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Thread: Pearson's Correlation _ with individual X error and Y error

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    Question Pearson's Correlation _ with individual X error and Y error




    Hi all,
    I have a problem that I can't seem to solve. I don't know how to account for the individual measurement error in a Pearson's correlation r calculation.

    I am comparing two measured data sets X vs. z and Y vs. z with each other, and each individual pairs (x and y) have their own associated error. [where, standard error = standard deviation / sqrt(n)] The x measurements each had an n=5, the y measurements had an n=3. see table and plots below.

    z X x std. err Y y std. err

    25 0.72855767 0.027897003 1.646892253 0.142322358
    75 0.626295068 0.032373739 1.050750426 0.086402134
    125 0.503723473 0.040064737 0.821319298 0.054630245
    175 0.350974088 0.048911432 0.72469168 0.054934699
    225 0.235663134 0.054151294 0.492331475 0.047449739
    275 0.153881708 0.041717934 0.326720574 0.026730325
    325 0.091734879 0.026676582 0.223300186 0.01824026
    375 0.052049261 0.022624755 0.18872933 0.016929851
    425 0.065249763 0.028233725 0.169369199 0.016954082
    475 0.087642862 0.038713734 0.167518079 0.021577553

    from this data you get:
    Name:  Pearson's correlation with standard error of X and Y.jpg
Views: 339
Size:  35.9 KB


    I can easily calculate the r value for the average X and Y (n=10) but I would like to also report, either the error in r due to the error in individual x and y error, or an adjusted r value that already takes this variation into account.

    Any help is much appreciated.
    Thank you.

  2. #2
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    Re: Pearson's Correlation _ with individual X error and Y error


    I'm also uploading a jpg of the table for easy viewing.
    Thanks.
    Name:  table of pearson's correlation data.jpg
Views: 291
Size:  328.3 KB

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