FAQ/rest - CBU statistics Wiki

Revision 2 as of 2007-08-23 14:12:09

Clear message
location: FAQ / rest

A note on restriction of range

A correlation on variables which take a subset of values of at least one of the two variables being correlated will tend to be smaller than using a larger range of values. For example in an extreme case if we only used people with IQ scores of 100 and correlated IQ with memory score we would obtain a correlation of zero. To obtain a zero order correlation you need two variables (ie measures which vary!)

Chan & Chan (2004) (amongst others) present formula which adjust (upwards)a correlation based on a subset of values in one of the variables to represent the correlation you would have got using a larger set. (e.g. taking the correlation using IQ scores between 95 and 105 and adjusting to estimate the correlation you would have got using IQ scores between 70 and 140. You need, though, to know the variance of one of the two variables for this larger range of values.

In particular the (Pearson) correlation for the larger range, $$r_text{corrected}$$ is obtained using VR, the variance for one of the variables in the restricted range, and V, its variance when it takes the larger range of values:

$$r_text{corrected} = \frac{r}{\sqrt{rtext{2} + \frac{(1-rtext{2})VR}{V}}$$

Reference

Chan W, Chan DW-L (2004) Bootstrap standard error and confidence intervals for the correlation corrected for range restriction: a simulation study. Psychological methods 9(3) 369-385.