Multiple
Correlation
Values of
Sundar B N
Assistant Professor
R₁.₂₃, R₂.₁₃ & R₃.₁₂
r₁₂, r₁₃ and r₂₃
Introduction
If information on two variables like height and weight, income and
expenditure, demand and supply, etc. are available and we want to
study the linear relationship between two variables, correlation
coefficient serves our purpose which provides the strength or degree
of linear relationship with direction whether it is positive or negative.
But in biological, physical and social sciences, often data are
available on more than two variables and value of one variable seems
to be influenced by two or more variables.
If we have more than two variables which are interrelated in
someway and our interest is to know the relationship between one
variable and set of others. This leads us to multiple correlation study.
Meaning of Multiple
Correlation
“ ”
Multiple correlation is the study of combined
influence of two or more variables on a
single variable.
 It is a study of more than 2 variables
 One is dependent Variable and others are independent variables
 We study the multiple impact of IV on DV
 We study the direction between them
 We study the degree of correlation between them
 Correlation ranges between 0 to 1
Crimes in a city may be influenced by illiteracy, increased
population and unemployment in the city, etc.
The production of a crop may depend upon amount of
rainfall, quality of seeds, quantity of fertilizers used and
method of irrigation, etc.
Performance of students in university exam may depend
upon his/her IQ, mother’s qualification, father’s qualification,
parents income, number of hours of studies, etc.
Examples
Options of Multiple
Correlation Co-efficient
 R₁.₂₃ = We study the multiple impacts of 2nd
and 3rd
Independent Variables on 1st
Dependent Variable
 R₂.₁₃ = We study the multiple impacts of 1st
and 3rd
Independent Variables on 2nd
Dependent Variable
 R₃.₁₂ = We study the multiple impacts of 1st
and 2nd
Independent Variables on 3rd
Dependent Variable
Formula for Co-efficient of Multiple
Correlation
R₁.₂₃ = We study the multiple
impacts of 2nd
and 3rd
Independent Variables on
1st
Dependent Variable
R₂.₁₃ =We study the multiple
impacts of 1st
and 3rd
Independent Variables on 2nd
Dependent Variable
 R₃.₁₂ = We study the multiple
impacts of 1st
and 2nd
Independent Variables on 3rd
Dependent Variable
Where, R₁.₂₃ = Multiple
correlation coefficient.
r₁₂ is the total correlation
coefficient between variable X₁
and X₂
And r₁₃ & r₂₃ = So on respectively
Where, R ₂.₁₃ = Multiple
correlation coefficient.
r₁₃ is the total correlation
coefficient between
variable X₁ and X₃
And r₁₂, & r₂₃ = So on respectively
Where, R ₃.₁₂ = Multiple
correlation coefficient.
r₂₃ is the total correlation
coefficient between
variable X2 and X3
r₁₂, r₁₃ & r₂₃ = So on
respectively
Formula for total correlation coefficient
of r₁₂, r₁₃ and r₂₃
From the following data, obtain R₁.₂₃, R₂.₁₃ & R₃.₁₂
Problem
X₁ 2 5 7 11
X₂ 3 6 10 12
X₃ 1 3 6 10
Formula
To obtain multiple correlation
coefficients R₁.₂₃, R₂.₁₃ & R₃.₁₂
we use following formulae
We need r₁₂, r₁₃ and r₂₃ which
are obtained from the
following following
Solution
X₁ 2 5 7 11
X₂ 3 6 10 12
X₃ 1 3 6 10
Sl No X₁ X₂ X₃ (X )²
₁ (X )²
₂ (X )²
₃ X X
₁ ₂ X X
₁ ₃ X₂₃
1 2 3 1 4 9 1 6 2 3
2 5 6 3 25 36 9 30 15 18
3 7 10 6 49 100 36 70 42 60
4 11 12 10 121 144 100 132 110 120
Total ∑X =25
₁ ∑X =31
₂ ∑X =20
₃ ∑(X )²=199
₁ ∑(X )²=289
₂ ∑(X )²=146
₃ ∑X X =238
₁ ₂ ∑X X =169
₁ ₃ ∑X X =201
₂ ₃
Applying to the Formula r₁₂
∑X =25
₁
∑(X )²=199
₁
∑X =31
₂
∑(X )²=289
₂
∑X X =238
₁ ₂
N=4
Applying to the Formula r₁₃
∑X =25
₁
∑(X )²=199
₁
∑X =20
₃
∑(X )²=146
₃
∑X X =169
₁ ₃
N=4
Applying to the Formula r₂₃
Now we can calculate R₁.₂₃, R₂.₁₃ & R₃.₁₂
∑X =31
₂
∑(X )²=289
₂
∑X =20
₃
∑(X )²=146
₃
∑X X =201
₂ ₃
N=4
Calculate R₁.₂₃
We have, r₁₂ = 0.97, r₁₃ = 0.99 and r₂₃ = 0.97 , then
Calculate R₂.₁₃
We have, r₁₂ = 0.97, r₁₃ = 0.99 and r₂₃ = 0.97 , then
Calculate R₃.₁₂
We have, r₁₂ = 0.97, r₁₃ = 0.99 and r₂₃ = 0.97 , then
Final Output
r₁₂ = 0.97
r₁₃ = 0.99
r₂₃ = 0.97
R₁.₂₃ = 0.99
R₂.₁₃ = 0.95
R₃.₁₂ = 0.99
Assignment
?
Reference
Tailor, Rajesh (2017). “Unit-11 Multiple
Coorelation. IGNOU.

Multiple Correlation - Introduction, Meaning, Examples, Options, Formulas and Problems

  • 1.
    Multiple Correlation Values of Sundar BN Assistant Professor R₁.₂₃, R₂.₁₃ & R₃.₁₂ r₁₂, r₁₃ and r₂₃
  • 2.
    Introduction If information ontwo variables like height and weight, income and expenditure, demand and supply, etc. are available and we want to study the linear relationship between two variables, correlation coefficient serves our purpose which provides the strength or degree of linear relationship with direction whether it is positive or negative. But in biological, physical and social sciences, often data are available on more than two variables and value of one variable seems to be influenced by two or more variables. If we have more than two variables which are interrelated in someway and our interest is to know the relationship between one variable and set of others. This leads us to multiple correlation study.
  • 3.
    Meaning of Multiple Correlation “” Multiple correlation is the study of combined influence of two or more variables on a single variable.  It is a study of more than 2 variables  One is dependent Variable and others are independent variables  We study the multiple impact of IV on DV  We study the direction between them  We study the degree of correlation between them  Correlation ranges between 0 to 1
  • 4.
    Crimes in acity may be influenced by illiteracy, increased population and unemployment in the city, etc. The production of a crop may depend upon amount of rainfall, quality of seeds, quantity of fertilizers used and method of irrigation, etc. Performance of students in university exam may depend upon his/her IQ, mother’s qualification, father’s qualification, parents income, number of hours of studies, etc. Examples
  • 5.
    Options of Multiple CorrelationCo-efficient  R₁.₂₃ = We study the multiple impacts of 2nd and 3rd Independent Variables on 1st Dependent Variable  R₂.₁₃ = We study the multiple impacts of 1st and 3rd Independent Variables on 2nd Dependent Variable  R₃.₁₂ = We study the multiple impacts of 1st and 2nd Independent Variables on 3rd Dependent Variable
  • 6.
    Formula for Co-efficientof Multiple Correlation R₁.₂₃ = We study the multiple impacts of 2nd and 3rd Independent Variables on 1st Dependent Variable R₂.₁₃ =We study the multiple impacts of 1st and 3rd Independent Variables on 2nd Dependent Variable  R₃.₁₂ = We study the multiple impacts of 1st and 2nd Independent Variables on 3rd Dependent Variable Where, R₁.₂₃ = Multiple correlation coefficient. r₁₂ is the total correlation coefficient between variable X₁ and X₂ And r₁₃ & r₂₃ = So on respectively Where, R ₂.₁₃ = Multiple correlation coefficient. r₁₃ is the total correlation coefficient between variable X₁ and X₃ And r₁₂, & r₂₃ = So on respectively Where, R ₃.₁₂ = Multiple correlation coefficient. r₂₃ is the total correlation coefficient between variable X2 and X3 r₁₂, r₁₃ & r₂₃ = So on respectively
  • 7.
    Formula for totalcorrelation coefficient of r₁₂, r₁₃ and r₂₃
  • 8.
    From the followingdata, obtain R₁.₂₃, R₂.₁₃ & R₃.₁₂ Problem X₁ 2 5 7 11 X₂ 3 6 10 12 X₃ 1 3 6 10
  • 9.
    Formula To obtain multiplecorrelation coefficients R₁.₂₃, R₂.₁₃ & R₃.₁₂ we use following formulae We need r₁₂, r₁₃ and r₂₃ which are obtained from the following following
  • 10.
    Solution X₁ 2 57 11 X₂ 3 6 10 12 X₃ 1 3 6 10 Sl No X₁ X₂ X₃ (X )² ₁ (X )² ₂ (X )² ₃ X X ₁ ₂ X X ₁ ₃ X₂₃ 1 2 3 1 4 9 1 6 2 3 2 5 6 3 25 36 9 30 15 18 3 7 10 6 49 100 36 70 42 60 4 11 12 10 121 144 100 132 110 120 Total ∑X =25 ₁ ∑X =31 ₂ ∑X =20 ₃ ∑(X )²=199 ₁ ∑(X )²=289 ₂ ∑(X )²=146 ₃ ∑X X =238 ₁ ₂ ∑X X =169 ₁ ₃ ∑X X =201 ₂ ₃
  • 11.
    Applying to theFormula r₁₂ ∑X =25 ₁ ∑(X )²=199 ₁ ∑X =31 ₂ ∑(X )²=289 ₂ ∑X X =238 ₁ ₂ N=4
  • 12.
    Applying to theFormula r₁₃ ∑X =25 ₁ ∑(X )²=199 ₁ ∑X =20 ₃ ∑(X )²=146 ₃ ∑X X =169 ₁ ₃ N=4
  • 13.
    Applying to theFormula r₂₃ Now we can calculate R₁.₂₃, R₂.₁₃ & R₃.₁₂ ∑X =31 ₂ ∑(X )²=289 ₂ ∑X =20 ₃ ∑(X )²=146 ₃ ∑X X =201 ₂ ₃ N=4
  • 14.
    Calculate R₁.₂₃ We have,r₁₂ = 0.97, r₁₃ = 0.99 and r₂₃ = 0.97 , then
  • 15.
    Calculate R₂.₁₃ We have,r₁₂ = 0.97, r₁₃ = 0.99 and r₂₃ = 0.97 , then
  • 16.
    Calculate R₃.₁₂ We have,r₁₂ = 0.97, r₁₃ = 0.99 and r₂₃ = 0.97 , then
  • 17.
    Final Output r₁₂ =0.97 r₁₃ = 0.99 r₂₃ = 0.97 R₁.₂₃ = 0.99 R₂.₁₃ = 0.95 R₃.₁₂ = 0.99
  • 18.
  • 19.
    Reference Tailor, Rajesh (2017).“Unit-11 Multiple Coorelation. IGNOU.