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

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10 views

Correlation between a numeric and factor in R

I'm new to R and I'm trying to find the correlation between a numeric variable and a factor one. I have a data frame with the following 3 columns: 1. nr of clicks (range 0:14) 2. response (1= "YES", ...
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1answer
37 views

What is the best visualization for Cramér's V?

When visualizing a linear correlation between two continuous variables, one uses a scatter plot, usually in combination with the Pearson product-moment correlation coefficient. When doing the same for ...
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1answer
33 views

Is there a correlation index for Binary Variable vs Quantitative variable?

I know that I can use a logistic regression model to test if quantitative variables influence the binary variable, but I would like to have an Index, like Pearson correlation index to tell how strong ...
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28 views

Hayashi yoshida estimator for correlation not coming between -1 to 1

I took two time series data with 141 data points in total with time stamps. i found out actual correlation between them which is about 0.97. Now i find the Hayashi Yoshida estimator for correlation. ...
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16 views

Bayesian Correlation using PyMC [migrated]

I'm pretty new to PyMC, and I'm trying to implement a fairly simple Bayesian correlation model, as defined in chapter 5 of "Bayesian Cognitive Modeling: A Practical Course", which is as defined below: ...
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1answer
26 views

Cohen's Kappa in R with no results

When I use the Cohen's Kappa coefficient to measure the inter-rater agreement between two rates, I cannot get the results. Here I provide a mock example to show the results. Please note that one rater ...
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0answers
14 views

Suggestion on correlation of variables with error bars [on hold]

I have two list of variable, one have error rate around 0.5, the other one is 0.3. How to find correlation of those two variables including the possible variability? Any suggestion on the R-tool or ...
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18 views

Dependence measure for categorical and numerical

I have a very basic question, but I am having difficulties finding an answer. What would be a simple measure of dependency between a categorical and a numerical variable? For two numericals it ...
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36 views

Forecasting product of two time series with correlation

I am trying to forecast the product two time series. That is, given $\{x_t\}_{t=0}^{T-1}, \{y_t\}_{t=0}^{T-1}$, forecast $x_T\cdot y_T$. The two time series have minimal but nontrivial correlation ...
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14 views

Looking for the right “r” correlation coofitient [closed]

This graph shows the change of bond prices through US and Germany during a certain period. given this graph would you mark r (correlation coefficient): 1. r=0 2. r=1 3. r=-1 4. r=0.1 Please explain ...
2
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1answer
49 views

ACF and PACF Formula

I want to create a code for plotting ACF and PACF from time-series data. Just like this generated plot from minitab (below). I have tried to search the formula, but I still don't understand it ...
2
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2answers
39 views

Weakly correlated Random variables

If $N$ random variables are identically distributed but weakly correlated, in what condition we can approximate them as independent identically distributed (iid) ? I saw an old paper where based on ...
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26 views

Investigate correlation between one variable and combinations of others

We're conducting a study which correlate the incidence of various conditions during pregnancy and in newborns and the use of artificial reproduction technique (ART). This way we saw that some ...
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0answers
11 views

Goodman Kruskal with ordinal and categorical variables

I have a data set of 100 people grading likelihood of future recall from highest to lowest for a set of memory targets. I am only interested in them making this judgment on unrecalled items, meaning ...
2
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0answers
63 views

Inferring correlation from paired occurrences?

Suppose there are $n$ different types of events, $i=1,2,...,n$. In each experiment, a subset of two or more distinct events occurs, with no repeated events. My data consists of counts $f_{ij}$ $(i\ne ...
2
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1answer
34 views

Correcting for spatial autocorrelation in dissimilarity datasets

I have a community assembly dataset with 299 species at 15 sites. Im interested in correcting for the effect of spatial autocorrelation on beta-diversity (or species turnover). Dataset here. There is ...
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3answers
347 views

How to think about correlation

I have data that looks like this (I am using R): ...
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1answer
33 views

Stochastic Processes

I have a couple questions about stochastic processes. My professor didn't really give in depth explanations and non of his lecture slides do much explaining either. Say S(x) is a stochastic variable ...
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1answer
114 views

What is the correlation between X and X+Y?

If $X$ and $Y$ are two random variables, how do I calculate the correlation of $X$ and $X+Y$ in terms of $\rho$, $σ_x^2$ and $σ_y^2$ given that the $\text{Variance}(X)= σ_x^2$ and ...
2
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1answer
51 views

How does the distinction between association and causation affect the interpretation of linear models? [closed]

Lurking variables probably have something to do with this. I'm just trying to figure out how their difference can affect a linear model.
2
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1answer
128 views

do logs modify the correlation between two variables?

I am applying logs to two very skewed variables and then doing the correlation. Before logs the correlation is 0.49 and after logs it is 0.9. I thought the logs only change the scale. How is this ...
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0answers
9 views

How to calculate correlation between items (indicators) in formative construct in SmartPLS?

I want to ask how I could calculate the correlation between the items (indicators) in formative construct (latent variable) in SmartPLS as it is one of the requirement. Thank you
3
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2answers
51 views

How do I graphically represent the correlational between 4 variables (A positive with B: C positive with D)

I am trying to figure out a way to graphically represent the following result. I have four variables, two DV and two IV. All variables are continuous. There are unique relationships between these ...
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11 views

Relationships between numbers [migrated]

So I'm working on this idea that I had, Example: There are 3 people in a room how many hand shakes would it take for all of them to hand shake. The answer is 3. I've done the work up to 8 ...
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11 views

Measuring the effect of X on Z, controlling for the association between X and Y. Semipartial correlation?

So, I have 3 variables: X, Y, Z. All three are inter-correlated. X is my IV, and Y and Z are both DVs; indeed, they are quite similar constructs. I want to know if X predicts Z more than it does Y. ...
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16 views

How can I make use of correlations between datasets for building multiple models?

I'm building models for a bunch of spatial points. Linear regressions models, for now, but I will have expand to more complex ones (non-linear, time-series models, etc.). So far, I've looked at the ...
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1answer
19 views

simulating two correlated lognormal AR(1) time series

I'd like to simulate 2 correlated lognormal AR1 time series. I have already found this post which is the answer for 2 Normal AR1 time series How to simulate two correlated AR(1) time series? I've ...
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3answers
152 views

$R^2$ of linear regression with no variation in the response variable

Suppose I wish to fit $\hat{y} = \beta_0 + \beta_1x$ where the the data is as follows: x = 0.0, 0.1, 0.2, 0.3, 0.4 y = 0.0, 0.0, 0.0, 0.0, 0.0 Clearly, ...
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17 views

Testing for bias in sets

I believe that if Person A and B prefer a given name, and Person A also prefers a different name, Person B is more likely to prefer that different name. I would like to test this hypothesis. Say I ...
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25 views

DCC (Dynamic Conditional Correlation) in Stata - very low at beginning?

my question relates to posts found at the following links: Dynamic conditional correlation in Stata and Estimating correlation with DCC GARCH which provide great detail on calculating and graphing ...
2
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19 views

What's the bias of calculating the Kendall coefficient of correlation on a sample instead of whole population?

I am trying to calculate Kendall coefficient of correlation but my data.frame in R contains 6 mln observations and 17 variables. It is numerically hard for R to compute the estimator on a whole ...
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37 views

R: Package “PMA” the function CCA

I would like to understand the output of the function CCA (so sparse CCA) in the package PMA. The following code is an example of the package itself, but I would like to interpret it. ...
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117 views

Is a weighted average of two correlation matrices again a correlation matrix?

Let $R$ and $Q$ be two correlation matrices of the same size and let $p\in[0,1]$. I'm trying to show that $pR+(1-p)Q$ is still a correlation matrix. I claim that $\sqrt pX+\sqrt{1-p}Y$ is a random ...
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Correlation in simple line regression model

I am reading a book on Statistics and come across the following. Assume a simple Gauss-Markov model on sample data $(x_1,y_1),...,(x_n,y_n)$, i.e. $y_i = a + b x_i + \epsilon_i$, where $\epsilon_i$ ...
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1answer
92 views

How to understand this ACF

I have two time series. After calculating the ACF, they are like the plot below. Does anyone know the meaning of this ACF plot? I know it's non-stationary time series, but I don't know how the ...
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7 views

Matlab: Mean and Correlation matrix for time lag time series

Let the stationary time series model $y$ of 1 dimension (1 variable) of order $p>1$ and $t =1,2,..,N$ data points be expressed as, \begin{align} y_t = &c+ h_1y_{t-1} + h_2 y_{t-2}+ \ldots+ h_p ...
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Long data format sample size

I have a sample size of 51 and for my each participant, I have 15 dichotomous variables for vocabulary knowledge (know-not know) and 15 variable for their score for each word. Something like this: ...
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1answer
66 views

How to explain statistical results in plain English

While I find statistics interesting, I don't understand enough yet to argue my case. I think this is because I need a 'real world' example to help me understand: heights and weights of various breeds ...
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0answers
12 views

Correlation between two categorical variables (one of which is ordinal)

A = {class1, class2, class1} B = {4.0,2.0,5.0} A is a set of classes while B is a set of ordinal data. How do I calculate the correlation between the two sets?
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Are these nonstationary variables?

If I have understood correctly, computing the correlation of two nonstationary variables can lead to spurious results. For example, computing the correlation of two stock price time series would lead ...
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1answer
35 views

Potatoes in space! - Correlating sets of unordered 4d data

(I asked this question some time back but got no answers or comments. It's a pretty big question so therefore I thought dividing it into several questions might make it easier to answer. The original ...
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1answer
40 views

Finding regression coefficient only with matrix correlation

How do I find Regression coefficient if data provided is only matrix correlation table? Here is example for x1 matrix correlation. ( I also have x2,x3,x4, but only provided x1 in here) for the sake ...
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1answer
48 views

Correlation under transformation

Suppose i have a random vector $X=(X_1,X_2,...,X_k)^T$ where each $X_i$ has cdf denoted by $F_i$ . The correlation matrix of this multivariate distribution is $R_k$. Define ...
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15 views

Correlation or similarity between response surfaces

Given the dataset A and B both containing observations (x, y) whereas x can be a vector. What are some possibilities of measuring the similarity or correlation between A and B? We can assume that ...
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0answers
2 views

How do I get correlations of latent variables in SEM using MPLUS [migrated]

Sorry for this basic question, but I cannot figure out the syntax to get the means and correlation of my latent variables using MPLUS for my SEM. When I use SAMPSTAT, I get the means of each item ...
0
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1answer
117 views

Spatial Cross-correlation Function

I have code that calculates a bias-adjusted estimator xi(r) defined as a measure of the excess probability dP, above what is expected for an unclustered random ...
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2answers
58 views

Is every correlation matrix positive semi-definite?

I am generating correlation matrix by some new algorithm. Generated matrix is non positive semi definite matrix. I'm getting few negative eigenvalues. Rest of eigenvalues are quite equal to ideal ...
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2answers
136 views

Can I use the correlation between two variables when observations on each variable are autocorrelated?

I have two variables: urban areas protected areas. My observations are urban areas and protected areas in each year. But these observations are the cumulative ones, so observations in each ...
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15 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 ...
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1answer
30 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 ...