A measure of the degree of linear association among a pair of variables.

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7 views

What statistics should i use to compare

I am currently analyzing leaf senescence over two sites, using 6 species, each with 5 replicates. The senescence is measured in percentages, and is linear. I was just wondering if anyone knew how i ...
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3 views

Which statistical test for statistical significance of positive result in 5 categories of samples

I have 5 categories rock samples and I am trying to understand how their fossil preservation differs and whether the difference is statistically significant. I determined the presence or absence of ...
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28 views

Correlation with categorical variables - Interpretation of aov()

I want to know if one (or more) out of three categorical variables (season of measurement, geology, grazing) influence the numerical variable (spread of a plant). Sure, I read the answers here ...
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8 views

Comparing the value of Likert scale lengths

I am going over the results and interpretation of results created by a former employee in an medical education setting where I work. I am concerned that the comparisons that have been made between a ...
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1answer
24 views

How to account for correlation in a pre-existing linear model?

By using a pre-existing model we get weights $w_1, w_2 ... w_n$ assigned to $n$ variables. But the model does not take correlation between those $n$ variables into account. How can the correlation ...
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11 views

Correlation of scores, when most scores are the highest

Let's say we have 10,000 observations of two kinds of scores for each item, i.e. each observation has two scores reported. The scores are from 0 to 100. Within each kind of score 9,900 observations ...
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15 views

How does a discordance test work?

Could someone explain how the discordance test works (and what it actually is)? The explanations I found online are unclear: [...] the concordance test can be viewed as the evaluation of the ...
2
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1answer
52 views

Can $x'x$ be written as correlation matrix?

$x'x=$ $$ \begin{bmatrix} \sum_{i=1}^{n}(X_{1i}-\bar X_1)^2&\sum_{i=1}^{n}(X_{1i}-\bar X_1)(X_{2i}-\bar X_1)\cdots & \sum_{i=1}^{n}(X_{1i}-\bar X_1)(X_{ki}-\bar X_k) \\ ...
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74 views

sparse covariance/correlation thresholding

In our project, we would like to do some optimization on sparse matrices. The idea is to scrape massive amounts of data, form a covariance/correlation matrix, and form a sparsity pattern basically by ...
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3answers
107 views

Random variables have non-zero covariance but expected sample covariance is zero? (intuition)

This post asks "why a familiar and widely used estimator of sample covariance has expected value zero, in a situation where the variables involved are characterized by non-zero and equal pair-wise ...
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8 views

Appropriate correlation measure for ordinal vs. categorical data

I have the following data: ...
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14 views

Meta analysis; significance test of correlations

I have performed a meta analysis using the 'Metafor' package in R. I have some corrected correlations. Now I am wondering how I can calculate whether they are significant and whether there is a ...
4
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2answers
51 views

Truncating data reduces correlation?

Here is an argument I came across: by limiting your sample by some range of one of the variables the (Pearson) correlation coefficient between the two variables is likely to be reduced. I can't see ...
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18 views

Q-Methodology: which correlation coefficient to use: Pearson vs Spearman vs Kendall

Please note: This question pertains to Q Methodology, a research method used to study people's subjectivity. Q embodies ontological and epistemological assumptions that sometimes differ markedly ...
3
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0answers
53 views

When is r$^2$ not equal to $R^2$?

This blog post has a nice description of when the square of the Pearson correlation coefficient, r, is equal to the coefficient of determination, $R^2$. Specifically, states that they will be the same ...
2
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1answer
33 views

Correlation of aggregated data - is it valid

This is a common analysis situation which I've come across, but it makes me feel a little uneasy. Its finding the correlation of 2 variables after they have been aggregated. I haven't got any concrete ...
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9 views

Inference drawn from multiple correlation coefficient and partial correlation coefficient

I would like an explanation to why we need both types of correlation coefficients. Google helps me with the appropriate formula to calculate the coefficients so I do not think I need any help on that. ...
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0answers
15 views

Moving-window averages and spurious correlations

I am taking moving window averages of two variables and then correlating the new data. I was noticing extreme pseudo-cyclical changes in the correlation values with changing window size. I injected ...
1
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1answer
32 views

Calculation for the Test of the Difference Between Two Independent Correlation Coefficients

I have been told to take a closer look at: http://www.quantpsy.org/corrtest/corrtest.htm but how exactly does this work? E.g. Given two groups of data A and ...
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2answers
32 views

Ill-posed covariance matrix

I have a gene expression matrix $A$ with dimension $7000\times 30$ where $A_{ij}$ represents the expression of gene i at time j. I need to make a gene co-expression network but the problem is the ...
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21 views

Determining if data follows a Sigmoid function given data that does

I am essentially trying to determine if some gene expression data I have follows as circadian pattern. Currently I have gene expression data for genes know to follow a circadian pattern. I want to ...
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0answers
7 views

Testing for covariance on a fixed scale?

I'm struggling on finding a way to analyse my data, that may be fixed just with a basic statistics insight. I have a dataset that has a large number of variables (100+) some of which tend to covary ...
3
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1answer
37 views

Making two vectors uncorrelated in terms of Kendall Tau correlation

Assume that we have two normalized $n\times 1$ vectors $\bf x$ and $\bf y$. In terms of Pearson correlation, these two signals are uncorrelated if ${\bf x}^T {\bf y} = 0$. Now, assume that ${\bf x}^T ...
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17 views

Does Pearson correlation need mutual rated items in collaborative filtering?

I am working on collaborative recommender system and for computing user x user similarity I use Pearson correlation coefficient. My recommender system works with movie ratings. I need to make sure I ...
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14 views

How to account for correlation among all observations in my sample?

To illustrate, consider a group of students who take a math exam, but who also cheat during the exam. I wanted to run a regression of whether the students passed the exam (dichotomous dependent ...
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2answers
40 views

Does higher value of correlation between two values indicate it is good predictor? [duplicate]

Using Boston dataset in MASS library, I'm trying to find correlation of all columns against the column medv. For each column, I'm doing similar to below: ...
2
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2answers
101 views

How to compute Kendall tau for more than two variables

I am new to statistics. I decided to use Kendall tau correlation. I want to find correlations between every variable of the data set. (For example, if there are three variables in the data $x, y$ ...
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1answer
28 views

Where does the correlation come from in the regression coefficient equation for simple regression

In simple linear regression. $\beta = \frac{Cov(x,y)}{s_x^2}$. This is often written as $\beta = r_{xy}(\frac{s_y}{s_x})$ Where does the correlation come from in this equation? From my understanding ...
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3answers
217 views

In linear regression, what does $\beta_1 = 0$ really mean?

If granted omniscience and we know that $\beta_1$ in a multiple linear regression model is truly 0, what does that mean in words (and math notation)? The model is: $Y = \beta_0 + \beta_1X_1 + ...
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0answers
23 views

Correlation of Distance Matrix

I have a matrix with 15 samples and ~10,000 data points (all z-scores). I calculated a distance matrix with euclidean distances using R. Is it valid to calculate and present a correlation on this ...
4
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1answer
48 views

Generating independent random variables from correlated random variables

I have 2 standard normal, bivariate correlated random variables, $corr \ (X_1, X_2)=\rho$. I want to generate two independent standard normal random variables from these 2. I tried to use what I ...
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4 views

How to test whether correlation between Data X and Binary output Y? [duplicate]

I really don't know much about statistics,, and I'm trying to find a method for testing correlation between the independent variables X and the binary output Y.. So for example, lets say I have the ...
13
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3answers
434 views

How does the formula for generating correlated random variables work?

If we have 2 normal, uncorrelated random variables $X_1, X_2$ then we can create 2 correlated random variables with the formula $Y=\rho X_1+ \sqrt{1-\rho^2} X_2$ and then $Y$ will have a correlation ...
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2answers
39 views

How to find which variables are related to a given variable? Can one use PCA?

I have a table which contains about 80 variables. I will give one variable as input and as output I want to have all the variables that are related to the input variable. Example: I have hospital ...
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8 views

Correlation between two facets

I need to check psychometric propertis of one test. There are 160 variables in 7 scales/facets. I need to find out if there are any correlations between theese scales ( in SPSS). Can you help me ...
7
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2answers
102 views

Approaches for generating synthetic survey data with dependent answers?

I would like to produce synthetic survey data. At the moment I produce independent answers between questions according to an arbitrary discrete distribution as in this question. I want to generate ...
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0answers
7 views

similarities between two signal using correlation

let say we have two signal ,there is given their time domain plots and also correlation plot and final correlation plot it should be noted that both signal have same spectral structure,they ...
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0answers
15 views

what statistical test should i use? ordinal dependent and IV

I have a subset of strains, number of factors possessed is counted in 0, 1, 2, and 3. and at the same time the MIC of the strains measured in 1, 2, 4, 8, 16........ was done. I would like to examine ...
2
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3answers
83 views

Can two linear regression variables be perfectly correlated but not share a single causal chain ancestor?

A causal chain lists event (or fact) $y$ with all its causal antecedents. We make a model of the following form: $$ y = \beta_0 + \beta_1x_1 + \beta_2x_2 + \epsilon $$ $\hat\beta_1$ has a p-value ...
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0answers
21 views

Intepretating DCC GARCH value on Stata

I am modelling the volatility and correlation of two assets using the DCC GARCH model on Stata. The DCC GARCH model is as follows: $$Q_t = (1-\alpha-\beta)R + \alpha \varepsilon_{t-1} ...
6
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4answers
101 views

If $X$ is one of several variables that sum to $Y$, is the $R^2$ between $X$ and $Y$ a useful value?

One assumption for regression analysis is that $X$ and $Y$ are not intertwined. However when I think about it It seems to me that it makes sense. Here is an example. If we have a test with 3 sections ...
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0answers
11 views

Correlation coefficient: p value vs jackknife standard error

I have very limited statistics background and need some help determining the best way to test this.. 1) I am using matlab corrcoef which returns an r and p value. I have two different comparisons.. ...
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20 views

Non Probability Analysis

I want to quantify the results of my non-probability survey. Are there any analysis techniques I can use that don't require or assume randomness other than descriptive?
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28 views

slope of correlation coefficient affected by independent variable?

I am interested in testing if the correlation coefficient between 2 dependent variables is significantly affected by an independent variable (which has two levels). I don't think calculating a partial ...
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0answers
45 views

Can I use correlation metrics also for time series?

I was using the cross correlation function in R (ccf) until now to discover correlations and lags between two time series. I was wondering if I can use all other ...
0
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1answer
20 views

How to Correlate Parameter Distributions Across Conditions Over A Subject Population?

I'd like some help trying to understand if the conceptual question I'm asking makes sense, and if so, how I would go about implementing the statistics for it. I designed an experiment with two ...
1
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2answers
72 views

Why don't we train neural networks to maximize linear correlation instead of error?

Recently a project I've been a part of has involved training neural networks so that we maximize the Pearson correlation between actual and predicted values. So this came to my mind: why don't we ...
2
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0answers
22 views

Analyzing Proximity Pattern Data in Gorillas

I have a whole bunch of data about proximity patterns between 2 gorillas (distance in meters, taken during set time intervals). I'm interested in comparing the differences in proximity between the 2 ...
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32 views

Should significance of each parameter be proved?

Suppose I want to prove the following linear regression, which represents a predictive model of $I$: $$ I = \beta_a A + \beta_p P + \beta_d D + \beta_s S + \varepsilon $$ Here $\beta$ are regression ...
2
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1answer
47 views

Multicollinearity: does if matter which variable I remove?

Say I'm running a multiple linear regression. I have 4 explanatory variables: A, B, C and D. Pearsons correlation coefficient for A and B is 0.90. I decide to remove either A or B prior to running ...