Capítulo 32 Correlação


32.1 Coeficiente de correlação de Pearson (\(r\)) (32.1).304,305


\[\begin{equation} \tag{32.1} r = \dfrac{n \sum{x_i y_i} - \sum{x_i} \sum{y_i}}{\sqrt{\left[n \sum{x_i^2} - (\sum{x_i})^2\right]\left[n \sum{y_i^2} - (\sum{y_i})^2\right]}} \end{equation}\]


Exemplo de diferentes forças e direção de correlação entre duas variáveis X e Y.

Figura 32.1: Exemplo de diferentes forças e direção de correlação entre duas variáveis X e Y.






32.2 Coeficiente de correlação ponto-bisserial (\(r_{s}\)) (32.2).304


\[\begin{equation} \tag{32.2} r_{s} = \dfrac{M_{1} - M_{0}}{s_{y}} \sqrt{\dfrac{n_{1}n_{0}}{n^2}} \end{equation}\]





32.3 Coeficiente de correlação de Spearman (\(\rho\)) (32.3).304,305


\[\begin{equation} \tag{32.3} \rho = 1 - \dfrac{6 \Sigma d_{i}^2}{n(n^2 - 1)} \end{equation}\]





32.4 Coeficiente de Kendall (\(\tau\)) (32.4).304,305


\[\begin{equation} \tag{32.4} \tau = \dfrac{(n_{c} - n_{d})}{\dfrac{1}{2}n(n-1)} \end{equation}\]





32.5 Coeficiente de Cramér (\(V\)) (32.5).REF?


\[\begin{equation} \tag{32.5} V = \sqrt{\dfrac{\chi^2/n}{\min(k-1, r-1)}} \end{equation}\]



32.6 Coeficiente de Sheperd (\(\phi\)) (32.6).REF?


\[\begin{equation} \tag{32.6} \phi = \sqrt{\dfrac{\chi^2}{n}} \end{equation}\]






32.7 Coeficiente de correlação tetracórica \(r_{tet}\).310,311



32.8 Coeficiente de correlação policórica \(r_{pol}\).311



32.9 Coeficiente de correlação ponto-bisserial \(r_{pb}\).


32.10 Coeficiente de correlação bisserial \(r_{s}\).311




Citar como:
Ferreira, Arthur de Sá. Ciência com R: Perguntas e respostas para pesquisadores e analistas de dados. Rio de Janeiro: 1a edição,


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