Statnote 32 : the partial correlation coefficient

In previous statnotes, the application of correlation and regression methods to the analysis of two variables (X,Y) was described. The most important statistic used to measure the degree of correlation between two variables is Pearson’s ‘product moment correlation coefficient’ (‘r’). The correlation between two variables may be due to their common relation to other variables. Hence, investigators using correlation studies need to be alert to the possibilities of spurious correlation and the methods of ‘partial correlation’ are one method of taking this into account. This statnote applies the methods of partial correlation to three scenarios. First, to a fairly obvious example of a spurious correlation resulting from the ‘size effect’ involving the relationship between the number of general practitioners (GP) and the number of deaths of patients in a town. Second, to the relationship between the abundance of the nitrogen-fixing bacterium Azotobacter in soil and three soil variables, and finally, to a more complex scenario, first introduced in Statnote 24involving the relationship between the growth of lichens in the field and climate.

Statnote 33:the intra-class correlation coefficient

The intra-class correlation coefficient (ICC or ri) is a method of measuring correlation when the data are paired and therefore, should be used when experimental units are organised into groups. A useful analogy is with the unpaired or paired ‘t’ test to compare the differences between the means of two groups. In studies of reproducibility, there may actually be little difference between the ICC and Pearson’s ‘r’ for ‘true’ repeated measurements. If, however, there is a systematic change in the measurements made on the first compared with the second occasion, then the ICC will be significantly less than ‘r’, and less confidence would be placed in the reproducibility of the results.

The use of correlation and regression methods in optometry

Correlation and regression are two of the statistical procedures most widely used by optometrists. However, these tests are often misused or interpreted incorrectly, leading to erroneous conclusions from clinical experiments. This review examines the major statistical tests concerned with correlation and regression that are most likely to arise in clinical investigations in optometry. First, the use, interpretation and limitations of Pearson's product moment correlation coefficient are described. Second, the least squares method of fitting a linear regression to data and for testing how well a regression line fits the data are described. Third, the problems of using linear regression methods in observational studies, if there are errors associated in measuring the independent variable and for predicting a new value of Y for a given X, are discussed. Finally, methods for testing whether a non-linear relationship provides a better fit to the data and for comparing two or more regression lines are considered.

Statnote 14: the correlation of two variables (Pearson's 'r')

Pearson's correlation coefficient (‘r’) is one of the most widely used of all statistics. Nevertheless, care needs to be used in interpreting the results because with large numbers of observations, quite small values of ‘r’ become significant and the X variable may only account for a small proportion of the variance in Y. Hence, ‘r squared’ should always be calculated and included in a discussion of the significance of ‘r’. The use of ‘r’ also assumes that the data follow a bivariate normal distribution (see Statnote 17) and this assumption should be examined prior to the study. If the data do not conform to such a distribution, the use of a non-parametric correlation coefficient should be considered. A significant correlation should not be interpreted as indicating ‘causation’ especially in observational studies, in which the two variables may be correlated because of their mutual correlations with other confounding variables.

Statnote 15: the non-parametric correlation coefficients

If in a correlation test, one or both variables are small whole numbers, scores based on a limited scale, or percentages, a non-parametric correlation coefficient should be considered as an alternative to Pearson’s ‘r’. Kendall’s t and Spearman’s rs are similar tests but the former should be considered if the analysis is to be extended to include partial correlations. If the data contain many tied values, then gamma should be considered as a suitable test.

Data analysis methods in optometry. Part 5: correlation

1. Pearson's correlation coefficient only tests whether the data fit a linear model. With large numbers of observations, quite small values of r become significant and the X variable may only account for a minute proportion of the variance in Y. Hence, the value of r squared should always be calculated and included in a discussion of the significance of r. 2. The use of r assumes that a bivariate normal distribution is present and this assumption should be examined prior to the study. If Pearson's r is not appropriate, then a non-parametric correlation coefficient such as Spearman's rs may be used. 3. A significant correlation should not be interpreted as indicating causation especially in observational studies in which there is a high probability that the two variables are correlated because of their mutual correlations with other variables. 4. In studies of measurement error, there are problems in using r as a test of reliability and the ‘intra-class correlation coefficient’ should be used as an alternative. A correlation test provides only limited information as to the relationship between two variables. Fitting a regression line to the data using the method known as ‘least square’ provides much more information and the methods of regression and their application in optometry will be discussed in the next article.