I grabbed the data set [1], loaded it into R, and tried to recreate the first graph in the original post. Observations:
1. The value-added scores are quantized so, as some people have suggested, it's hard to see the true density relationships in the original plot. There's a lot of overlapping data points.
2. I re-plotted the data using jittering to more accurately show the density distribution. I also added a GAM smoother to show the trend. Result: https://docs.google.com/file/d/0B2Tqdso8AsFNS3lWQTdPUGpHZlk/...
3. I also plotted the change in each teacher's value-added score from one year to the next. The resulting histogram: https://docs.google.com/file/d/0B2Tqdso8AsFNeUNiM3hHUGwzdlk/...
4. If we model the relationship as next_year_value_added = this_year_value_added + random_error, here's the fitted model:
Call:
lm(formula = va_0910 ~ va_0809, data = ds_cmp)
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.009157 0.002315 3.956 7.67e-05 ***
va_0809 0.820085 0.017646 46.475 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.2153 on 8691 degrees of freedom
Multiple R-squared: 0.1991, Adjusted R-squared: 0.199
F-statistic: 2160 on 1 and 8691 DF, p-value: < 2.2e-16
If you want to see exactly what I did, I threw my R code and the data sets up on GitHub:
https://github.com/tmoertel/nyva-cursory[1] http://www.ny1.com/content/top_stories/156599/now-available-...