Rodolfo Lourenzutti

Association

Earlier, we explored the association between categorical variables;
We will now extend this discussion to quantitative variables;

Association

Do people with bigger brains tend to be more intelligent?
Do students with higher attendance tend to have better performance in a course?
Do taller athletes tend to be faster in 100m?
Do taller penguins tend to be heavier?

Scatterplot

In scatterplot, each observation is represented by a point;
- explanatory variable goes in the \(x\)-axis;
- response variable goes in the \(y\)-axis;
Scatterplots are really useful to visualize the relationship between two quantitative variables;

Scatterplot: Example 1

Miles per Gallon	Horsepower
18	130
15	165
18	150
16	150
17	140
15	198
14	220
14	215
14	225
15	190
15	170
14	160
15	150
14	225
24	95
22	95
18	97
21	85
27	88
26	46
25	87
24	90
25	95
26	113
21	90
10	215
10	200
11	210
9	193
27	88
28	90
25	95
19	100
16	105
17	100
19	88
18	100
14	165
14	175
14	153
14	150
12	180
13	170
13	175
18	110
22	72
19	100
18	88
23	86
28	90
30	70
30	76
31	65
35	69
27	60
26	70
24	95
25	80
23	54
20	90
21	86
13	165
14	175
15	150
14	153
17	150
11	208
13	155
12	160
13	190
19	97
15	150
13	130
13	140
14	150
18	112
22	76
21	87
26	69
22	86
28	92
23	97
28	80
27	88
13	175
14	150
13	145
14	137
15	150
12	198
13	150
13	158
14	150
13	215
12	225
13	175
18	105
16	100
18	100
18	88
23	95
26	46
11	150
12	167
13	170
12	180
18	100
20	88
21	72
22	94
18	90
19	85
21	107
26	90
15	145
16	230
29	49
24	75
20	91
19	112
15	150
24	110
20	122
11	180
20	95
19	100
15	100
31	67
26	80
32	65
25	75
16	100
16	110
18	105
16	140
13	150
14	150
14	140
14	150
29	83
26	67
26	78
31	52
32	61
28	75
24	75
26	75
24	97
26	93
31	67
19	95
18	105
15	72
15	72
16	170
15	145
16	150
14	148
17	110
16	105
15	110
18	95
21	110
20	110
13	129
29	75
23	83
20	100
23	78
24	96
25	71
24	97
18	97
29	70
19	90
23	95
23	88
22	98
25	115
33	53
28	86
25	81
25	92
26	79
27	83
17.5	140
16	150
15.5	120
14.5	152
22	100
22	105
24	81
22.5	90
29	52
24.5	60
29	70
33	53
20	100
18	78
18.5	110
17.5	95
29.5	71
32	70
28	75
26.5	72
20	102
13	150
19	88
19	108
16.5	120
16.5	180
13	145
13	130
13	150
31.5	68
30	80
36	58
25.5	96
33.5	70
17.5	145
17	110
15.5	145
15	130
17.5	110
20.5	105
19	100
18.5	98
16	180
15.5	170
15.5	190
16	149
29	78
24.5	88
26	75
25.5	89
30.5	63
33.5	83
30	67
30.5	78
22	97
21.5	110
21.5	110
43.1	48
36.1	66
32.8	52
39.4	70
36.1	60
19.9	110
19.4	140
20.2	139
19.2	105
20.5	95
20.2	85
25.1	88
20.5	100
19.4	90
20.6	105
20.8	85
18.6	110
18.1	120
19.2	145
17.7	165
18.1	139
17.5	140
30	68
27.5	95
27.2	97
30.9	75
21.1	95
23.2	105
23.8	85
23.9	97
20.3	103
17	125
21.6	115
16.2	133
31.5	71
29.5	68
21.5	115
19.8	85
22.3	88
20.2	90
20.6	110
17	130
17.6	129
16.5	138
18.2	135
16.9	155
15.5	142
19.2	125
18.5	150
31.9	71
34.1	65
35.7	80
27.4	80
25.4	77
23	125
27.2	71
23.9	90
34.2	70
34.5	70
31.8	65
37.3	69
28.4	90
28.8	115
26.8	115
33.5	90
41.5	76
38.1	60
32.1	70
37.2	65
28	90
26.4	88
24.3	90
19.1	90
34.3	78
29.8	90
31.3	75
37	92
32.2	75
46.6	65
27.9	105
40.8	65
44.3	48
43.4	48
36.4	67
30	67
44.6	67
33.8	67
29.8	62
32.7	132
23.7	100
35	88
32.4	72
27.2	84
26.6	84
25.8	92
23.5	110
30	84
39.1	58
39	64
35.1	60
32.3	67
37	65
37.7	62
34.1	68
34.7	63
34.4	65
29.9	65
33	74
33.7	75
32.4	75
32.9	100
31.6	74
28.1	80
30.7	76
25.4	116
24.2	120
22.4	110
26.6	105
20.2	88
17.6	85
28	88
27	88
34	88
31	85
29	84
27	90
24	92
36	74
37	68
31	68
38	63
36	70
36	88
36	75
34	70
38	67
32	67
38	67
25	110
38	85
26	92
22	112
32	96
36	84
27	90
27	86
44	52
32	84
28	79
31	82

Scatterplot: Example 2

Weight_in_lbs	Acceleration
3504	12
3693	11.5
3436	11
3433	12
3449	10.5
4341	10
4354	9
4312	8.5
4425	10
3850	8.5
3090	17.5
4142	11.5
4034	11
4166	10.5
3850	11
3563	10
3609	8
3353	8
3761	9.5
3086	10
2372	15
2833	15.5
2774	15.5
2587	16
2130	14.5
1835	20.5
2672	17.5
2430	14.5
2375	17.5
2234	12.5
2648	15
4615	14
4376	15
4382	13.5
4732	18.5
2130	14.5
2264	15.5
2228	14
2046	19
1978	20
2634	13
3439	15.5
3329	15.5
3302	15.5
3288	15.5
4209	12
4464	11.5
4154	13.5
4096	13
4955	11.5
4746	12
5140	12
2962	13.5
2408	19
3282	15
3139	14.5
2220	14
2123	14
2074	19.5
2065	14.5
1773	19
1613	18
1834	19
1955	20.5
2278	15.5
2126	17
2254	23.5
2408	19.5
2226	16.5
4274	12
4385	12
4135	13.5
4129	13
3672	11.5
4633	11
4502	13.5
4456	13.5
4422	12.5
2330	13.5
3892	12.5
4098	14
4294	16
4077	14
2933	14.5
2511	18
2979	19.5
2189	18
2395	16
2288	17
2506	14.5
2164	15
2100	16.5
4100	13
3672	11.5
3988	13
4042	14.5
3777	12.5
4952	11.5
4464	12
4363	13
4237	14.5
4735	11
4951	11
3821	11
3121	16.5
3278	18
2945	16
3021	16.5
2904	16
1950	21
4997	14
4906	12.5
4654	13
4499	12.5
2789	15
2279	19
2401	19.5
2379	16.5
2124	13.5
2310	18.5
2472	14
2265	15.5
4082	13
4278	9.5
1867	19.5
2158	15.5
2582	14
2868	15.5
3399	11
2660	14
2807	13.5
3664	11
3102	16.5
2875	17
2901	16
3336	17
1950	19
2451	16.5
1836	21
2542	17
3781	17
3632	18
3613	16.5
4141	14
4699	14.5
4457	13.5
4638	16
4257	15.5
2219	16.5
1963	15.5
2300	14.5
1649	16.5
2003	19
2125	14.5
2108	15.5
2246	14
2489	15
2391	15.5
2000	16
3264	16
3459	16
3432	21
3158	19.5
4668	11.5
4440	14
4498	14.5
4657	13.5
3907	21
3897	18.5
3730	19
3785	19
3039	15
3221	13.5
3169	12
2171	16
2639	17
2914	16
2592	18.5
2702	13.5
2223	16.5
2545	17
2984	14.5
1937	14
3211	17
2694	15
2957	17
2945	14.5
2671	13.5
1795	17.5
2464	15.5
2220	16.9
2572	14.9
2255	17.7
2202	15.3
4215	13
4190	13
3962	13.9
4215	12.8
3233	15.4
3353	14.5
3012	17.6
3085	17.6
2035	22.2
2164	22.1
1937	14.2
1795	17.4
3651	17.7
3574	21
3645	16.2
3193	17.8
1825	12.2
1990	17
2155	16.4
2565	13.6
3150	15.7
3940	13.2
3270	21.9
2930	15.5
3820	16.7
4380	12.1
4055	12
3870	15
3755	14
2045	18.5
2155	14.8
1825	18.6
2300	15.5
1945	16.8
3880	12.5
4060	19
4140	13.7
4295	14.9
3520	16.4
3425	16.9
3630	17.7
3525	19
4220	11.1
4165	11.4
4325	12.2
4335	14.5
1940	14.5
2740	16
2265	18.2
2755	15.8
2051	17
2075	15.9
1985	16.4
2190	14.1
2815	14.5
2600	12.8
2720	13.5
1985	21.5
1800	14.4
1985	19.4
2070	18.6
1800	16.4
3365	15.5
3735	13.2
3570	12.8
3535	19.2
3155	18.2
2965	15.8
2720	15.4
3430	17.2
3210	17.2
3380	15.8
3070	16.7
3620	18.7
3410	15.1
3425	13.2
3445	13.4
3205	11.2
4080	13.7
2155	16.5
2560	14.2
2300	14.7
2230	14.5
2515	14.8
2745	16.7
2855	17.6
2405	14.9
2830	15.9
3140	13.6
2795	15.7
3410	15.8
1990	14.9
2135	16.6
3245	15.4
2990	18.2
2890	17.3
3265	18.2
3360	16.6
3840	15.4
3725	13.4
3955	13.2
3830	15.2
4360	14.9
4054	14.3
3605	15
3940	13
1925	14
1975	15.2
1915	14.4
2670	15
3530	20.1
3900	17.4
3190	24.8
3420	22.2
2200	13.2
2150	14.9
2020	19.2
2130	14.7
2670	16
2595	11.3
2700	12.9
2556	13.2
2144	14.7
1968	18.8
2120	15.5
2019	16.4
2678	16.5
2870	18.1
3003	20.1
3381	18.7
2188	15.8
2711	15.5
2542	17.5
2434	15
2265	15.2
2110	17.9
2800	14.4
2110	19.2
2085	21.7
2335	23.7
2950	19.9
3250	21.8
1850	13.8
1835	17.3
2145	18
1845	15.3
2910	11.4
2420	12.5
2500	15.1
2905	14.3
2290	17
2490	15.7
2635	16.4
2620	14.4
2725	12.6
2385	12.9
1755	16.9
1875	16.4
1760	16.1
2065	17.8
1975	19.4
2050	17.3
1985	16
2215	14.9
2045	16.2
2380	20.7
2190	14.2
2320	15.8
2210	14.4
2350	16.8
2615	14.8
2635	18.3
3230	20.4
2800	15.4
3160	19.6
2900	12.6
2930	13.8
3415	15.8
3725	19
3060	17.1
3465	16.6
2605	19.6
2640	18.6
2395	18
2575	16.2
2525	16
2735	18
2865	16.4
3035	20.5
1980	15.3
2025	18.2
1970	17.6
2125	14.7
2125	17.3
2160	14.5
2205	14.5
2245	16.9
1965	15
1965	15.7
1995	16.2
2945	16.4
3015	17
2585	14.5
2835	14.7
2665	13.9
2370	13
2950	17.3
2790	15.6
2130	24.6
2295	11.6
2625	18.6
2720	19.4

Scatterplot: Example 3

body_mass	flipper_length
3750	181
3800	186
3250	195
3450	193
3650	190
3625	181
4675	195
3200	182
3800	191
4400	198
3700	185
3450	195
4500	197
3325	184
4200	194
3400	174
3600	180
3800	189
3950	185
3800	180
3800	187
3550	183
3200	187
3150	172
3950	180
3250	178
3900	178
3300	188
3900	184
3325	195
4150	196
3950	190
3550	180
3300	181
4650	184
3150	182
3900	195
3100	186
4400	196
3000	185
4600	190
3425	182
3450	190
4150	191
3500	186
4300	188
3450	190
4050	200
2900	187
3700	191
3550	186
3800	193
2850	181
3750	194
3150	185
4400	195
3600	185
4050	192
2850	184
3950	192
3350	195
4100	188
3050	190
4450	198
3600	190
3900	190
3550	196
4150	197
3700	190
4250	195
3700	191
3900	184
3550	187
4000	195
3200	189
4700	196
3800	187
4200	193
3350	191
3550	194
3800	190
3500	189
3950	189
3600	190
3550	202
4300	205
3400	185
4450	186
3300	187
4300	208
3700	190
4350	196
2900	178
4100	192
3725	192
4725	203
3075	183
4250	190
2925	193
3550	184
3750	199
3900	190
3175	181
4775	197
3825	198
4600	191
3200	193
4275	197
3900	191
4075	196
2900	188
3775	199
3350	189
3325	189
3150	187
3500	198
3450	176
3875	202
3050	186
4000	199
3275	191
4300	195
3050	191
4000	210
3325	190
3500	197
3500	193
4475	199
3425	187
3900	190
3175	191
3975	200
3400	185
4250	193
3400	193
3475	187
3050	188
3725	190
3000	192
3650	185
4250	190
3475	184
3450	195
3750	193
3700	187
4000	201
4500	211
5700	230
4450	210
5700	218
5400	215
4550	210
4800	211
5200	219
4400	209
5150	215
4650	214
5550	216
4650	214
5850	213
4200	210
5850	217
4150	210
6300	221
4800	209
5350	222
5700	218
5000	215
4400	213
5050	215
5000	215
5100	215
5650	215
4600	210
5550	220
5250	222
4700	209
5050	207
6050	230
5150	220
5400	220
4950	213
5250	219
4350	208
5350	208
3950	208
5700	225
4300	210
4750	216
5550	222
4900	217
4200	210
5400	225
5100	213
5300	215
4850	210
5300	220
4400	210
5000	225
4900	217
5050	220
4300	208
5000	220
4450	208
5550	224
4200	208
5300	221
4400	214
5650	231
4700	219
5700	230
5800	229
4700	220
5550	223
4750	216
5000	221
5100	221
5200	217
4700	216
5800	230
4600	209
6000	220
4750	215
5950	223
4625	212
5450	221
4725	212
5350	224
4750	212
5600	228
4600	218
5300	218
4875	212
5550	230
4950	218
5400	228
4750	212
5650	224
4850	214
5200	226
4925	216
4875	222
4625	203
5250	225
4850	219
5600	228
4975	215
5500	228
5500	215
4700	210
5500	219
4575	208
5500	209
5000	216
5950	229
4650	213
5500	230
4375	217
5850	230
6000	222
4925	214
4850	215
5750	222
5200	212
5400	213
3500	192
3900	196
3650	193
3525	188
3725	197
3950	198
3250	178
3750	197
4150	195
3700	198
3800	193
3775	194
3700	185
4050	201
3575	190
4050	201
3300	197
3700	181
3450	190
4400	195
3600	181
3400	191
2900	187
3800	193
3300	195
4150	197
3400	200
3800	200
3700	191
4550	205
3200	187
4300	201
3350	187
4100	203
3600	195
3900	199
3850	195
4800	210
2700	192
4500	205
3950	210
3650	187
3550	196
3500	196
3675	196
4450	201
3400	190
4300	212
3250	187
3675	198
3325	199
3950	201
3600	193
4050	203
3350	187
3450	197
3250	191
4050	203
3800	202
3525	194
3950	206
3650	189
3650	195
4000	207
3400	202
3775	193
4100	210
3775	198

Scatterplot: what to look for?

Direction

Positive Correlation

Negative Correlation

Scatterplot: what to look for?

Form of relationship

Linear Relationship

Non-Linear Relationship

Scatterplot: what to look for?

Strength of Relationship

Stronger Relationship

Weaker Relationship

The correlation coefficient

The correlation coefficient, \(r\), measures the strength of the linear association between two quantitative variables;

The correlation coefficient is always between -1 and 1:
- Positive correlation: an increase in \(X\) tends to be followed by an increase in \(Y\);
- Negative correlation: an increase in \(X\) tends to be followed by an decrease in \(Y\);

Warning

In general, an increase in \(X\) does not cause a change in \(Y\). It is associated with a change in \(Y\).

Properties of Correlation

\(r\) has no unit;
if \(r<0\) the variables are negatively correlated
- \(r=-1\) for perfect negative correlation
if \(r>0\) the variables are positively correlated
- \(r=1\) for perfect positive correlation
\(r\approx 0\) implies very weak or no linear relationship between the variables;
Swapping the \(x\) and \(y\) variables does not affect the value of \(r\);
The value of \(r\) does not change if all values of either variable are added a constant or multiplied by a positive constant;
\(r\) is sensitive to outliers;

Example

n = 1000; // Set the number of data points to 1000
x = 
{
  const values = Array(n); // Initialize an empty array for x values
  for (let i = 0; i < n; i++){
    values[i] = Math.random() * (900 - 300) + 300; // Generate random x values between 300 and 900
  }
  return values; // Return the array of x values
}
mean_x = x.reduce((a,b) => a+b, 0) / n; // Calculate the mean of x values
vx = x.reduce((a,b) => a+(b-mean_x)**2/(n-1), 0); // Calculate the variance of x values

noise = 
{
  const values = Array(n); // Initialize an empty array for noise values
  for (let i = 0; i < n; i++){
    values[i] = Math.random() * 2 - 1; // Generate random noise values between -1 and 1
  }
  
  const mean_noise = values.reduce((a,b) => a+b, 0) / n; // Calculate the mean of noise values
  const vnoise = values.reduce((a,b) => a+(b-mean_noise)**2/(n-1), 0); // Calculate the variance of noise values
  return values.map(item => {
    return (item - mean_noise)/Math.sqrt(vnoise); // Standardize the noise values to have mean 0 and variance 1
  });
}
// Create the interactive bars for size and variability

viewof corr_bar = Inputs.range([-1, 1], 
                           {value: 0,
                            step: 0.0001, 
                            label: "Correlation Coefficient: "}); // Create a slider to control the correlation coefficient

slope = {
  if (corr_bar != 1 && corr_bar != -1){
    return Math.sign(corr_bar) * Math.sqrt(corr_bar**2/(vx * (1-corr_bar**2))); // Calculate the slope of the regression line based on the correlation coefficient and variance of x
  }
  else {
    return Math.sign(corr_bar) * .1; // Set a default slope if correlation is 1 or -1
  }
}

y = 
{
  const values = Array(n); // Initialize an empty array for y values
  for (let i = 0; i<n; i++){
   // Calculate y values based on the regression line and scaled noise
   if (corr_bar != 1 && corr_bar != -1){
     values[i] = slope * x[i] + noise[i]; // Calculate y values based on the regression line and noise
   }
   else {
     values[i] = slope * x[i]; // Calculate y values directly from x if correlation is 1 or -1
   }
  }
  return values; // Return the array of y values
}

data = 
{
  const values = Array(n); // Initialize an empty array for data points
  for (let i = 0; i<n; i++){
    values[i] = {'x': x[i], 'y': y[i]}; // Create data points with x and y values
  }
  return values; // Return the array of data points
}


Plot.plot({
  inset: 8, // Set the plot inset
  grid: false, // Disable grid lines
  marks: [
    Plot.dot(data, {x: "x", y: "y"}) // Create a scatter plot of the data
  ],
  x: {
    ticks: 0, // Disable x-axis ticks
    tickSize: 0, // Set x-axis tick size to 0
    line: true, // Enable x-axis line
    labelAnchor: "center" // Set x-axis label anchor to center
  },
  y: {
    ticks: 0, // Disable y-axis ticks
    tickSize: 0, // Set y-axis tick size to 0
    line: true, // Enable y-axis line
    labelAnchor: "center" // Set y-axis label anchor to center
  }
});

Non-linear relationship and correlation

Warning

\(r\) close to zero does not imply two variables are not related. They could still have a non-linear relationship.

Example: Non-linear relationship and correlation

Correlation is not causality

Even if there is an association (linear or otherwise) between two variables, it does not necessarily mean that one variable causes the other.

There could be a third variable, referred to as lurking variable, that causes changes in both, \(X\) and \(Y\).
Association does not imply causation!

Example: Firefighters

Consider two variables:
- \(X\): total number of firefighters sent to an incident;
- \(Y\): total damage (in dollars);

Do you think \(X\) and \(Y\) are associated?
- Positively or negatively?

Example: Firefighters

Can we conclude that sending more firefighters to the fire scene cause more damage?!

Can you think of a possible lurking variable that could affect both, \(X\) and \(Y\)?

Let’s play a game

Guess the correlation

References & Attributions

Images Attributions

Fireman: Mimooh CC BY-SA 3.0, via Wikimedia Commons.

Data Attributions

Car dataset: available in vega datasets.

References

Horst, Allison Marie, Alison Presmanes Hill, and Kristen B Gorman. 2020. Palmerpenguins: Palmer Archipelago (Antarctica) Penguin Data. https://doi.org/10.5281/zenodo.3960218.

Association between variables

Association

Association

Scatterplot

Scatterplot: Example 1

Scatterplot: Example 2

Scatterplot: Example 3

Scatterplot: what to look for?

Scatterplot: what to look for?

Scatterplot: what to look for?

The correlation coefficient

Properties of Correlation

Example

Non-linear relationship and correlation

Example: Non-linear relationship and correlation

Correlation is not causality

Example: Firefighters

Example: Firefighters

Let’s play a game

References & Attributions

Images Attributions

Data Attributions

References