data. Note that
a regression line represented as y = f (x) is called a regression line of y on x .

Scatter diagrams
A useful first step in establishing the degree of association between two variables is the plotting of a
scatter diagram. Examples of pairs of measurements which an engineer might plot are:

(a) volume and pressure;

(b) acceleration and tyre wear;
(c) current and magnetic field;
(d) torsion strength of an alloy and purity.

If there exists a relationship between measured variables, it can take many forms. Even though an
outline introduction to non-linear regression is given at the end of this Workbook, we shall focus on
the linear relationship only.
In order to produce a good scatter diagram you should follow the steps given below:

1. Give the diagram a clear title and indicate exactly what information is being displayed;

2. Choose and clearly mark the axes;

3. Choose carefully and clearly mark the scales on the axes;

4. Indicate the source of the data.

HELM (2015): 3
Section 43.1: Regression
Examples of scatter diagrams are shown below.

+ +
+
+++ +
+ +
+ + +
+ +
+ + + ++ + +
+ +
+ +
+ + +
+ + +
+ ++
Figure 1 Figure 2 Figure 3

Figure 1 shows an association which follows a curve, possibly exponential, quadratic or cubic;
Figure 2 shows a reasonable degree of linear association where the points of the scatter diagram
lie in an area surrounding a straight line;
Figure 3 represents a randomly placed set of points and no linear association is present between
the variables.

Note that in Figure 2, the word ‘reasonable’ is not defined and that while points ‘close’ to the
indicated straight line may be explained by random variation, those ‘far away’ may be due to assignable
variation.
The rest of this Section will deal with linear association only although it is worth noting that techniques
do exist for transforming many non-linear relationships into linear ones. We shall investigate linear
association in two ways, firstly by using educated guess work to obtain a regression line ‘by eye’ and
secondly by using the well-known technique called the method of least squares.

Regression lines by eye

Note that at a very simple level, we may look at the data and, using an ‘educated guess’, draw
a line of regression ‘by eye’ through a set of points. However, finding a regression line by eye is
unsatisfactory as a general statistical method since it involves guess-work in drawing the line with
the associated errors in any results obtained. The guess-work can be removed by the method of least
squares in which the equation of a regression line is calculated using data. Essentially, we calculate
the equation of the regression line by minimising the sum of the squared vertical distances between
the data points and the line.

4 HELM (2015):
Workbook 43: Regression and Correlation
 ®

The method of least squares - an elementary view

We assume that an experiment has been performed which has resulted in n pairs of values, say
(x1 , y1 ), (x2 , y2 ), · · · , (xn , yn ) and that these results have been checked for approximate linearity on
the scatter diagram given below.

Pn (xn , yn )
y

y = a + bx
P1 (x1 , y1 )
Qn

Q2

Q1
P2 (x2 , y2 )

O x

Figure 4
The vertical distances of each point from the line y = a + bx are easily calculated as
y1 − a − bx1 , y2 − a − bx2 , y3 − a − bx3 ··· yn − a − bx4
These distances are squared to guarantee that they are positive and calculus is used to minimise the
sum of the squared distances. Effectively we are minimizing the sum of a two-variable expression
and need to use partial differentiation. If you wish to follow this up and look in more detail at
the technique, any good book (engineering or mathematics) containing sections on multi-variable
calculus should suffice. We will not look at the details of the calculations here but simply note that
the process results in two equations in the two unknowns m and c being formed. These equations
are:
X X X
xy − a x−b x2 = 0 (i)
and
X X
y − na − b x=0 (ii)

The second of these equations (ii) immediately gives a useful result. Rearranging the equation we
get
P P
y x
−a−b = 0 or, put more simply ȳ = a + bx̄
n n
where (x̄, ȳ) is the mean of the array of data points (x1 , y1 ), (x2 , y2 ), · · · , (xn , yn ).
This shows that the mean of the array always lies on the regression line. Since the mean is easily
calculated, the result forms a useful check for a plotted regression line. Ensure that any regression
line you draw passes through the mean of the array of data points.
Eliminating a from the equations gives a formula for the gradient b of the regression line, this is:

HELM (2015): 5
Section 43.1: Regression
 P P P
xy x y
− Sxy
b = Pn 2 nP n 2 often written as b=
x x Sx2
−
n n
The quantity Sx2 is, of course, the variance of the x-values. The quantity Sxy is known as the
covariance (of x and y) and will appear again later in this Workbook when we measure the degree
of linear association between two variables.
Knowing the value of b enables us to obtain the value of a from the equation ȳ = a + bx̄

Key Point 1
Least Squares Regression - y on x
The least squares regression line of y on x has the equation y = a + bx, where
P P P
xy x y
−
b = Pn 2 nP n 2 and a is given by the equation a = ȳ − bx̄
x x
−
n n

It should be noted that the coefficients b and a obtained here will give us the regression line of y on
x. This line is used to predict y values given x values. If we need to predict the values of x from
given values of y we need the regression line of x on y. The two lines are not the same except in the
(very) special case where all of the points lie exactly on a straight line. It is worth noting however,
that the two lines cross at the point (x̄, ȳ). It can be shown that the regression line of x on y is
given by Key Point 2:

Key Point 2
Least Squares Regression - x on y
The regression line of x on y is
x = a0 + b 0 y
where
P P P
xy x y
−
b0 = Pn 2 nP  n and a0 = x̄ − b0 ȳ
2
y y
−
n n

6 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Example 1
A warehouse manager of a company dealing in large quantities of steel cable needs
to be able to estimate how much cable is left on his partially used drums. A
random sample of twelve partially used drums is taken and each drum is weighed
and the corresponding length of cable measured. The results are given in the table
below:
Weight of drum and cable (x) kg. Measured length of cable (y) m.
30 70
40 90
40 100
50 120
50 130
50 150
60 160
70 190
70 200
80 200
80 220
80 230
Find the least squares regression line in the form y = mx + c and use it to predict
the lengths of cable left on drums whose weights are:
(i) 35 kg (ii) 85 kg (iii) 100 kg
In the latter case state any assumptions which you make in order to find the length
of cable left on the drum.

Solution
P P 2 P P
Excel calculations give x = 700, x = 44200, y = 1860 xy = 118600 so that
the formulae
P P P
xy x y
−
b = Pn 2 P n n 2 and a = ȳ − bx̄
x x
−
n n
give a = −20 and b = 3. Our regression line is y = −20 + 3x, so y = 3x − 20.
Hence, the required predicted values are:
y35 = 3 × 35 − 20 = 85 y85 = 3 × 85 − 20 = 235 y100 = 3 × 100 − 20 = 280
all results being in metres.
To obtain the last result we have assumed that the linearity of the relationship continues beyond
the range of values actually taken.

HELM (2015): 7
Section 43.1: Regression
 Task
An article in the Journal of Sound and Vibration 1991 (151) explored a possible
relationship between hypertension (defined as blood pressure rise in mm of mer-
cury) and exposure to noise levels (measured in decibels). Some data given is as
follows:
Noise Level (x) Blood pressure rise (y) Noise Level (x) Blood pressure rise (y)
60 1 85 5
63 0 89 4
65 1 90 6
70 2 90 8
70 5 90 4
70 1 90 5
80 4 94 7
90 6 100 9
80 2 100 7
80 3 100 6

(a) Draw a scatter diagram of the data.

(b) Comment on whether a linear model is appropriate for the data.
(c) Calculate a line of best fit of y on x for the data given.
(d) Use your regression line predict the expected rise in blood pressure for
a exposure to a noise level of 97 decibels.

Your solution

8 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Answer
(a) Entering the data into Microsoft Excel and plotting gives
Blood Pressure increase versus recorded sound level

Blood Pressure rise (mm Mercury) 9

8
7
6
5
4
3
2
1
0
50 60 70 80 90 100
Sound Level (Db)

(b) A linear model is appropriate.

P P 2 P P
(c) Excel calculations give x = 1656, x = 140176, y = 86, xy = 7654
so that b = 0.1743 and a = −10.1315. Our regression line is y = 0.1743x − 10.1315.
(d) The predicted value is: y97 = 0.1743 × 97 − 10.1315 = 6.78 mm mercury.

The method of least squares - a modelling view

We take the dependent variable Y to be a random variable whose value, for a fixed value of x depends
on the value of x and a random error component say e and we write
Y = α + βx + e
Adopting the notation of conditional probability, we are looking for the expected value of Y for a
given value of x. The expected value of Y for a given value of x is denoted by
E(Y |x) = E(α + βx + e) = E(α + βx) + E(e)
The variance of Y for a given value of x is given by the relationship
V(Y |x) = V(α + βx + e) = V(α + βx) + V(e), assuming independence.
If µY |x represents the true mean value of Y for a given value of x then
µY |x = α + βx, assuming a linear relationship holds,
is a straight line of mean values. If we now assume that the errors e are distributed with mean 0 and
variance σ 2 we may write
E(Y |x) = E(α + βx) + E(e) = α + βx since E(e) = 0.
and

HELM (2015): 9
Section 43.1: Regression
 V(Y |x) = V(α + βx) + V(e) = σ 2 since V(α + βx) = 0.
This implies that for each value of x, Y is distributed with mean α + βx and variance σ 2 . Hence
when the variance is small the observed values of Y will be close to the regression line and when the
variance is large, at least some of the observed values of Y may not be close to the line. Note that
the assumption that the errors e are distributed with mean 0 may be made without loss of generality.
If the errors had any other mean, we could subtract it and then add the mean to the value of c. The
ideas are illustrated in the following diagram.

E (y|x) = α + βx
ei

yi

O x1 x2 x3 xi x

Figure 5
The regression line is shown passing through the means of the distributions for the individual values
of x. The value of y corresponding to the x-value xi can be represented by the equation
yi = α + βxi + ei
where ei is the error of the observed value of y, that is the difference from its expected value, namely
E(Y |xi ) = µy|xi = α + βxi
Now, if we estimate α and β with a and b, the residual, or estimated error, becomes
êi = yi − a − bxi
so that the sum of the squares of the residuals is given by
X X
S= ê2i = (yi − a − bxi )2
and we may minimize the quantity S by using the method of least squares as before. The mathe-
matical details are omitted as before and the equations obtained for b and a are as before, namely
P P P
xy x y
−
b = Pn 2 nP n 2 and a = ȳ − bx̄.
x x
−
n n
Note that since the error ei in the ith observation essentially describes
P 2 the error in the fit of the
model to the ith observation, the sum of the squares of the errors ei will now be used to allow us
to comment on the adequacy of fit of a linear model to a given data set.

10 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Adequacy of fit
We now know that the variance V(Y |x) = σ 2 is the key to describing the adequacy of fit of our
simple linear model. In general, the smaller the variance, the better the fit although you should note
that it is wise to distinguish between ‘poor fit’ and a large error variance. Poor fit may suggest, for
example, that the relationship is not in fact linear and that a fundamental assumption made has been
violated. A large value of σ 2 does not necessarily mean that a linear model is a poor fit.
It can be shown that the sum of the squares of the errors say SSE can be used to give an unbiased
estimator σ̂ 2 of σ 2 via the formula
SSE
σ̂ 2 =
n−p
where p is the number of independent variables used in the regression equation. In the case of simple
linear regression p = 2 since we are using just x and c and the estimator becomes:
SSE
σ̂ 2 =
n−2
The quantity SSE is usually used explicitly in formulae whose purpose is to determine the adequacy
of a linear model to explain the variability found in data. Two ways in which the adequacy of a
regression model may be judged are given by the so-called Coefficient of Determination and the
Adjusted Coefficient of Determination.

The coefficient of determination

Denoted by R2 , the Coefficient of Determination is defined by the formula
SSE
R2 = 1 −
SST
where SSP E is the sum ofP the squares of the errors and SST is the sum of the squares of the totals
2
given by (yi − ŷi ) = yi2 − nȳ 2 . The value of R2 is sometimes described as representing the
amount of variability explained or accounted for by a regression model. For example, if after a
particular calculation it was found that R2 = 0.884, we could say that the model accounts for about
88% of the variability found in the data. However, deductions made on the basis of the value of
R2 should be treated cautiously, the reasons for this are embedded in the following properties of the
statistic. It can be shown that:

(a) 0 ≤ R2 ≤ 1
(b) a large value of R2 does not necessarily imply that a model is a good fit;
(c) adding a regressor variable (simple regression becomes multiple regression) always in-
creases the value of R2 . This is one reason why a large value of R2 does not necessarily
imply a good model;
(d) models giving large values of R2 can be poor predictors of new values if the fitted model
does not apply at the appropriate x-value.

Finally, it is worth noting that to check the fit of a linear model properly, one should look at plots of
residual values. In some cases, tests of goodness-of-fit are available although this topic is not covered
in this Workbook.

HELM (2015): 11
Section 43.1: Regression
The adjusted coefficient of determination
2
Denoted (often) by Radj , the Adjusted Coefficient of Determination is defined as

2 SSE /(n − p)
Radj =1−
SST /(n − 1)
where p is the number of variables in the regression equation. For the simple linear model, p = 2
since we have two unknown parameters in the regression equation, the intercept c and the coefficient
m of x. It can be shown that:

2
(a) Radj is a better indicator of the adequacy of predictive power than R2 since it takes into
account the number of regressor variables used in the model;
2
(b) Radj does not necessarily increase when a new regressor variable is added.

Both coefficients claim to measure the adequacy of the predictive power of a regression model and
their values indicate the proportion of variability explained by the model. For example a value of

R2 or 2
Radj = 0.9751

may be interpreted as indicating that a model explains 97.51% of the variability it describes. For
example, the drum and cable example considered previously gives the results outlined below with

R2 = 96.2 and 2
Radj = 0.958
2
In general, Radj is (perhaps) more useful than R2 for comparing alternative models. In the context
of a simple linear model, R2 is easier to interpret. In the drum and cable example we would claim
that the linear model explains some 96.2% of the variation it describes.

Drum & Cable x2 Cable Length y2 xy Predicted Error

(x) (y) Values Squares
30 900 70 4900 2100 70 0.00
40 1600 90 8100 3600 100 100.00
40 1600 100 10000 4000 100 0.00
50 2500 120 14400 6000 130 100.00
50 2500 130 16900 6500 130 0.00
50 2500 150 22500 7500 130 400.00
60 3600 160 25600 9600 160 0.00
70 4900 190 36100 1330 190 0.00
70 4900 200 40000 14000 190 100.00
80 6400 200 40000 16000 220 400.00
80 6400 220 48400 17600 220 0.00
80 6400 230 52900 18400 220 100.00
Sum of x Sum of x2 Sum of y Sum of y 2 Sum of xy SSE =
= 700 = 44200 = 1860 = 319800 = 118600 1200.00

b=3 a = −20 SST = R2 = 2

Radj =
31500 0.962 0.958

12 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Task
Use the drum and cable data given in Example 1 (page 7) and set up a spreadsheet
to verify the values of the Coefficient of Determination and the Adjusted Coefficient
of Determination calculated on page 12.

Your solution

Answer
As per the table on page 12 giving R2 = 0.962 and Radj
2
= 0.958.

Significance testing for regression

Note that the results in this Section apply to the simple linear model only. Some additions are
necessary before the results can be generalized.
The discussions so far pre-suppose that a linear model adequately describes the relationship between
the variables. We can use a significance test involving the distribution to decide whether or not y is
linearly dependent on x. We set up the following hypotheses:
H0 : β = 0 and H1 : β 6= 0

Key Point 3
Significance Test for Regression
The test statistic is
SSR
Ftest =
SSE /(n − 2)
where SSR = SST − SSE and rejection at the 5% level of significance occurs if
Ftest > f0.05,1,n−2

Note that we have one degree of freedom since we are testing only one parameter (m) and that n
denotes the number of pairs of (x, y) values. A set of tables giving the 5% values of the F -distribution
is given at the end of this Workbook (Table 1).

HELM (2015): 13
Section 43.1: Regression
 Example 2
Test to determine whether a simple linear model is appropriate for the data previ-
ously given in the drum and cable example above.

Solution
We know that
SST = SSR + SSE
( y)2
X P
2
where SST = y − is the total sum of squares (of y) so that (from the spreadsheet
n
above) we have:
SSR = 31500 − 1200 = 30300
Hence
SSR 30300
Ftest = = = 252.5
SSE /(n − 2) 1200/(12 − 2)
From Table 1, the critical value is f0.05,1,10 = 241.9.
Hence, since Ftest > f0.05,1,10 , we reject the null hypothesis and conclude that β 6= 0.

Regression curves
The Section should be regarded as introductory only. The reason for including non-linear regression
is to demonstrate how the method of least squares can be extended to deal with cases where the
relationship between variables is, for example, quadratic or exponential.
A regression curve is defined to be the curve passing through the expected value of Y for a set of
given values of x. The idea is illustrated by the following diagram.

f (y)
Regression curve of y on x

y Distribution of y for given x

0 x1 x2 x3 xn x

Figure 6

14 HELM (2015):
Workbook 43: Regression and Correlation
 ®

We will look at the quadratic and exponential cases in a little detail.

The quadratic case

We are looking for a functional relation of the form
y = α + βx + γx2
and so, using the method of least squares, we require the values of a, b and c which minimize the
expression
n
X
f (a, b, c) = (yr − a − bxr − cx2r )2
r=1

Note here that the regression described by the form

y = α + βx + γx2
is actually a linear regression since the expression is linear in α, β and γ.
Omitting the subscripts and using partial differentiation gives
∂f X
= −2 (y − a − bx − cx2 )
∂a
∂f X
= −2 x(y − a − bx − cx2 )
∂b
∂f X
= −2 x2 (y − a − bx − cx2 )
∂c
At a minimum we require
∂f ∂f ∂f
= = =0
∂a ∂b ∂c
which results in the three linear equations
X X X
y − na − b x−c x2 = 0
X X X X
xy − a x−b x2 − c x3 = 0
X X X X
x2 y − a x2 − b x3 − c x4 = 0
which can be solved to give the values of a, b and c.

The exponential case

We use the same technique to look for a functional relation of the form
y = αeβx
As before, using the method of least squares, we require the values of a and b which minimize the
expression
n
X
f (a, b) = (yr − aebxr )2
r=1

Again omitting the subscripts and using partial differentiation gives

HELM (2015): 15
Section 43.1: Regression
 ∂f X
= −2 ebx (y − aebx )
∂a
∂f X
= −2 axebx (y − aebx )
∂b
At a minimum we require
∂f ∂f
= =0
∂a ∂b
which results in the two non-linear equations
X X
yebx − a e2bx = 0
X X
xyebx − a xe2bx
which can be solved by iterative methods to give the values of a and b.
Note that it is possible to combine (for example) linear and exponential regression to obtain a
regression equation of the form
y = (α + βx)eγx
The method of least squares may then be used to find estimates a, b, c of α, β, γ.

16 HELM (2015):
Workbook 43: Regression and Correlation
 ®

 

Correlation 43.2 

Introduction
While medical researchers might be interested in knowing the answers to questions such as ‘Is age
related to blood pressure?’ engineers might be interested in knowing the answers to questions such
as ‘Is the shear strength of a weld related to its diameter?’ or ‘Is the rate of wear of a petrol engine
related to its operating temperature?’ As you already know (from reading the introduction to Section
43.1 concerning the topic of regression), statisticians measure the strength of a relationship between
two variables by using a quantity called the correlation coefficient. As you might expect, tests exist
which allow us to interpret the meaning of a calculated correlation coefficient.

' $
• have knowledge of Descriptive Statistics as
presented in 36

Prerequisites • have knowledge of Hypothesis Testing based

on the t-distribution as presented in 41
Before starting this Section you should . . .
• have knowledge of Regression as presented in
Section 43.1
&
' %
$
• explain what is meant by the term correlation
coefficient
Learning Outcomes
• perform a statistical test in order to interpret
On completion you should be able to . . . the possible meaning of a correlation
coefficient
& %

HELM (2015): 17
Section 43.2: Correlation
1. Correlation
So far we have assumed that we have a random variable Y related to an independent variable x
which can be measured with some accuracy. In the equation below, the dependent variable Y is a
random variable whose value, for a fixed value of x depends on a random error component say e and
we have
Y = mx + c + e
In some situations, both X and Y are random variables and you should note that we can still use a
regression line of y on x if we are required to predict values of y from observations made on x. In this
case the variables x and y play different roles. In correlation, the two variables are interchangeable.
Examples involving two random variables often quoted are the shear strength (y) and diameter of
spot welds (x) (neither can be precisely controlled) and the bending moment (y) and shear (x) at
the fixed point of a beam as illustrated below

Shear

Weight Load on
Moment of Beam Beam

Figure 7
Again, neither variable (shear or moment) can be precisely controlled, each is a random variable. In
cases such as these, we turn to the correlation coefficient (sometimes called Pearson’s coefficient of
correlation or simply Pearson’s r) defined as
σxy
r=
σx σy
where σxy is the covariance between X and Y and σx and σy are the standard deviations of X and
Y . We need to express this formula in terms of quantities which facilitate the easy calculation of the
correlation coefficient.

Key Point 4
Pearson’s Coefficient of Correlation, r
In terms of corresponding sample values (x, y),
P P P
n xy − x y
r=q P
n x2 − ( x)2 n y 2 − ( y)2
P
P P

18 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Further, it can also be shown that −1 ≤ r ≤ 1 and that:

(a) r = −1 represents perfect negative correlation with all (x, y) lying on a straight line with
negative gradient;
(b) r = 1 represents perfect positive correlation with all (x, y) lying on a straight line with
positive gradient;
(c) r = 0 represents the situation where either there is no linear relationship between the
variables or that any relationship existing is non-linear.

The calculation of Pearson’s r

The worked example below shows the setting out of a table which will facilitate the easy calculation
of Pearson’s r.

Example 3
Find the value of Pearson’s r for the following set of data obtained by reading
seven torque values (x) from an electric motor using current (y).
Student 1 2 3 4 5 6 7
x-Value 16 14 12 10 8 6 4
y-Value 12 8 16 14 4 10 6

Solution
The calculation is done as follows:
x y x2 y2 xy
16 12 256 144 192
14 8 196 64 112
12 16 144 256 192
10 14 100 196 140
8 4 64 16 32
6 10 36 100 60
X 4 X 6 X 16 X 36 X 24
2 2
x = 70 y = 70 x = 812 y = 812 xy = 752
Substituting in the formula we developed for r gives the result:
752 × 7 − 70 × 70
r=p = 0.46
(7 × 812 − 702 )(7 × 812 − 702 )
In practice, one would set up a spreadsheet or use a specialist statistical software package to do the
calculations.

Comment
Any value of r calculated says something about the degree of correlation present between the two
independent random variables present in the calculation. In order to give real meaning to the value
of the correlation coefficient we should test the significance of the value of r, in this case 0.46.

HELM (2015): 19
Section 43.2: Correlation
The significance of Pearson’s r
In order to test the significance of a calculated value of r we assume that both x and y are normally
distributed and set up the hypotheses:
H0 : ρ = 0 H1 : ρ 6= 0
where ρ is the ‘true’ value of the population correlation. If the assumption of normality is false the
test must not be used. We know that the value of −1 ≤ r ≤ 1 and we wish to know whether our
correlation coefficient is significantly different to zero.

Key Point 5
Significance of Pearson’s r
It can be shown that the test statistic
√
|r| n − 2
rtest = √
1 − r2
calculated from a sample of n pairs of values, follows a t-distribution with n − 2 degrees of freedom.

Note that many authors simply miss out the modulus sign and ignore the sign of r should it be
negative. The test statistic is then written
√
r n−2
rtest = √
1 − r2
and critical values depending on the level of significance required are read off from t-tables in the
usual way. A copy of t-distribution tables is included at the end of this Workbook (Table 2).

Example 4
Test the significance of the value of r obtained from Example 3 concerning electric
motor torque values. Use the 5% level of significance.

Solution
The sample size is 7 so we have 5 degrees of freedom. The value of rtest is given by
√ √
r n−2 0.46 × 7 − 2
rtest = √ = √ = 1.158
1 − r2 1 − 0.462
From Table 2, the critical value for a two-sided test at the 5% level of significance is 2.571. In
this case, since 1.158 < 2.571 we cannot reject the null hypothesis at the 5% level of significance
and conclude that for the motor under investigation, there is no evidence of a relationship between
torque produced and current used.

20 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Task
Hooke’s law relates the extension of a spring under load to its extended length.
The following results were obtained experimentally.
Load (N ) 2 5 8 11 15
Extension (mm) 2 23 62 119 223
Calculate Pearson’s r and test its significance at the 5% level. What conclusion
can you draw?

Your solution

Answer
Setting up a spreadsheet to do the calculations gives:
Load (x) Exten. (y) xy x2 y2
2 2 4 4 4
5 23 115 25 529
8 62 496 64 3844
11 119 1309 121 14161
15 223 3345 225 49729
Sum(x) = Sum(y) = Sum(xy) = Sum(x2 ) = Sum(y 2 ) =
41 429 5269 439 68267
r = 0.97379629 rtest = 7.41645174
Hence, since the critical value for a two-sided t-test at the 5% level read off from tables is 3.182 we
see that since 7.416 > 3.182 we can reject the null hypothesis at the 5% level and conclude that
the correlation coefficient is significantly different from zero.

HELM (2015): 21
Section 43.2: Correlation
Comments on interpretation
Some care should always be taken when interpreting results obtained from correlation coefficient
calculations.

(a) A high correlation does not necessarily imply that a causal relationship exists between
the variables considered. For example, it may be that a high degree of correlation exists
between the number of road accidents in a particular city and the number of late trains
arriving at a station in another city both over the same time period. In general one would
not expect to find a causal relation between the variables involved. Similar comments
apply to, for example, water hardness and average income for towns in the UK.
(b) When considering the behaviour of two variables, one should realize that it is possible
that both variables may change because of the influence of a third variable. An example
often quoted in this context is the Gas law
PV
= constant
T
where say, pressure and volume may change because of a change in temperature.
(c) A low value of the correlation coefficient does not necessarily imply that no relationship
exists between the variables being considered. Remember that the correlation coefficient
is indicative of a linear relationship only and that a low or zero value of r may indicate
that a non-linear relationship exists. For example a set of points lying on the curve y = x2
might (see the Tasks below) result in a zero value of r.

Task
Write down five (x, y) points (symmetrical about zero) lying on the parabola
y = x2 . Show that the correlation coefficient between x and y is zero.

Your solution
x y xy x2 y2

Sum(x) = Sum(y) = Sum(xy) = Sum(x2 ) = Sum(y 2 ) =

22 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Answer
Let the five points be (for example) (−2, 4), (−1, 1), (0, 0), (1, 1), (2, 4)
x y xy x2 y2
-2 4 -8 4 16
-1 1 -1 1 1
0 0 0 0 0
1 1 1 1 1
2 4 8 4 16
Sum(x) = Sum(y) = Sum(xy) = Sum(x2 ) = Sum(y 2 ) =
0 10 0 10 34
The value of r is given by
P P P
n xy − x y 5 × 0 − 0 × 10
r=q P =p =0
2
P 2
P 2
P 2
(5 × 10 − 02 )(5 × 34 − 102 )
n x − ( x) n y − ( y)

Task
Write down five (x, y) points (all involving positive values of x and y) lying on
the parabola y = x2 . Show that the correlation coefficient between x and y is
non-zero.

Your solution
x y xy x2 y2

Sum(x) = Sum(y) = Sum(xy) = Sum(x2 ) = Sum(y 2 ) =

HELM (2015): 23
Section 43.2: Correlation
 Answer
Let the five points be (for example) (0, 0), (1, 1), (2, 4), (3, 9), (4, 16),
x y xy x2 y2
0 0 0 0 0
1 1 1 1 1
2 4 8 4 16
3 9 27 9 81
4 16 64 16 256
Sum(x) = Sum(y) = Sum(xy) = Sum(x2 ) = Sum(y 2 ) =
10 30 100 30 354
P P P
n xy − x y 5 × 100 − 10 × 30
r=q P = p = 0.959
n x2 − ( x)2 n y 2 − ( y)2
P
P P
(5 × 30 − 102 )(5 × 354 − 302 )

Spearman’s coefficient of correlation

There are times when data cannot be expressed in terms of numbers directly. For example, an audio
engineer might be asked to give an opinion on the quality of sound produced by three sets of speakers.
The results will represent a judgement made by the engineer. The engineer could adopt a set of
criteria including, for example, the clarity of the treble, the power of the base and the ability of the
speakers to distinguish between instruments. Suppose the results are as follows:
Test Item Rating Rank Order
Speaker Pair B 9/10 1
Speaker Pair A 8/10 2
Speaker Pair C 5/10 3
Note that the results are not numeric in an arithmetic sense so you cannot do meaningful arithmetic
using the results. In order to see this, just ask what a calculation based on the ranks such as
1 + 22
3
would actually mean. The answer is, of course, nothing!
During your career as an engineer you may be asked to rank data in a similar way to that outlined
above. You may be asked to assess the work of colleagues for promotion purposes or give an opinion
on the visual appeal of alternative designs of manufactured objects such as mobile telephones, food
containers or television sets.
Assigning numbers to data in order of size (often called ranking methods) can also be useful if one
does not wish to make assumptions about the nature of the distributions underlying the data. (For
example whenever at least one of the distributions describing the behaviour of the variables may not
be normal.) In order to check the level of correlation between results obtained by ranking data we
calculate Spearman’s coefficient of correlation.

24 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Key Point 6
Spearman’s CoefficientPof Correlation, R
6 D2
R=1−
n(n2 − 1)
where D = RX − Ry is the difference of the rank RX of an item according to variable X and rank
RY of the item according to variable Y .

The formula indicates that the differences of each pair of ranked values are to be found, squared
and summed. It is worth noting that even though it is not obvious, Spearman’s coefficient is just
Pearson’s coefficient applied to ranks.

The calculation of Spearman’s R

The following worked example illustrates the procedure.

Example 5
A production engineer is asked to grade, on the basis of 12 criteria A to L, a
junior colleague who has applied for promotion. In order to try to ensure that he
treats the colleague fairly, the engineer repeats his gradings after a few days. On
the basis of the results below, can you conclude that the results are consistent?
The gradings are percentages.
Criterion First Grading(X) RX Second Grading(Y ) RY
A 55 8 75 7
B 53 9 80 6
C 78 3 89 4
D 50 10 63 11
E 48 11 67 10
F 61 7 69 9
G 66 6 73 8
H 76 4 93 2
I 85 2 87 5
J 90 1 95 1
K 69 5 92 3
L 45 12 59 12

HELM (2015): 25
Section 43.2: Correlation
 Solution
The calculation may be set out as follows:
Criterion RX RY D = RX − RY D2
A 8 7 1 1
B 9 6 3 9
C 3 4 −1 1
D 10 11 −1 1
E 11 10 1 1
F 7 9 −2 4
G 6 8 −2 4
H 4 2 2 4
I 2 5 −3 9
J 1 1 0 0
K 5 3 2 4
L 12 12 0 X 0
D2 = 38
Substituting in the formula for R gives the value
6 × 38
R=1− = 0.87
12 × 143

Note that we have not made any attempt to interpret the meaning of this figure of 0.87. Methods
for doing this are discussed below.

The significance of spearman’s R

Like Pearson’s r the value of R may be shown to lie in the range −1 ≤ R ≤ 1 and in order to test
the significance of a calculated value of R we set up the hypotheses
H0 : ρ = 0 H1 : ρ 6= 0

Key Point 7
Significance of Spearman’s R
We wish to know whether our correlation coefficient is significantly different to zero. It can be
shown that for large samples, the test statistic
√
R n−2
Rtest = √
1 − R2
calculated from a sample of n pairs of values, follows a t-distribution with n − 2 degrees of freedom.

26 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Critical values depending on the level of significance required are read from t-tables. When dealing
with Spearman’s coefficient of correlation, the size of the sample is important. Different authors
recommend different minimum sample sizes, a common recommendation being a minimum of n = 10.
Even though they are not used here, you should note that tables are available which allow us to read
critical values corresponding to small sample sizes.

Example 6
A production engineer is asked to grade, on the basis of 12 criteria (say) A to L
a junior colleague who has applied for promotion. He repeats his gradings after a
few days. The results (calculated in Example 5) gave a value of R = 0.87. Test
at the 5% level to determine whether the results are consistent.

Solution
The calculation is:
√ √
R n−2 0.87 × 12 − 2
Rtest = √ = √ = 5.580
1 − R2 1 − 0.872
The 5% critical value for a two sided test read from tables is 2.228 and since 5.580 > 2.228 we
conclude that we must reject the null hypothesis that the correlation coefficient is zero.

Task
As a result of two tests given to 10 students studying laboratory safety, the students
were placed in the following class order.
Student Test 1 Test 2
A 2 3
B 4 5
C 3 7
D 5 9
E 1 10
F 6 2
G 8 6
H 7 8
I 9 4
J 10 1
Use Spearman’s R to discuss the consistency of their performances. Can you
make any meaningful comment regarding the two tests as a means of assessing
laboratory safety?

HELM (2015): 27
Section 43.2: Correlation
Your solution

28 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Answer
Setting up the hypotheses
H0 : R = 0 H1 : R 6= 0
and doing the appropriate calculations using a spreadsheet gives:
Test 1 Test 2 D D2
2 3 −1 1
4 5 −1 1
3 7 −4 16
5 9 −4 16
1 10 −9 81
6 2 4 16
8 6 2 4
7 8 −1 1
9 4 5 25
10 1 9 81
sum = 242
R = −0.4666667 Rtest = 1.49240501
From t-tables it may be seen that the critical value (8 degrees of freedom) at the 5% level of
significance is 2.306. Since 1.492 < 2.306 we cannot reject the null hypothesis that there is no
correlation between the results. This implies that the performances of the students on the tests may
not be related and we should question at least one of the tests as a means of assessing laboratory
safety. One could, of course, question the usefulness of both tests!

Task
As part of an educational research project, twelve engineering students were given
an intelligence test (IQ score) at the start of their first year course. At the end of
the first year their results in engineering science (ES score) were noted down on
the expectation that they would correlate with the results of the intelligence test.
The results were as follows:
Student 1 2 3 4 5 6 7 8 9 10 11 12
IQ Score 135 120 125 135 125 140 135 140 135 140 120 135
ES Score 85 74 76 90 85 87 94 98 81 91 76 74
Calculate Pearson’s r for these data. Can you conclude that there is a linear
relationship between IQ scores and ES scores? You may assume that the IQ scores
and the ES scores are each normally distributed.

HELM (2015): 29
Section 43.2: Correlation
Your solution

Answer
Setting up the hypotheses
H0 : R = 0 H1 : R 6= 0
and doing the appropriate calculations using a spreadsheet gives:
IQ(x) ES(y) xy x2 y2
135 85 11475 18225 7225
120 74 8880 14400 5476
125 76 9500 15625 5776
135 90 12150 18225 8100
125 85 10625 15625 7225
140 87 12180 19600 7569
135 94 12690 18225 8836
140 98 13720 19600 9604
135 81 10935 18225 6561
140 91 12740 19600 8281
120 76 9120 14400 5776
135 74 9990 18225 5476
2 2
sumx = 1585 sumy = 1011 sumxy = 134005 sumx = 209975 sumy = 85905
r = 0.696 rtest = 3.065
From t-tables it may be seen that the critical value (10 degrees of freedom) at the 5% level of
significance is 1.812. Since 3.065 > 1.812 we reject the null hypothesis that there is no linear
association between the results. This implies that the performances of the students on the ES tests
is linearly related to their IQ scores.

30 HELM (2015):
Workbook 43: Regression and Correlation
 ®

Table 1: Upper 5% points of the F distribution

5%

f0.05,u,v
Degrees of Freedom for the Numerator (u)
v 1 2 3 4 5 6 7 8 9 10 20 30 40 60 ∞
1 161.4 199.5 215.7 224.6 230.2 234.0 236.8 238.9 240.5 241.9 248.0 250.1 251.1 252.2 254.3
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.45 19.46 19.47 19.48 19.50
3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.66 8.62 8.59 8.55 8.53
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.80 5.75 5.72 5.69 5.63
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.56 4.53 4.46 4.43 4.36
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 3.87 3.81 3.77 3.74 3.67
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.44 3.38 3.34 3.30 3.23
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.15 3.08 3.04 3.01 2.93
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 2.94 2.86 2.83 2.79 2.71
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.77 2.70 2.66 2.62 2.54
11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.65 2.57 2.53 2.49 2.40
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.54 2.47 2.43 2.38 2.30
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67 2.46 2.38 2.34 2.30 2.21
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.39 2.31 2.27 2.22 2.13
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.33 2.25 2.20 2.16 2.07
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.28 2.19 2.15 2.11 2.01
17 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.23 2.15 2.10 2.06 1.96
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46 2.41 2.19 2.11 2.06 2.02 1.92
19 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.16 2.07 2.03 1.93 1.88
20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.12 2.04 1.99 1.95 1.84
21 4.32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37 2.32 2.10 2.01 1.96 1.92 1.81
22 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34 2.30 2.07 1.98 1.94 1.89 1.78
23 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32 2.27 2.05 1.96 1.91 1.86 1.76
24 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30 2.25 2.03 1.94 1.89 1.84 1.73
25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28 2.24 2.01 1.92 1.87 1.82 1.71
26 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22 1.99 1.90 1.85 1.80 1.69
27 4.21 3.35 2.96 2.73 2.57 2.46 2.37 2.31 2.25 2.20 1.97 1.88 1.84 1.79 1.67
28 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19 1.96 1.87 1.82 1.77 1.65
29 4.18 3.33 2.93 2.70 2.55 2.43 2.35 2.28 2.22 2.18 1.94 1.85 1.81 1.75 1.64
30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16 1.93 1.84 1.79 1.74 1.62
40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 1.84 1.74 1.69 1.64 1.51
60 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99 1.75 1.65 1.59 1.53 1.39
∞ 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88 1.83 1.57 1.46 1.39 3.32 1.00

HELM (2015): 31
Section 43.2: Correlation
Table 2: Critical points of student’s t distribution

tα,ν
α .40 .25 .10 .05 .025 .01 .005 .0025 .001 .0005
v
1 .325 1.000 3.078 6.314 12.706 31.825 63.657 127.32 318.31 636.62
2 .289 .816 1.886 2.902 4.303 6.965 9.925 14.089 23.326 31.598
3 .277 .765 1.638 2.353 3.182 4.514 5.841 7.453 10.213 12.924
4 .271 .741 1.533 2.132 2.776 3.747 4.604 5.598 7.173 8.610
5 .267 .727 1.476 2.015 2.571 3.365 4.032 4.773 5.893 6.869
6 .265 .718 1.440 1.943 2.447 3.143 3.707 4.317 5.208 5.959
7 .263 .711 1.415 1.895 2.365 2.998 3.499 4.029 4.785 5.408
8 .262 .706 1.397 1.860 2.306 2.896 3.355 3.833 4.501 5.041
9 .261 .703 1.383 1.833 2.262 2.821 3.250 3.690 4.297 4.781
10 .260 .700 1.372 1.812 2.228 2.764 3.169 3.581 4.144 4.487
11 .260 .697 1.363 1.796 2.201 2.718 3.106 3.497 4.025 4.437
12 .259 .695 1.356 1.782 2.179 2.681 3.055 3.428 3.930 4.318
13 .259 .694 1.350 1.771 2.160 2.650 3.012 3.372 3.852 4.221
14 .258 .692 1.345 1.761 2.145 2.624 2.977 3.326 3.787 4.140
15 .258 .691 1.341 1.753 2.131 2.602 2.947 3.286 3.733 4.073
16 .258 .690 1.337 1.746 2.120 2.583 2.921 3.252 3.686 4.015
17 .257 .689 1.333 1.740 2.110 2.567 2.898 3.222 3.646 3.965
18 .257 .688 1.330 1.734 2.101 2.552 2.878 3.197 3.610 3.922
19 .257 .688 1.328 1.729 2.093 2.539 2.861 3.174 3.579 3.883
20 .257 .687 1.325 1.725 2.086 2.528 2.845 3.153 3.552 3.850
21 .257 .686 1.323 1.721 2.080 2.518 2.831 3.135 3.527 3.819
22 .256 .686 1.321 1.717 2.074 2.508 2.819 3.119 3.505 3.792
23 .256 .685 1.319 1.714 2.069 2.500 2.807 3.104 3.485 3.767
24 .256 .685 1.318 1.711 2.064 2.492 2.797 3.091 3.467 3.745
25 .256 .684 1.316 1.708 2.060 2.485 2.787 3.078 3.450 3.725
26 .256 .684 1.315 1.706 2.056 2.479 2.779 3.067 3.435 3.707
27 .256 .684 1.314 1.703 2.052 2.473 2.771 3.057 3.421 3.690
28 .256 .683 1.313 1.701 2.048 2.467 2.763 3.047 3.408 3.674
29 .256 .683 1.311 1.699 2.045 2.462 2.756 3.038 3.396 3.659
30 .256 .683 1.310 1.697 2.042 2.457 2.750 3.030 3.385 3.646
40 .255 .681 1.303 1.684 2.021 2.423 2.704 2.971 3.307 3.551
60 .254 .679 1.296 1.671 2.000 2.390 2.660 2.915 3.232 3.460
120 .254 .677 1.289 1.658 1.980 2.358 2.617 2.860 3.160 3.373
∞ .253 .674 1.282 1.645 1.960 2.326 2.576 2.807 3.090 3.291

32 HELM (2015):
Workbook 43: Regression and Correlation
 Index for Workbook 43

Adjusted coefficient of determination 12 Pearson’s r 18-19

Bending moment of a beam 18 Regression

- exponential relation 15
Cable 7, 12 - linear relation 3
Coefficient of determination 11 - quadratic relation 15
Correlation 18
Regression curves 14
Covariance 6
Regression line
Extension of a spring 21 - y on x 3, 6
- x on y 6
F-table 31
F-test 13 Scatter diagram 3, 4
Shear strength 18
Grading 25, 27 Significance tests
- for Pearson’s r 20
Hooke’s law 21 - for regression 13
Hypertension and noise 8 - for Spearman’s R 26
IQ test 29 Spearman’s R 24-25
Spot welds 18
Laboratory safety test 27 Spring 21
Least squares method 5, 9
Tables 31-32
Noise 8 t-table 20, 32
t-test 20, 26