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

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8 views

Why is path b mediation model insignificant? What does this mean?

Path b (mediator --> outcome variable) is not significant in my mediation model when I ran a regression even though the relationship between the mediator and outcome variable were significant in basic ...
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1answer
36 views

High correlation between two independent variables, but no multicollinearity?

I have two independent variables which have a Pearson correlation coefficient of 0.98. The two independent variables measure the same underlying construct but only at two different points in time ...
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30 views

What is p-value in correlation? Can you have a one-sided correlation?

Let's say you have data from two random variables $X$ and $Y$, and the two random variables are highly correlated (ex: $r=.97$). The p-value, which is testing the null hypothesis that there is no ...
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20 views

What type of statistical analysis would be best to use?

I'm awful at statistics so could really use some help regarding statistical analysis and which approach to use. Here is what I know - I need to determine, based on stats I have been given, whether ...
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10 views

find weights of different methods

This question is a little general, but I am looking for suggestions of a method. I have several images that contain images of animals and I have to characterize which animals they are, let's call them ...
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0answers
14 views

Convert principal components based on covariance into principal components based on correlation

I am wondering if there is any way to mathematically express the change in direction of the principal components from the $2\times2$ covariance matrix to the correlation matrix. In other words, if ...
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7 views

Find correlation between two populations [on hold]

I am working on my dissertation and I have to find out the correlation between two populations on the basis on certain data. I have the data in numerical format too but I am finding it hard to come to ...
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0answers
18 views

Testing significant difference of correlation matrices

I'm interested in exploring whether responses to a series of attitudinal questions differ across various countries. I could check significant difference in mean scores but am more interested in the ...
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1answer
103 views

Why isn't the sample distribution of r normal?

The sample distribution of $r$ is positively or negatively skewed if $\rho \neq 0$. However, according to the central limit theorem - the more samples you take from a population, no matter what shape ...
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1answer
32 views

How do you run correlations on mean values?

I have five random variables measured on units in four sites, and I'm interested in comparing between sites to determine if there are significant differences. I'm extremely interested in the ...
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0answers
20 views

Correlation between normally and non normally distributed variables [on hold]

If one of the variable is normally distributed and the other non normally distributed ... how do u correlate them ? for instance in my case i've two hormones ... one shows a normal distribution while ...
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0answers
32 views

Average individual correlations or perform 1 set of correlations

First of all thanks for your time reading this post. I got some issue with correlation analysis that I am not able to solve at all as for more people I ask, different opinions I get (including ...
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0answers
14 views

SVD on normalized correlation matrix [on hold]

Assume that we have a correlation matrix that is normalized to have a unitary vectors as its columns. I know that by applying SVD on such a matrix, besides finding the principal directions, we can ...
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8 views

r : Why is findAssocs() not working? (at all) [migrated]

findAssocs() is not working, as is seen below. "Lucid" and "dreaming" occur together quite often in the book. The corpus is a single document, the text version of a book. Does this function require ...
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0answers
56 views

Alternative to Pearson correlation test

I want to test the correlation between various timeseries. As far as I can tell, finding the Pearson correlation coefficient is a good way to do this. The results I get, however, are not entirely in ...
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0answers
18 views

Can I take mean of correlation coeficients for equally spaced data sets?

Historic market (Cash) prices and future contract prices are available for last 4 years. I have found correlation between Jan'11 market price with Jan'11,Feb'11 and March'11 future contract prices ...
4
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52 views

Ideal statistical or machine learning technique to model highly cross-correlated data

I'm trying to build a model that can predict streamflow for an alpine (snowmelt-fed) watershed using snow albedo (roughly, the energy reflectance of the snow) data. Albedo controls the melt of the ...
2
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0answers
19 views

Better Visualization for Correlation Plots

I'm currently working on an analysis of correlated variables involving +20 variables. I can create correlation (triangle) plots and that is quite helpful but I am wondering what other kinds of data ...
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0answers
13 views

Iman-Conover rank correlation method & multivariate normal distribution

I am working on some simulations using the Iman-Conover method to sample correlated random variables so I can have a 'population' Spearman correlation parameter as opposed to a Pearson correlation ...
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0answers
26 views

Corelation between several non-linear plots [on hold]

I did some googling but couldn't find satisfying answer to my problem. My problem is as follows: I have a data set containing temperature as a function of time (temperature in a room during the ...
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0answers
12 views

density function of bivariate normal with almost singular correlation matrix [on hold]

Let $X$ be a bivariate normal distribution with mean $[0,0]^T$ and covariance matrix \begin{pmatrix} 1&\rho\\ \rho&1 \end{pmatrix} with $\rho<1.$ I am looking for the behaviour of the ...
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0answers
10 views

Covariance of the regression coefficient of two regression given the correlation between the independent variables

Given the following equations $$ Y=x_1\beta_1+\epsilon_1 $$ $$ Y=x_2\beta_2+\epsilon_2 $$ Where $Y$, $x_1$ and $x_2$ are all normalized, and that $x_1$ and $x_2$ are correlated with Pearson ...
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0answers
10 views

Finding correlation of periodic data

I am working on a hedging model for commodity.I have past 36 months data of commodity market price and future contracts price. e.g. on 1st April,2014, market price is x,April contract price = x+1,May ...
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13 views

Calculation of coefficients in multiple regression [duplicate]

I am trying to calculate the coefficients of a linear regression using 2 or more independent variables. Case for 1 independent variable: Using one independent variable X and one dependent variable ...
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0answers
8 views

Compute a Pvalue from the averaged Pearson and Spearman rho

on the one hand, Pearson correlation is sensitive to outliers, while Spearman is not. On the other hand, if you have quantitative data, Spearman will treat it like ordinal data. How about averaging ...
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1answer
29 views
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1answer
35 views

Autocorrelation definition

I am formatting a statistics proof, and I wanted to make sure that I have the definition of autocorrelation correct. Is it the case that the autocorrelation of a continuous variable is the same as ...
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14 views

I am looking to find the correlation score for 2 ordinal variables with a different number of categories

I am trying to find a simple correlation score for 2 ordinal variables from the NSYR data set: MEANLIFE from National Study of Youth and Religion, Wave 1 (2003) Y93. How often, if at all, do you ...
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1answer
37 views

Mulitivariable regression?

For my research project on the effect of a specific kind of surgery on clinical outcome, I want to study the correlation between the improvement in clinical outcome scores (ie the difference between ...
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0answers
19 views

Phi correlation for multiple cells

I have this table for chi-square in R: x <- matrix(c(23,22,10,14,11,12),ncol=3) phi(x) this is a 3 by 2 table and thus phi correlation won't work here, can ...
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0answers
34 views

Correlation, probabilities and alternative grading system in high school problem [closed]

For strictly educational purposes, our fictitious high school utilizes a GPA grading system represented by ordinal variable ranging from 0 to 4 (5 potential inputs) and the board test submitted for ...
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1answer
51 views

Correlation between spot and futures

I am Airliner.I want to protect my business from price volatility of jet fuel cost.Jet fuel is not traded in futures market but Crude oil is traded in futures market. I have daily spot prices of jet ...
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0answers
27 views

Regression for correlated variables. (not multicollinearity)

I have a dataset X, and i'm trying to predict the response variables: a, b, c given an instance x. Typically, one might run whatever regression routine on a, b, and c seperately. However, what ...
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0answers
7 views

Train model based on correlations

I have a dataset of all trains in my country for a period in time, in a MySQL database. The form of this data is the following: ...
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17 views

Correlation on free and paid clients

I have data from a shop and I try to find some valuable info on them. The data contains 3 fields per month for several years. One is the total number of clients, one is the number of clients that pay ...
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25 views

Forecasting one dataset using data and correlation from another using R: commercial centers entrances and restaurant sales figures

Please, be kind, as I'm totally noob in stats and R... I'm the owner of a small restaurant in a commercial center, and I managedd to collect two main dataset, commercial-center (cc) and restaurant ...
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1answer
30 views

Autocorrelation or Serial Correlation

Autocorrelation is also known as serial correlation . Why is the terminology serial used ? Is there anything unserial or ...
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0answers
10 views

Assessing stability of a method to less data (subsets of it)

I'm working on a (computational biology) method which provides a result given a set of data regarding a cell. For example, it takes a picture of an object (or a part of it) and assesses the object's ...
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2answers
44 views

Correlation Coefficient for lag $k$ in Time Series Data

Formula of Pearson Correlation Coefficient is : $$r_{xy}=\frac{\sum_{i=1}^{n}(x_i-\bar x)(y_i-\bar y)}{\sqrt{\sum_{i=1}^{n}(x_i-\bar x)^2}\sqrt{\sum_{i=1}^{n}(y_i-\bar y)^2}}$$ In Time series ...
7
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1answer
181 views

Generating Binomial Random Variables with given Correlation

Suppose I know how to generate independent Binomial Random Variables. How can I generate two random variables $X$ and $Y$ such that $$X\sim \text{Bin}(8,\dfrac{2}{3}),\quad Y\sim ...
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1answer
67 views

Which test statistic should I use?

I have collected data consisting of radiation dose from 2 different equipment. I have taken 3 readings (reps) on each exposure using both the equipment. The data looks like "at 5 mAs and 55 kVp" ...
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3answers
39 views

Exploratory data analysis for a dataset with continous and categorical variables

I have a data set which has DV and around 40 IVs. I want to select best variables out of the existing ones. I can use correlation, but it requires only numeric variables. I would like to see relation ...
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1answer
31 views

What can be inferred from “covariance matrix of residuals” and “correlation matrix of residuals” after VAR?

I have this VAR: summary(VAR(V6CADModelSt45obs1D.df[,c(5,3,2,6,1,4)], p=5, type="none", ic="SC")) The following is the result of this VAR: ...
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0answers
34 views

When converting categorical data to numeric in R is it important to use the same value to numeric mapping across columns

If I have a dataset consisting of categorical data and I want to see if there is a correlation between the values I will need to convert it to numeric in order to run corr() in R but I have a few ...
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0answers
17 views

Store traffic and sales

I would like to determine the relationship between different stores' sales (both # and $) in relation to their traffic. I also want to determine how conversion rate is affected and, preferably, if ...
2
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0answers
17 views

Appropriate test for ball and urn problem

What would be good test to use to solve the following problem? I have a large urn filled with 25 different types of colored balls, the distribution of which is unknown, but it is known that the are ...
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0answers
23 views

Correlation between two quadratic forms of Gaussian random vectors

I want to approximately calculate the correlation between two quadratic forms of two Gaussian random vecotrs (of course these are in fact non-Gaussian densities). Does anyone know the derivation of ...
0
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2answers
26 views

Three variable correlation with one categorical variable

I'mI'm trying to make an analysis of increase in sales vs promotion (kinda correlation). And want to see the results segregated by Males and Females. I can segreate data by males and females, find ...
1
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0answers
60 views

How to compute component or factor scores when the analysis is based on polychoric/tetrachoric correlations?

[This question is modified based on suggestion from @ttnphns] I am doing linear principal component analysis (PCA) based on polychoric correlations between the variables (rather than on native ...
0
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2answers
39 views

Coefficient for a zero lag cross-correlation different from Pearson correlation r

Reading around I understood that using a cross correlation with lag zero should give the same results of a normal pearson correlation. It happens that this is not the case for me. What could be the ...