Effect of Linear Transformations on Pearson's r
Next section: Spearman's rho
Linear transformations have no effect on Pearson's correlation
coefficient. Thus, the correlation between height and weight is the same
regardless of whether height is measured in inches, feet, centimeters or
even miles. This is a very desirable property since, with the exception
of
ratio scales, choices among measurement scales
that are linear transformations of each other are arbitrary. For instance,
scores on the Scholastic Aptitude Test (SAT) range from 200-800. It was
an arbitrary decision to set 200 to 800 as the range. The test would not
be any different if 100 points were subtracted from each score and then
each score were multiplied by 3. Scores on the SAT would then range from
300-2100. The Pearson's correlation between SAT and some other variable
(such as college grade point average) would not be affected by this linear
transformation.
Next section: Spearman's rho