Naked Statistics: Stripping the Dread from the Data

And it is not merely a hypothetical case. Evolutionary biologist Stephen Jay Gould was diagnosed with a form of cancer that had a median survival time of eight months; he died of a different and unrelated kind of cancer twenty years later.3 Gould subsequently wrote a famous article called “The Median Isn’t the Message,” in which he argued that his scientific knowledge of statistics saved him from the erroneous conclusion that he would necessarily be dead in eight months. The definition of the median tells us that half the patients will live at least eight months—and possibly much, much longer than that. The mortality distribution is “right-skewed,” which is more than a technicality if you happen to have the disease.4

Stick with me; it’s not that complicated. Suppose that the mean height in the sample is 66 inches (with a standard deviation of 5 inches) and that the mean weight is 177 pounds (with a standard deviation of 10 pounds). Now suppose that you are 72 inches tall and weigh 168 pounds. We can also say that you your height is 1.2 standard deviations above the mean in height [(72 – 66)/5)] and .9 standard deviations below the mean in weight, or –0.9 for purposes of the formula [(168 – 177)/10]. Yes, it’s unusual for someone to be above the mean in height and below the mean in weight, but since you’ve paid good money for this book, I figured I should at least make you tall and thin. Notice that your height and weight, formerly in inches and pounds, have been reduced to 1.2 and –0.9. This is what makes the units go away.

Correlation measures the degree to which two phenomena are related to one another. For example, there is a correlation between summer temperatures and ice cream sales. When one goes up, so does the other. Two variables are positively correlated if a change in one is associated with a change in the other in the same direction, such as the relationship between height and weight. Taller people weigh more (on average); shorter people weigh less. A correlation is negative if a positive change in one variable is associated with a negative change in the other, such as the relationship between exercise and weight.

The tricky thing about these kinds of associations is that not every observation fits the pattern. Sometimes short people weigh more than tall people. Sometimes people who don’t exercise are skinnier than people who exercise all the time. Still, there is a meaningful relationship between height and weight, and between exercise and weight.

If we were to do a scatter plot of the heights and weights of a random sample of American adults, we would expect to see something like the following:

Scatter Plot for Height and Weight

If we were to create a scatter plot of the association between exercise (as measured by minutes of intensive exercise per week) and weight, we would expect a negative correlation, with those who exercise more tending to weigh less. But a pattern consisting of dots scattered across the page is a somewhat unwieldy tool. (If Netflix tried to make film recommendations for me by plotting the ratings for thousands of films by millions of customers, the results would bury the headquarters in scatter plots.) Instead, the power of correlation as a statistical tool is that we can encapsulate an association between two variables in a single descriptive statistic: the correlation coefficient.

The correlation coefficient has two fabulously attractive characteristics. First, for math reasons that have been relegated to the appendix, it is a single number ranging from –1 to 1. A correlation of 1, often described as perfect correlation, means that every change in one variable is associated with an equivalent change in the other variable in the same direction.

A correlation of –1, or perfect negative correlation, means that every change in one variable is associated with an equivalent change in the other variable in the opposite direction.

The closer the correlation is to 1 or –1, the stronger the association. A correlation of 0 (or close to it) means that the variables have no meaningful association with one an‍