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

learn more… | top users | synonyms

0
votes
0answers
4 views

Canonical correlations for categorical (binary) variables

I have a data set with all categorical variables (most binary). Some variables code social factors, others code mental health issues, a third group code degrees of support from various sources ...
0
votes
1answer
15 views

Fitting a mixture model to spatially correlated data

When the data are spatially correlated, is the usual GMM likelihood function overweighted? The data. Scattering experiment, sensor is like a CCD. Can't see individual events, only density estimate ...
2
votes
1answer
21 views

Reproduce Cross Correlation results in Python

I'm trying to reproduce the results found in this, where the cross correlation between two distributions is calculated: p(XY) = 0.5 * P(X = Y) + 1 * P(X > Y) ...
0
votes
1answer
24 views

Normalize variables for cacluation of correlation coefficient

I have two vectors (arrays) of values. One vector represents a variable whose values are between 0 and 1 (ratio-type variable). The other vector represents a variable whose values are continuous float ...
0
votes
1answer
14 views

correlation and constant variable problem

I want to know if word length has an effect of being remembered or not by students. I conducted a test and entered each word as dichotomous variable (0-1, not remembered-remembered). However word ...
0
votes
0answers
7 views

Counting how many times some query parameters occur together

My web site logs which criteria was given by each search query. A typical line in this log file looks like x=foo&y=bar&z=baz, which means the user provided ...
0
votes
0answers
23 views

Transform two correlated random variable to independent variables without knowing correlation

I am thinking about this interesting question which arises in the following realistic setting. For example, in one medical experiment one drug and one placebo are applied to two randomized groups of ...
0
votes
1answer
19 views

Correlation of change in expression with response variable

I have paired gene expression data before and after a treatment, as well as an ordinal response variable with 3 levels for each sample after treatment. I am interested in the correlation of the ...
1
vote
1answer
40 views

Analysis where dependent variables are proportions

I have a set of demographic data (age, race, social class, etc.) for selected geographic areas. These independent variables are each proportional in each type, i.e. Area A: White 70%, Black 20%, Asian ...
2
votes
2answers
158 views

How to prove linearity assumption in regression analysis for a continuous dependent and nominal independent variable?

I want to check the assumptions for applying linear regression analysis. So, among others I check the linear dependency between my dependent (which is continuous) and my independent (nominal or dummy) ...
10
votes
4answers
201 views

How to generate a large full-rank random correlation matrix with some strong correlations present?

I would like to generate a random correlation matrix $\mathbf C$ of $n \times n$ size such that there are some moderately strong correlations present: square real symmetric matrix of $n \times n$ ...
7
votes
1answer
460 views

Confused about the visual explanation of eigenvectors: how can visually different datasets have the same eigenvectors?

A lot of statistics textbooks provide an intuitive illustration of what the eigenvectors of a covariance matrix are: The vectors u and z form the eigenvectors (well, eigenaxes). This makes sense. ...
1
vote
1answer
31 views

Calculating the correlation between difference scores from the correlations within timepoints

For a meta-analysis I am conducting, I need to know the correlation between two sets of difference scores. For example, imagine a study in which the researchers measure variables $x$ and $y$ at time ...
2
votes
0answers
16 views

Calculating correlation between elements in groups

I'm analysing results from a lexical availability test. So I have groups of related words (each group is a single answer from an individual). [A,B,C,D],[B,A,E,F,G],[G,A,D,B,H]... and so on, where the ...
1
vote
1answer
81 views
+100

Multiple testing in correlation analysis over time periods

I have one variable measured once per time interval (say, once per year), and another variable measured periodically (say, once per day). The periodic measurements are autocorrelated. I am interest ...
0
votes
1answer
19 views

Factor loading and corrected item to factor correlation

By definitions seems that both factor loading and corrected item to factor correlation (statistic when calculating Cronbach's alpha) essentially indicate to the same - the correlation of the item with ...
2
votes
1answer
45 views

linear regression

I am reading a paper and come across the following information: ...
1
vote
1answer
45 views

Using nonparametric tests with small samples even when data are normaly distrubuted

Is it appropriate to use a nonparametric test with a small sample (e.g., less than 65 people) even when data are normally distributed? For example, using the Spearman correlation? Actually my data is ...
0
votes
0answers
20 views

Can any one give me inf how I can form X, Z, R, G, and A matrices using dummy variables using the posted info below?

Y=Xb +Zu + e, where y represents a vector of observed (measured) phenotype values, b is vector of unknown parameters for “fixed" effects, while X is corresponding design matrix, u is vector of ...
1
vote
0answers
31 views

What is the best practices/way to do a linear regression on highly correlated variables

I wish to create a composite variable of a number of highly correlated variables. Each one of these variables contains different information and is useful in it's own right. But they are all highly ...
0
votes
0answers
26 views

Relationship between variables in positive linear correlation

I read a paper about the relationship between system load and running time of a task , it said that: the relationship between the measured load execution and the running time is almost perfectly ...
0
votes
1answer
43 views

What is a threshold for calculating correlation between two variables

I have an assignment where I need to write a function between two variables: Write a function that takes a directory of data files and a threshold for complete cases and calculates the correlation ...
1
vote
1answer
40 views

How can I estimate a principal component from incomplete data?

I would like to know the best way to estimate a principal component's latest value, if I only have partial information about the latest variable data points: Assuming I have 5 variables: ...
0
votes
1answer
11 views

Pearson Correlation of Device Values

I have a device which obtains velocity based values over a period of 1 minute (average). I also have another device with which I am comparing that device. Now the velocity values can be quite random, ...
0
votes
0answers
16 views

Normalising two time series for correlation analysis

this is my very first time posting in CV and I am very new to analysis area. I really really need you experts' help. I have been working on two time series data (currency spread differentiated by ...
1
vote
0answers
13 views

Partial Correlation VS. Correlation Threshold in brain network graph

Partial correlation (or inverse of covariance matrix) and correlation threshold are two common methods to construct the brain network in fMRI data. Theoretically, partial correlation should perform ...
1
vote
0answers
36 views

Geometric interpretation of multiple correlation coefficient $R$ and coefficient of determination $R^2$

I am interested in the geometric meaning of the multiple correlation $R$ and coefficient of determination $R^2$ in the regression $y_i = \beta_1 + \beta_2 x_{2,i} + \dots + \beta_k x_{k,i} + ...
1
vote
1answer
79 views

Is there any correlation or causation here?

I have the following data, where 2 properties (P1 and P2) can be either True or False ...
2
votes
1answer
29 views

Curvilinear relationship between two Likert-Scales - is there any coefficient to measure it?

I have two Likert-scale variables, that values vary from "strongly disagree" to "strongly agree". Somehow I know, that many people who stronly disagree on the first scale, strongly agree on the second ...
0
votes
0answers
14 views

how can i work out the percentage of rows with matching values in 2 different columns? [migrated]

I'm trying to find out the percentage of my users which return to my site by comparing their 'Joined' date and their 'Last Seen' date. In more literal terms, I have a table which looks a bit like ...
0
votes
0answers
17 views

the approach of performing correlation analysis between categorical and numerical

What are the approaches to perform correlation analysis for the following pairs: ...
2
votes
2answers
50 views

Derive the LLN for a certain sequence

I have a sequence of dependent random variables $X_1, X_2...X_n$. Each RV is correlated with two other RVs and uncorrelated with the others.The ones that are correlated satisfy the condition ...
0
votes
0answers
28 views

How to interpret models with low to mild $R^2$

I used stepwise multiple regression to analyze some data. The resultant models all suffered form low to moderate $R^2$, ranging from .096 to .240. My question is what could have caused the $R^2$ to ...
0
votes
1answer
20 views

Help need identifying analyses methods

Any and all help would be much appreciated! I've detailed a bit of information below, but if I left anything out please let me know My hypotheses are (info: NA= novel asssembly; S= selections or ...
2
votes
0answers
11 views

What is the effect of simple transformations to predictor and/or response variables to the correlation constant (r)?

Context: A study of living conditions in 55 large U.S. cities found the mean January temperature (degrees Fahrenheit), altitude (feet above sea level), and latitude (degrees north of the equator). ...
0
votes
0answers
30 views

Automating the finding of hidden correlations‏

With this dummy data below , can I get a tool to brute force figure out that penalties column has the highest correlation to wins? I would like to try a simple data set using this (or any) tool. ...
0
votes
0answers
23 views

Hidden correlation

I got a problem When i tried to find the correlation between two variables. The scattor plot is attached below. Spearman correlation test gave a significant (P<0.05) positive correlation with a ...
2
votes
1answer
35 views

Average of Dependent Variables

Suppose $X_1, \ldots, X_n$ are dependent varibles with identical marginal distribution. Denote the common population mean as $\mu_0$. In this case, is $\frac{1}{n} \sum X_i$ a reasonably good ...
1
vote
0answers
24 views

same number of observations but not significant?

If we two time series (x,y)with the same number of observations. We then computed the Pearson correlation with z, which has the ...
2
votes
1answer
25 views

How to infer correlations from correlations

I have a question regarding correlation inference. Consider, I have two sets of variables X and Y. For an x element of X I know the correlation to an unknown variable z. I also have the covariance ...
2
votes
1answer
60 views

Difference between svd() and prcomp() in R

Conceptually, aren't the eigenvalues of a correlation matrix and the singular values of the associated scaled data matrix supposed to be the same? The below illustration is saying that it isn't so. ...
0
votes
0answers
22 views

intraclass correlation

I'm wondering if I can get some feedback wrt the type of analyses that are available to answer my question. Here's a brief overview: I have 6 Indicator Variables that represent different dimensions ...
0
votes
0answers
5 views

manipulation of dependent variable

When comparing the association between two sets of time series data does introducing a time lag in one of them constitute a "manipulation" such that the time lagged set automatically becomes the ...
0
votes
0answers
12 views

Correlation co-efficient calculation

Suppose an experiment having $r$ possible outcomes $1,2,\dots,r$ that occur with probabilities $p_1,p_2,\dots,p_r$ is repeated $n$ times independently. Let $X$ be the number of times the first outcome ...
0
votes
0answers
19 views

correlation between factors in a glm

My model looks like this: mdl<-glm(yld ~ rain + stage + rain*stage) A hypothetical data for the above model is: ...
0
votes
0answers
9 views

Alghorithm for choosing the best set of words for twitter filtering

I'm using the twitter API to get a stream of tweets. You can't get all the tweets from the public API, it requires you to add some word filters. But you can add up to 400 words for filtering and if a ...
0
votes
1answer
29 views

Can I use this equation for prediction?

I've got a question. Below you see a graph which shows the regression equation between construction activities in the private sector (X axis) in £bn and the total amount of all construction activities ...
0
votes
1answer
39 views

Example for uncorrelated, not independent , but with same distribution functions random variables

I am looking for an example of two random variables X and Y on $\Omega=\{-2,-1,0,1,2\}$ with the following properties: a) X and Y have the same distribution b) X and Y are uncorrelated c) X and Y ...
0
votes
0answers
9 views

On computing the Wolfe's t-Test

I have a sample with $n=1000$ subjects. For each subject I have three variables measured, let's say $X$, $Y$ and $Z$. I have the following correlations: $r_{xz}$ = 0.80 $r_{yz}$ = 0.83 I want to ...
0
votes
1answer
32 views

Why can't we add all the individual Pearson's $r$'s in a multiple regression and calculate $R^2$ based on this sum?

Why can't we add all the individual Pearson's $r$'s in a multiple regression and calculate $R^2$ based on this sum? Is there an easy mathematical explanation to this as $r^2$ is squared and don't add ...