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Correlation
Lecture Web Page
©Copyright 1997, 2000 Tom
Malloy
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Begin
lecture explaining Correlation

General
Concept
Correlation
is the statistical concept which describes the amount and type of
relationship between two variables. Using correlations we can talk
about whether two variables are related to each and how that relationship
functions--whether it is a positive or direct relationship or a
negative or inverse relationship. The detection and measurement
of correlations in both nature and social science has added to our
knowledge of ourselves and the physical world.
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Measure
each person twice:
Two
DVs

In correlational research
we measure each participant by two different measurement operations
(DVs).
For example, we may have
a group of people and measure their height and their weight.
Or we might measure each
person's golf score and the number of years that the person has
played golf.
Or we might measure each
person's IQ and her or his big toe length.
First
Question: Do the two variables vary together?

n correlational research
each participant in the research is measured on two different dependent
(or criterion) variables. Are these measurements unrelated to each
other or are they somehow related?
For example, are the
numbers which represent height somehow related to (vary with) the
numbers which represent height?
Does golf score vary
with years of practice?
Does IQ vary with big
toe length?
IQ
and Big Toe Length

The lecture graphic shows
two columns of numbers. The first column represents big toe length
and a second column shows IQ. Each person (little black figure)
has two measurements, Big Toe Length in cm and IQ.
IS THERE ANY RELATIONSHIP
between the numbers in the first and second columns?
No
Relationship

INTUITIVELY: I chose
this rather silly example because most people can see that there
ought to be no relationship between big toe length and IQ.
The two variables, IQ
and Big Toe Length, do not vary together.
When variables do not
vary together we say they are uncorrelated.
Second
Question

The Second Question is:
If the two variables
DID vary together, would they vary positively (directly) or negatively
(inversely).
Measure
each person again in two ways

This time we will measure
the height and weight of each person (black figure).
Height
and Weight

The lecture graphic shows
a column of numbers representing Height and a second column showing
Weight. Each person (little black figures) has two measurements,
Height and Weight.
First Question: IS THERE
ANY RELATIONSHIP between the numbers in the first and second columns?
Second Question: If there
is a relationship is it direct (positive) or inverse (negative)?
Direct
or Positive relationship

INTUITIVELY: I choose
this example because most people can see that there ought to be
a direct, positive relationship between Height and Weight.
As height goes up weight
goes up. Taller people in general weigh more.
As height goes down,
weight does down. Shorter people generally weigh less.
The two variables move
in the same direction. When one goes up the other goes up. When
one goes down the other goes down.
When this is so we say
that the relationship between the two variables is direct or positive.
The correlation will be positive.
Measure
each person again in two ways

Again we measure each person
twice.
This time we will measure
each person's golf score and the number of years that that person
has been playing golf.
Golf
Score and Years of Play

The lecture graphic shows
a column of numbers representing GOLF SCORE and a second column
showing YEARS OF PLAY. Each person (little black figure) has two
measurements, GOLF SCORE and YEARS OF PLAY.
First Question: IS THERE
ANY RELATIONSHIP between the numbers in the first and second columns?
Second Question: If there
is a relationship is it direct (positive) or inverse (negative)?
We notice that as years
of play goes up, the golf score goes down. These two variables move
in opposite directions. As one gets larger, the other gets smaller.
We call this kind of
relation inverse or negative. The correlation is negative.
Inverse
or Negative Relationship

INTUITIVELY: I choose
this example because most people can see that there ought to be
an inverse relationship between number of years of play and golf
score. (Low scores in golf are better than high scores; so more
practice, hopefully, should lower your score.)
As years goes up score
goes down. People with more experience playing golf get lower (better)
scores.
With less years of play,
a person's score will be higher.
The two variables move
in opposite directions. When one goes up the other goes down. When
one goes down the other goes up.
When we encounter this
type of relationship, we say that the two variables are inversely
or negatively related. The correlation will be negative.

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Correlation
Coefficient
The correlation coefficient
is a statistic (like the mean or the variance). It has a complicated
formula. You enter the data in that formula and come out with a
single number which is called the correlation coefficient. There
are many kinds of correlation coefficients; we will only study "little
r" in this class which is the most important of all of them.
Look at the lecture graphic.
RANGE
OF THE CORRELATION COEFFICIENT.

The lecture graphic shows
that the correlation coefficient (little r) can range from a -1
through 0 to a +1. If you get a value outside that range you have
made a mistake calculating little r.
Notice that values of
r less than 0 indicate a negative or inverse relationship between
variables.
Notice that values of
r greater than 0 indicate a positive or direct relationship between
variables.
Finally, notice that
a value of r = 0 indicates no relationship between variables. The
farther the r value is from zero, the greater the relationship.

Examples

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Positive
Relationship

Let's look at some examples.
Here is an example of a direct or positive relationship.
I think you'll find it to be something that's intuitively clear.
Let's say you are in Liberty Park and you have a rolling outdoor
food cart. You sell snacks and drinks.
The two variables we
are going to measure are the temperature outside and cold drink
sales. You count the number of cold drinks you sell each day. You
also keep track of the high temperature each day.
Look at the graph. Each
day is represented by a red dot. The day's temperature is given
by distance along the horizontal axis. The day's number of cold
drink sales is given by height along the vertical axis.
VISUALIZE A CORRELATION:
What you discover is that when the temperature is low, cold
drink sales tend to be low; as the temperature increases to moderate,
cold drink sales tend to increase up to moderate levels; and finally,
when the temperature is high, then the cold drink sales are also
high. This relationship is shown by the pattern of red dots on the
graph.
So as one variable goes
up the other variable goes up. They are related to each other somehow,
and they vary in the same direction. We say that they vary in a
direct way or a positive way.
In this case the correlation
coefficient, r, should come out to be a relatively high positive
number. (Remember the highest positive correlation is +1.)
These kinds of graphs
which allow us to visualize a correlation are called SCATTERPLOTS.
We will talk about how to construct scatterplots from data a little
later on.
Negative
Relationship

In contrast then, if
we had hot drink sales at the same food cart, we may get an inverse
or negative relationship between outside temperature and hot drink
sales. So then a graph might look like the one on the graphic.
You'll notice that the
when the temperature is very low (toward the left on the horizontal
axis), hot drinks sales tend to be high, and when temperature is
high, the hot drink sales tend to be low.
And so there's a relationship
between the two variables (or a correlation between these two variables),
but in this case it's negative (or inverse) instead of positive
(or direct).
In this case the correlation
coefficient, r, should come out to be a relatively low negative
number. (Remember the lowest negative correlation is -1.).
Zero
or No Relationship
Let's look at two variables
which might not have a relationship. Let's say cookie sales at your
cart aren't related to temperature. Cookie sales might be high when
the temperature is low or they might be low when the temperature
is low. They might be low when the temperature is high, or they
might be high when the temperature is high.
The current graph or
scatterplot demonstrates a lack of relationship or a lack of correlation.
And in this case then, the correlation coefficient, r, should come
out somewhere in the neighborhood of zero.
Perfect
Positive Relationship
Here is a graphical example
of a perfect positive correlation. (I've just called the two variables
x and y because in the behavioral sciences it's hard to think of
a perfect relationship.) As x gets higher in value, y gets higher
in value.
In a PERFECT positive
relationship you could perfectly predict x from y and y from x.
All the dots would fall in a straight line. The two variables appear
to be sharing information completely.
The correlation coefficient,
r, would equal +1.
Perfect
Negative Relationship
In contrast then, a perfect
negative relationship, (where r = -1) would also be a straight line,
but in the other direction. As x gets higher in value, y gets lower.
That's a quick overview
of perfect positive and perfect negative relationships.
Scatterplots
How
did we get those graphs (for example for Temperature and Cold Drink
Sales) in the previous section? We'll talk about how to do it now.
Those kinds of graphs are called scatterplots.
Let's
use an example. A researcher is going to make two measurements on
each person in a group of N = 6 people. Another way to say that
is that there will be two DV's. For the first DV, the researcher
will get a self-report rating of how much exercise the person does
(from 1, little, to 10, lots). The rating is meant to cover the
range from "complete couch potato" to "avid exercise
fanatic." That's variable X.
The
second DV measurement is a 1 to 10 rating of each person's health.
That's Y.
The
researcher has two dependent (or criterion) variables. S/he has
a sample of N = 6 subjects.
Notice
on the lecture graphic that Person #1 has an exercise rating (X)
of 9 and a health rating (Y) of 10. Look at the graphic until you
can clearly identify person # 1's data. The data for person #1 are
two numbers, 9 and 10.
Each
subject has two data points. Person
#2 was rated as a 1 on exercise and a 3 on health. Person #3 was
rated as 9 on X (exercise) and 6 on Y (health). And so forth. To
keep the example simple, only six subjects are in the study. Each
person is measured on two variables.
(NOTE:
In the kind of experimental research we've been doing up to now
we generally just measure one aspect of the person, their mental
health or whatever our examples happen to be about. But this time
we measure two aspects of a person, because we want to know if there's
a relationship between these two aspects of a person.)
Construct
a Scatterplot of the Data
The graphic next to this
text is identical to the one above. But now we are going to construct
a scatterplot. A scatterplot is a way of taking the data from a
correlational research project and visualizing it on a graph.
We put one of the dependent
variables (say, X) on the horizontal axis and the other DV (say,
Y) on the vertical axis.
That way, each person's
data will be represented by a single point on the scatterplot.
View
the correct scatterplot

Let's see what the scatterplot
would look like for our data with the exercise and health rating
variables. We will put the data for each of the 6 people on the
graph. That will give us our scatterplot.
For example, person #1
has X = 9 and Y = 10. You can see that person on the graph as the
red dot which above 9 on the horizontal (X) axis and which is straight
out from 10 on the vertical (Y) axis. Repeat this graphing process
with each of the other 5 people in the sample.
You can immediately see
from the overall scatterplot that there's a positive relationship
between X and Y. When exercise(X) is low health (Y) tends to be
low. When exercise is high, health tends to be high.
That's the whole idea
of scatter plot. It's a simple way of visualizing data. You'll be
asked to make some scatterplots in the homework and on exams. You
should also be able to read one.

Formula
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Pearson
Product Moment Correlation Coefficient
Pearson
r

Here is the formula for
r. Please
copy it down in your notes. There are many possible forms of this
formula, but this is the one we will be using at first.
Up to this point we have
developed visual (graphical) representations of the relationship
between two variables called scatterplots.
Now we're going to run
the data through the formula you see here and get a single number
called a correlation coefficient. This formula is called the Pearson
Product Moment Correlation Coefficient or the Pearson r, or simply
"little r."
We've already given the
range of little r. r goes from -1 through 0 to +1. We've shown examples
of scatterplots with values of little r so that you have some sense
how to interpret values of r.
The Pearson r is just
another descriptive statistic like the mean and the standard deviation.
The mean describes the center of a single set of numbers, the standard
deviation describes the spread-out-ness within single set of numbers,
and r describes the relationship between two sets of numbers.
If you look at the formula
it appears complex. It is. The good news is that there's only one
new term in the formula, sum of X times Y (the sum of XY). All the
rest of the terms will be familiar from your practice in calculating
the mean and the variance. These familiar terms are the sum of X
or the sum of X squared and so forth.
Preliminary
calculations
Here's
the data from the exercise and health example. Six volunteers
are measured twice each. One measure is their exercise level;
the other measure is health rating. So the six people generate
12 data points. The formula for r uses N, which is the number
of people. So N = 6. (Occasionally students think that
N is twelve because there are twelve scores; but that is wrong).
N = 6.
What
I suggest doing as you learn and on exams is to make several columns.
The data are given in an X column (exercise) and a Y column (health).
But let's make three more columns.
Let's
call the first new column X times Y (often called the cross product).
The second new column will be X squared. The third new column
will be Y squared. These three columns allow you to get the most
important information you will need to calculate r.
CROSS
PRODUCTS: (Besides the two data columns, X and Y) the first
new column is X times Y (the cross product). So let's concentrate
on that column. You'll notice what X times Y is just what it says,
we take the first person and multiply his or her X-score times
his or her Y score. For the first person we get 9 times 10 and
that's 90. This is called the cross product for that person's
data.
The
second person in the cross-products column has an X score of 1
which multiplied by the Y score of 3. 1 times 3 is 3.
And
so forth all the way down, so jot that information down in your
notes. It's better learning if you do all the work in your notes
first, and then check your answers against the graphic.
X
SQUARED: The next column of course, is just X squared, so you
just take the X value for the first subject, 9, and square it.
That gives you 81. Go all the way down the column squaring the
X score for each participant.
Y
SQUARED: The last column is the Y scores squared. Again, it is
best if you do the work first in your notes and then check your
work against the graphic.
You
end up with these three new columns of numbers next to your two
data columns.
THE
SUMS:Finally, you must sum up all five columns (the two data
columns, and three new columns). You need sum of X, sum of Y,
sum of XY, sum of X squared and sum of Y squared. Those 5 sums
will be central to calculating the Pearson r.
Substituting
into the formula
The
next step is to substitute the various sums we calculated into
the formula on the left.
In
the previous graphic, we calculated that the sum of the cross-products
(the sum of XY) is 225, the sum of X squared is 246, and the sum
of Y squared is 219. We also found that the sum of X is 34 and
the sum of Y is 33.
I
recommend that you substitute those sums into the formula for
r right now and then check your work on the next lecture graphic.
Calculating
and Interpreting r
Check
your substitution against the graphic to be sure that you have
done it correctly.
CARRY
5 DECIMALS: Because of the severe problems rounding error can
cause in this formula please carry your working calculations to
5 decimals. That way we can check your answer for correctness
to 2 or 3 decimals.
DO
the arithmetic. I suggest that you do the arithmetic on your own
and then check your result against the detailed computations shown
on the current lecture graphic.
THE
CORRELATION COEFFICIENT: The final result is that r = +0.8497.
From our work with visualizing correlations on scatterplots you
should have a good idea about how to interpret this coefficient.
INTERPRETATION:
r can only vary from -1 to +1. A plus sign indicates a positive
(direct) relationship. Because +0.8497 is well toward +1 you have
a sense that exercise and health ratings are directly related
to a substantial degree.
Look
at the scatterplot for exercise and health, think of the range
of r, and form an opinion about what an r in the neighborhood
of +.85 means.


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Correlational Research Issues
Let's deal with some scientific issues regarding correlational
research. The first one is to be aware of the factors which affect
the size of the correlation coefficient. There are a number of
factors that can effect the size of the Pearson r.
These
issues are methodological, that is, they are an important part
of a scientific thinking and inference. But they are so intimately
tied to the value you get when you calculate r, that they must
be discussed in a statistics course. Remember, by the process
of abduction (sideways thinking) we routinely go back and forth
between our statistical models and our scientific theories.

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Truncated
or restricted range are two names for the same methodological
issue. Truncate means to cut something off. It's the same as restricting
how far something will go. Suppose that we've decided to find
the relationship between X and Y, but we've restricted the range
of one of them, X.
(Spurious
in this context means originating from incorrect or erroneous
procedures.)
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Restricted
or Truncated Range - Spuriously Low
Imagine
an example in which Y is college GPA and X is college entrance
exam (ACT or SAT) score. Almost everyone has to take an ACT or
SAT test to get into college. We want to know if there's a relationship
between college GPA and entrance exam score. If college entrance
exams (such as ACT or SAT) work, a reasonable scientific hypothesis
would be that there should be a positive relationship between
entrance exam score and college GPA.
If
you look at the full pattern of data points on the entire scatterplot
in the graphic on the left, there seems to be a decent positive
relationship between X and Y. As X (entrance exam score) goes
up Y (GPA) tends to go up. The relationship is not perfect but
it's clearly positive. For the whole graph, the actual r = +0.90.
However,
suppose we select the only those dots beyond the green line on
the scatterplot. Those are the dots highlighted in the circle.
Another way of saying this is that we are going to truncate or
restrict the range of X (entrance exam scores). We will only look
at the correlation between X and Y for those X scores that are
higher than the green line.
Consider
the dots within the circle as a small scatterplot. Notice that
within the circle it looks like there is no relationship between
X and Y. In other words, in the restricted range above the green
line there is no relationship between X and Y. The calculated
r = +0.05 for the dots in the circle. The correlation coefficient
for the dots in the restricted range (above the green line) is
spuriously low compared the r computed on the whole scatterplot.
Now you may be asking yourself, why would anyone select just a
small part of their data to perform a correlation on? Unfortunately,
in this example, you can't help restricting the range.
Let's
say that the college where the data is gathered has admission
standards. One standard is that the college admits no one below
a certain entrance exam score. Suppose the green line represents
the college's ACT or SAT admission standards. This means that
only those people who score above the green line on X (entrance
exam) will be admitted to college. Therefore they will be the
only ones ever to get a college GPA at that college.
The
potential students to the left of the green line are just that--potential.
They were not admitted to that college because their entrance
exam score was too low. Therefore, they really don't have GPA's
at that college. And so the data points to the left of the green
line don't actually exist. How can you measure someone's GPA at
a college s/he never attended?
This
can be a subtle problem. It might seem sensible to go to a college
and measure the relationship between GPA and entrance exam score.
But it may not be obvious that admission standards have almost
certainly truncated the range of X. In effect you are only measuring
the relationship between X and Y in a very restricted range of
X. In that restricted range, the r is spuriously low.
This
is not really a statistical problem. It is a problem with how
the data were collected in the realm of science.
Restricted
or Truncated Range - Spuriously High

The
second scatterplot shows how you could get a spuriously high value
of r by restricting the range of X.
Looking
at the graphic on the left, you can see that if you consider the
entire relationship between X and Y on the scatterplot there appears
to be no (or little) relationship between X and Y. The overall
correlation between X and Y is +0.05
In
contrast, if you only measured in the restricted range above the
green line (shown here by the shaded area), you would believe
you were seeing a strong positive relationship. In this truncated
range r = +0.90, which is spuriously high.

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Outliers

An
outlier is a score that so different from all the other scores that
it does not seem to be part of the same data set.
On
the lower scatterplot on the lecture graphic, the majority of the
data is clustered in one spot and then there is one score far from
the rest of the data. You can see from that scatterplot that that
score can greatly increase the visual impression of a positive correlation.
It also affects the correlation coefficient. On the lower scatterplot
the correlation coefficient would be +0.70 while on the upper scatterplot,
where there is no outlier, r would be +0.06.
One
strange piece of data can change r and along with it your scientific
conclusion.
Outliers
might be theoretically important or they might just be measurement
errors. For example you might trace the outlier back to a data sheet
where someone misplaced a decimal point, turning a 2.17 into a 21.7.
If you're very sure you have found the error then the data can be
corrected.
But
there is a strong and important scientific ethic that says that
data should not be altered or thrown out. It is possible that an
outlier, while not understandable right now, may be a hint for future
theoretical breakthroughs. If you have an outlier you might report
that you have one and then report the statistics, in this case r,
both with and without the outlier. That way other people who read
your work have the choice of deciding whether the outlier is trivial
or important.
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Curvilinear
Relationships
The
statistical theory behind the Pearson r assumes that the relationship
between X and Y is linear. (We will define linear relationship in
some detail in the next lecture on regression.) Pearson r does not
accurately describe relationship unless the relationship is linear.
Look
at the scatterplot on the graphic on the left. The shape formed
by the dots is an inverted U. It starts out (on the right of the
graph) as a positive relationship but then turns downward and becomes
a negative relationship (on the left part of the graph). Therefore
it indicates there is a curvilinear relationship between X and Y.
One
curvilinear relationship which is well known in psychology is between
performance and arousal. Arousal and performance are related by
an inverted U shaped curve.
Suppose
we are researching performance on shooting free throws. Performance
for low levels of arousal tends to be poor. If a person is not motivated
at all, doesn't care, and is too relaxed and lethargic, then performance
is probably going to be poor.
As
motivation and arousal go up, say the person is practicing with
teammates and watched by coaches, performance will go up.
And
as arousal increases beyond some optimum level, performance can
decline. If the motivation is extremely high, like shooting free
throws in the last seconds of a game in the NBA finals, an excellent
free throw shooter can inexplicably miss shots. A certain amount
of tension is necessary for good performance, but being too tense
can be a detriment to performance. That's why many people work on
psychological control of internal state so that they can maintain
a peak arousal level even though the external circumstances are
changing. A world class athlete like a woman on the balance beam
in the Olympics wants to be able maintain her internal state at
the perfect level of arousal.
EFFECTS
OF CURVILINEARITY ON r: As we said, the Pearson correlation coefficient
assumes a linear relationship between two variables. If the relationship
is not linear the value of r will be attenuated (moved closer to
0).
In
the inverted U shaped relationship we have been discussing, the
value of r would be near 0. Look at the curve. At first there is
a strong positive relationship. Then there is a strong negative
relationship. Little r will average these two trends and give you
a value near 0. An r value near 0 should indicate a little or no
relationship between variables. But there is a strong and clear
relationship between arousal and performance. In effect, r = 0 in
this case would be inaccurate and misleading.
When
the relationship between variables is not linear, r is not a good
measure of relationship.
How
do you know if the relationship is linear or not? Draw the scatterplot
and look at the shape formed by the dots.
In advanced statistics there are other correlational measures that
measure relationship for nonlinear cases.

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We are now going to summarize
some issues of research design that impact (1) on proper
choice of which statistical procedures to use and (2) upon the proper
interpretation of statistical results. These issues will be covered
in more depth in research design; but they are worth mentioning
in a statistics class. Besides the worthwhileness of learning about
these ideas, you will have to understand the distinction between
a True Experiment and a Correlational Study to do research in Virtual
Lab properly.
IV's and DV's.
In the Interface to Science lecture we talked about Independent
Variables (IV's) and Dependent Variables (DV's). Review IV's and
DV's if you need to. Remember that terms, Dependent Variable and
Criterion Variable, are often used interchangeably.
Different Kinds of
Research
Scientists do research in many ways, using many paradigms. As the
graphic indicates, three important distinctions in research studies
are among True Experiments, Quasi-Experiments, and Correlational
Studies.
In this course we will
only need to use the distinction between a True Experiment and a
simple Correlational Study. So we have crossed out some of the distinctions
that you will study later in research methods. Just focus on the
parts of the graphic that are not crossed out.
We won't do any more
than mention that there are Quasi-experiments nor will talk about
more complicated forms of correlational studies
| True
Experiment |
|
Simple
Correlational Study |
| A true
experiment is a procedure actively initiated by and controlled
by the researcher. In a certain sense, a true experiment is
imposed on some small part of the universe by scientists. That
small part of the universe is typically located in a research
lab. |
|
In a
correlational study the researcher does not actively manipulate
the universe. Rather s/he simply measures two naturally occurring
aspects of the universe. A correlational study may take place
in a lab or in the field. But the researcher only measures things;
s/he does not manipulate things. |
| A true
experiment is designed to evaluate whether an IV causes changes
in a DV. |
|
A correlational
study is designed to evaluate whether there is an association
(correlation) between two DV's (Criterion Variables). |
| In a
true experiment, the researcher manipulates and controls the
IV by giving different levels of the IV to different groups.
Then s/he measures the DV in each group to find out if the DV
changes when the IV changes. |
|
In a
simple correlational study the researcher finds two DV's of
interest and then measures them both on the same group of participants
to see if they are associated. |
EXAMPLE: Stress and
Sleep
What does
stress have to do with sleep disruption? The question includes two
variables, stress and sleep disruption.
To examine
how this question can be pursued in both a true experiment and a
correlational study, we will develop two parallel examples. In both
cases sleep disruption will be a DV. But stress will be an IV in
the true experiment and a DV in the correlational study.
So the same
variable, stress, might be an IV or a DV, depending on how the study
is run.
|
True
Experiment
|
|
Correlational
Study
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The effects
of Stress on Sleep
Purpose:
To determine if changes in stress level (IV) cause changes
in sleep disruption (DV).
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The association
between Stress and Sleep
Purpose:
To discover if there is a link between stress levels (DV)
and sleep disruption (DV).
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A group of scientist
hypothesize that high levels of stress will disrupt sleep.
They take lab rats and randomly divide them into two groups.
The High Stress group is given occasional, harmless but annoying
electrical shocks through their metal cages. The occurrence
of the shock is unpredictable.
The No Stress control
group just live in their cages as they normally do.
No shock is given
during the sleep cycle in either group.
The rats are observed
during their sleep cycle, and the number of sleep disruptions
is counted.
When the study
is over, the scientists have one measure (sleep disruption)
on each rat. They also know which group each rat was in.
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A group of scientists
hypothesize that there is a relationship between stress level
and sleep disruption. They ask a group of 20 human volunteers
to rate the stress level of their lives during the last month.
They also ask the volunteers to count the number of nights
in the last month that their sleep is seriously disrupted.
When the study
is over, the scientists have two measurements on each person
(self-rated stress level, and number of disrupted nights of
sleep).
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Hypothetical
Results

The DV (# of Sleep Disruptions) is on the vertical Axis.
The IV (Stress) is along the horizontal axis. The grey bar
represents the number of Sleep Disruptions in the High Stress
group. The black bar represents the number of sleep disruptions
in the No Stress group.
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Hypothetical
Results

Scatterplot for 20 volunteers who rated their stress level
and their sleep disruptions for the last month. Sleep Disruption
rating is on the vertical axis. Stress rating is on the horizontal
axis.
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can see that the number of sleep disruptions is higher in the
High Stress group (grey) than in the No stress group (black). |
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As you
can see there is a positive relationship between Stress (horizontal
axis) and Sleep Disruption (vertical axis). |
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Simple
True Experiment
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Simple
Correlational Study
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1. Control
Groups. There are two or more groups (or conditions).
Each group is given a different level of the IV.
In the Stress and
Sleep experiment, the 20 rats were randomly divided into two
groups which were given two levels of stress (no stress and
high stress). The No Stress group acts as a control group
for the High Stress group.
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1. There
is only one group.
In the Stress and
Sleep example, there was a single group of 20 human volunteers.
The researchers
measured two things (stress and sleep disruption) on each
person in that single group.
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2. Active
Manipulation of IV. The researcher actively manipulates
the levels of the IV.
In the Stress and
Sleep example, the researchers actively administered the stress
to one group and withheld it in the other group.
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2. Naturally
occurring variables: There is no active manipulation of
variables by researchers.
In the Stress and
Sleep example, researchers did not cause stress in peoples
lives. They simply measured naturally occurring stress levels
and correlated them with naturally occurring sleep disruption.
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3. Random
assignment of participants to groups.
In the Stress and
Sleep example, the rats were randomly assigned to the High
Stress and No Stress groups.
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There
is only one group, so there is no issue of assignment to different
groups. |
As you can
see from the graphic, common forms of research present us with more
complex cases. We have crossed out those because we will not need
them in this course.
Why does this matter?
Strong Implications
for causality. Why make these research distinctions? Because
the type of research design has strong implications for whether
or not we can conclude whether one variable causes changes in another
variable.
Virtual Lab. We
have not started using Virtual Lab yet. But when we do and when
you read a scientific puzzle in Virtual Lab, you will have to decide
if the puzzle is asking you to do experimental or correlational
research. Then you will have to go and design a study (either experimental
or correlational). So Virtual Lab will give you practice using this
distinction.
Conclusions of causality
require a true experiment. Scientists are often fascinated with
causality. What causes what? If you want to discover if an IV actually
causes changes in a DV, then you need to do a well-run, true experiment.
What makes an experiment well run is a source of constant debate
among scientists. The main issues in how to design a well-run experiment
are extensive and will be covered in research methods.
Suffice it to say that
before you worry about what is well-run, you need to be sure that
as a minimum you are running a true experiment if you want to impute
causality between variables.
Causality cannot be
concluded from correlation alone. No matter how high the correlation
between two variables is you cannot conclude that one of them causes
the other based on a correlational study alone.
Why Not? We will
now go on to the next topic where we will discuss why you cannot
impute causality from correlation alone.

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Correlation
alone does not imply causation
Causal
Hypotheses. Suppose the scientific hypothesis is causal. The
scientific hypothesis is that changes in the IV cause changes in
the DV.
Example. Using
the stress and sleep example, the causal scientific hypothesis would
be that high levels of stress cause sleep disruption. The scientists
want to make the point that stress causes sleep disruption.
Correlational Study.
Suppose the scientist do a correlational study like the one we just
discussed above. They ask a group of 20 human volunteers to rate
the stress level of their lives during the last month. They also
ask the volunteers to count the number of nights in the last month
that their sleep is seriously disrupted.
Hypothetical Results.
Suppose they get hypothetical results we saw above in the scatterplot.
Suppose also that the correlation coefficient = +0.72.
A poor conclusion.
Suppose they conclude from their results that stress causes sleep
disruption. Based on the results of the correlational study alone,
this conclusion is open to severe criticism.
Six competing hypotheses.
The graphic outlines six possible hypotheses that all compete with
each other to explain the correlation between stress and sleep disruption.
The graphic uses the
symbol IV for the supposed causal variable (stress) even though
the correlational study did not have a true IV; it had only two
DV's.
Plausible Competing
Hypotheses. The graphic lists 6 hypotheses. As we shall see,
they are all plausible and they all compete with each other to explain
the correlation found in the study.

1. Scientific
Hypothesis. It can be hypothesized that stress causes changes
in sleep disruption. In light of the high correlation that was found,
r = +0.72, the scientific hypothesis is a plausible explanation
of the results. After all, if stress does cause sleep disruption,
you would expect a high correlation between stress and sleep..
2.
Reverse Causality. It can be hypothesized that the supposed
dependent variable (disrupted sleep) is actually the causal variable
(not visa versa). That is, disrupted sleep causes people to experience
stress. Reverse causality is also plausible in our example.
3. Systemic
Causality. It can be hypothesized that the two variables are
part of a system. As such they mutually cause each other. In the
example, the more disrupted people's sleep is the higher will be
their stress and the higher their stress is the the more disrupted
will be their sleep. In other words, stress disrupts sleep and disrupted
sleep causes stress. There is a vicious circle in which stress and
disrupted sleep maintain each other. Systemic causality is plausible
in our example.
4. Third
variables. Perhaps sleep have nothing to do with each other.
Rather, it can be hypothesized that changes in both are caused by
a third variable. Maybe adrenal gland output is the third variable.
(The adrenal gland puts out adrenaline, the hormone that gives a
person a zap of "fight and flight" energy.) Maybe people
whose adrenal glands are producing higher amounts of adrenal experience
both stress and sleep disruption. The self reports of stress and
the self reports of sleep disruption are correlated because they
are both caused by a third variable, adrenal output. In our example,
a third variable hypothesis is plausible. You can easily
make up more. Maybe the third variable is environmental noise levels,
which cause both stress and disrupted sleep.
5. Multiple
Causality. It can be hypothesized that many variables contribute
to sleep disruption (diet, exercise, pain, health, security, etc.).
Stress might, in fact, cause sleep disruption but there are so many
contributing factors to sleep disruption that stress alone might
not have an effect unless several other causal variables are present.
In our example it is plausible that while stress contributes to
sleep disruption, stress alone does not cause sleep disruption.
Many other predisposing factors must also be present. It is plausible
to hypothesize that the effects of stress are highly conditioned
by other causal agents.
6. Chance alone.
It can be hypothesized that there is no link between stress and
sleep disruption. The correlation we found was a quirky, chance
occurrence in the data. If we ran the study again, we would not
find the same results.
Chance sounds at first
hearing like a strange competing hypotheses. But in fact it is a
very serious challenge to any empirical support for any scientific
hypothesis. A great deal of the last half of this course will focus
on how scientists use statistics to argue that their results did
NOT occur by chance alone. As odd as it seems when you first come
across this idea, chance is considered to be a plausible explanation
of results in any research.
Correlation alone
does not necessarily mean causation
From this list we learn
that an correlation between two variables can be explained by a
number of plausible competing hypotheses. The scientific hypothesis
is only one of many plausible competing hypotheses. That is, if
the scientific hypothesis is true and if stress does cause sleep
disruption, that causal relationship would explain the correlation,
r = +0.72, between stress and sleep disruption. But, as we've discussed,
it is not the only explanation. There are several other classes
of hypothesis that are (1) plausible and (2) also explain the correlation.
To infer causality between two variables, you must argue against
all other plausible competing hypotheses that other scientists come
up with. This is a very difficult task and is one of the fun sources
of discourse in science. It is also one of the major foci of a research
methods class.

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A cursory
overview of causal logic

Certain criteria are
generally held to be minimal requirements for the inference that
one variable (let's call it the IV) causes changes in the other
(let's call it the DV).
We will just quickly
mention a few positive guides toward making causal inferences.
Time Relations
Cause precedes the
effect. In logic, the cause must precede the effect. If someone
wanted to infer that stress causes sleep disruption, they could
not do so if the sleep disruption occurred first and the stress
occurred the next day. As a minimum the stressor would have to be
first, and the sleep disruption second. Cause first, effect second.
A fallacy. But
that which comes before does not necessarily cause that which comes
after. In logic, people talk of the "after which, therefore
because of which" fallacy. Just because a person has a stressful
experience during the day does not prove that the sleep disruption
that happens that night is caused by the stress. It might be; or
it might not. Maybe the stress is irrelevant and one of many other
variables caused the sleep disruption.
Temporal Contiguity.
Causes and effects are generally considered to be close in time.
The cause first and then, quickly, the effect. That is sensible.
Still, when the Surgeon General says that smoking causes cancer
it's clear that we are talking about a causal chain that extends
over many years. Presumably, smoke causes a series of intermediate
causal mechanisms which eventual cause cancer.
High Correlation
While a high correlation
does not mean causation, there must be a high correlation between
changes in the causal variable and effect variable. If stress does
cause sleep disruption, you would expect to find a high correlation
between changes in stress level and changes in sleep.
Eliminate All Plausible
Competing Hypotheses
A difficult criterion.
To infer causality, a researcher must eliminate other plausible
competing hypotheses. As we pointed out in the previous section
other scientists will generate many plausible hypotheses which compete
to explain to explain the results of research. The power of the
experimental method is that it gives researchers tools for eliminating
plausible competing hypotheses. For example, in the true experiment
with rats, the scientists could eliminate a third variable hypothesis
that noise levels are causing sleep disruption because they are
housing both groups of rats in the same quiet area. They could eliminate
reverse causality because they actively manipulate stress versus
no stress and know that it is the stress which comes first, not
the sleep disruption. And so on.
The great intellectual
adventure of science includes this interplay between plausible competing
hypotheses and experimental design.
PCH of Chance.
Now we have gone a bit afield, beyond statistics. Still this discussion
is relevant to the proper use of statistics and how they fit into
the scientific adventure. We will spend almost half the course in
talking about how statistics are used as a tool for eliminating
the plausible competing hypothesis of chance. For now, just let
this all settle at a common sense level.
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