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

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1answer
10 views

Similarity between two 2D matrices

I have two matrices: A= 4000x78 where 78 is the dimension of features and 4000 is the number of samples. B= 1000x78 where 78 is the dimension of features and 1000 is the number of samples again. ...
1
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0answers
6 views

Estimation of sale increase

I will appreciate any advice for an sales data analytical case. I’ve got number of functions (f1(x), f2(x)…fn(x)) related to sale of the products, where the sale level (measured in units sold) for ...
1
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1answer
15 views

Is it necessary to present correlation matrix of variables to be used in the regression model

I happen to see a paper which involved a Pearson correlation matrix of variables that the authors then used in their linear regression model. These variables are a mixture of levels of measurement, ...
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17 views

using loess to smooth data improves correlation. What I'm seeing here?

I'm reviewing a work of some collegues which correlates the daily number of tweets on certain topic with some other indicators. They used of loess smoothing regression to diminish the noise of the ...
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0answers
8 views

Correlate Factors affecting the performance in the exam using Likert Scale with the Performance in the exam (scores) [on hold]

TItle of the Research: Selected Variables affecting the performance in the exam of the accountancy students Some of our factors are coverage, facilities, type of exam, preparedness and others I ...
6
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1answer
71 views

Interpretation of Cramér's V

I am trying to understand the value Cramer's V provides. I found the following sentence (from here): "V may be viewed as the association between two variables as a percentage of their maximum ...
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0answers
17 views

Uncertainty on ratio of integrals (correlated)?

I have a histogram, and a quantity defined as the integral of a subrange of that histogram (int_sub) divided by the integral of the full range (...
0
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0answers
17 views

Correlation to use for non-scale data( counts)

In our college we run some extra non-required sessions that we hope help the students. To decide whether they help, I wanted to correlate the number of sessions attended with the cumulative gpa of ...
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1answer
24 views

Correlation with one variable missing half of its values

Let´s say I want to run a correlation between "eye spherical defect" and height and I want to use only individuals with myopia, whose "spherical defect" goes from 0 to -20 or so. Whereas the ...
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0answers
8 views

Significance of a correlation considering missing data

So I'm dealing with two timeseries, of which one contains quite some missing data (between 10-60%). I'm excluding some datasets which contain exceptional much missing data, but still I would like to ...
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0answers
18 views

Fisher test interpretation for left or right sided p-values

Let say I have a frequency table of two variables $x$ and $y$ having or not having some property. $$ \begin{array}{lcr} \mbox{} & x & y \\ \mbox{has property} & 20 & 2 \\ \mbox{does ...
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0answers
27 views

Coefficient of determination of two time series with RMSE

I have two time series $ts_{1}$ and $ts_{2}$ of length $N$. $ts_{1}$ is obtained from a statistical model and has an estimated RMSE computed using cross-validation. $ts_{2}$ is independant from ...
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151 views

A tricky question about correlation [duplicate]

$X$, $Y$ and $Z$ are three random variables where their pairwise correlations are the same, i.e., $corr(X,Y)=corr(Y,Z)=corr(X,Z)=\rho$ what are the possible values of $\rho$? I was asked this in an ...
2
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1answer
49 views

Interpretation of this heatmap

Consider a synthetically generated dataset. Assume we have two groups of people, one is given diet pills, the other a placebo. Their weights are measured at 4 different days, namely, ...
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0answers
17 views

Correlation between decision trees

How do you find the correlation between decision trees? I know this is an issue when working with random forests, but I can't find an explicit formula anywhere. I only get that random forest reduces ...
0
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0answers
7 views

How to find anti-correlated subsequences in correlated time series?

Say I have two time series $X_t$ and $Y_t$ (with $ 1 \leq t \leq N$), which have a high positive Pearson correlation. Say I also have reason to believe there are subsequences $X_{tj}, Y_{tj}$ (where, ...
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0answers
23 views

Device Comparision: Correlated or uncorrelated measurements

Background: I want to compare two devices measuring a certain characteristic on a subject. Thereto, each subject is measured once with device A and once with device B. It needs to be assumed that ...
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0answers
20 views

Nonparametric Sampling with Correlation

I have two random variables, $X$ and $Y$. They represent real, physical entities. And in reality, $X$ "feeds" $Y$ (imagine a physical process where $X$ and $Y$ model some uncertain phenomenon, but the ...
2
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0answers
44 views

Basic methods for detecting outliers

Let $X$ be a matrix of $n$ rows and $m$ columns. $n$ is the number of samples and $m$ is the number of gene expressions. Gene expressions are basically numerical continuous values. Assume we have a ...
5
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1answer
193 views

How to determine the sign of R underlying R-squared?

So we know that: $$ R^{2}=\frac{SSR}{SSTO} $$ If we want to know the value of $R$, how do we know what the proper sign is?
3
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1answer
31 views

Why is pure sample covariance a bad metric to understand the degree of correlation between two variables?

Covariance helps you understand how variables are linearly related. Would it be possible to have two pairs of variables in a deterministic relationship (i.e. linearly correlated variables) that have ...
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0answers
11 views

Anti-correlated regression predictors

Intuitively perfectly anti-correlated predictor variables in regression would have the most stable coefficients since they contain no shared information, e.g. \begin{equation} \begin{bmatrix} y_1 \\ ...
-1
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1answer
31 views

What does correlation mean in error propagation?

From the python uncertainties package: Correlations between expressions are correctly taken into account. Thus, x-x is exactly zero, for instance (most implementations found on the web yield a ...
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0answers
13 views

Joint Probability of multiple correlated variables

I have annual extreme values (logIII distribution) from multiple (3 in this case, but looking for a solution that is more universal) sites, and I am trying to calculate the probability that all exceed ...
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2answers
393 views

Distribution of the maximum of two correlated normal variables

Say I have two standard normal random variables $X_1$ and $X_2$ that are jointly normal with correlation coefficient $r$. What is the distribution function of $\max(X_1, X_2)$?
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0answers
8 views

Convert data to TS variable in AR [closed]

How can I convert my data to time series data in R? Firstly cpi <- read.table("y.txt", skip = 1, col.names = c("Time", "CPI")) Thanks
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0answers
14 views

Statistical analysis of time to event data

If I have 2 events of interest, lets say $X$ and $Y$. I would like to know, what is the influence of $Y$ on $X$. It's like a correlation between 2 events, but I'm not sure what is the formal test for ...
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0answers
12 views

Positive correlation coefficient, but negative Beta weights in multiple regression [duplicate]

I have a situation where IVs positively correlate with the DV, and the IVs also correlate with eachother. I do not explain how the beta weights are negative. No multicollinearity is detected, and the ...
7
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2answers
166 views

Is using correlation matrix to select predictors for regression correct?

A few days ago, a psychologist-researcher of mine told me about his method to select variables to linear regression model. I guess it's not good, but I need to ask someone else to make sure. The ...
2
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1answer
39 views

Correlation between diagnosis codes

How do I run a correlation analysis on medical diagnosis (Dx) codes between two years at patient level. Data runs into 45000+ observations for each patient with different diseases across years and I ...
0
votes
1answer
16 views

Mantel test and Moran I giving different result for same data sample

I want to check spatial correlation for my data about fecal coliform values in water measured at different location. For this I have tried both Moran.I and the Mantel test. They are giving different ...
0
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0answers
18 views

Association and relationship in statistics

I heard someone arguing in a conference that when you use the word "association" it indicates to the result of a chi-square test and when you use the word "relation" it indicates to the result of ...
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0answers
26 views

How to interpret this?

Good day again! For my thesis, I used 2 types of test to measure 3 types of dimensions for Perefectionism. The results for the correlation is everything is correlated (p>0.01). Then when I computed ...
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54 views
+50

Independence among intersubject correlations

Suppose that there are some data collected in the form of time series from 3 subjects: $X_1 = (x_{11}, x_{12}, ..., x_{1n})$ $X_2 = (x_{21}, x_{22}, ..., x_{2n})$ $X_3 = (x_{31}, x_{32}, ..., ...
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0answers
15 views

ANOVA: Why residuals are uncorrelated with group means?

If I want to compare group means $\bar Y_1, \bar Y_2, \dots, \bar Y_L$ of a numeric variable $Y$ across the $L$ levels $x_1, \dots, x_L$ of a categorical variable $X$ in terms of R-squared, then I can ...
-1
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0answers
9 views

how to measure awareness ,find estimates and analysis usingthe given lenior regressin equation [closed]

Want to measure awareness of energy efficiency , and star rating of appliances , sample Questions Do you know energy efficiency of appliances, Ans: yes(1)/ No(2)type, 2.Do you know star rating ...
0
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0answers
20 views

What does the sign of a coefficient estimate tell us about the sign of the correlation between two variables?

Say I have a simple multiple regression model with two variables. If the coefficient estimate for beta2 is positive, and the coefficient estimate for beta1 is negative, does the sign of beta2's ...
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0answers
58 views

Can we combine two groups to enhance power for analysis if there are no group differences on the variables?

I am reading a peer-reviewed paper on psychology and found the author use pearson r on sex (nominal variable): The correlation table And then the authors conclude no gender difference on all ...
4
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3answers
156 views

Is there a way to allow seasonality in regression coefficients?

Hi I am newbie here and hopefully this is not a dumb question. Say I have a time series, Gt, and a covariate Bt. I want to find relationship between them by the ARMA model: Gt = Zt + β0 + ...
1
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1answer
18 views

Statistical test for two variables (before after) for each subject

I have two variables that I am measuring before and after an intervention. Ideally, if one variable increases after the intervention, the other should too. Both variables measure different things and ...
1
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1answer
27 views

How to correlate count variables that are nested / non-independent?

Above is a snapshot of a subset of a larger dataset, N=61. Group is the group number, Iterations is indicating the ...
0
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0answers
11 views

How coefficient of co-relation is calculated for dummy variables?

I'm finding the co-relation between the revenue a movie makes and whether it's a sequel(here sequel is the dummy variable with 1=if sequel, 0=if not sequel). Using the formula: I'm calulating the ...
4
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3answers
89 views

How does one verify causation?

After we have shown that two quantities are correlated how do we infer that the relationship is causal? And furthermore which one causes what? Now in theory one can use a "random assignment" (whatever ...
0
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0answers
9 views

Test of Ordered, Multivariate Correlation

This should be a simple question: I have an ordered series for which I have measured three variables. Some appear to have positive correlations and some have negative correlations. Here's an example ...
1
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1answer
47 views

Covariance of product

A question has been asked regarding the Variance of product of dependent variables. I am interested in the case in which $X$ is a vector and $Y$ is a scalar and the two variables are independent. ...
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2answers
19 views

mutual information vs normalized mutual information

I would like to know why some paper uses Normalized Mutual Information and not standard Mutual Information to measure correlation between features? what is the difference between these two measures? ...
-1
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0answers
16 views

How do I compare a correlation between two continuous variables and between two binary variables?

I want to compare the similarity of two matrices at two points in time. One pair of matrices (call them $A^{(1)}$ and $A^{(2)}$) is binary, and one pair of matrices (call them $B^{(1)}$ and ...
3
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2answers
359 views

How seriously should I consider the effects of multicollinearity in my regression model?

I have a model y ~ x + z and the correlation between x and z is 0.2. This is only weakly positive. So, how seriously should I consider the effects of ...
0
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0answers
9 views

Choosing the right bins - 2d to 1d radial average with correlations

I have a 2d array of data. I want to take the average of the values in radial bins, the average is dependent on radial distance (Basically dealing with the 2d Power Spectral Density from and Image and ...
0
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0answers
7 views

effect of accounting clustering

I am analyzing a data where measurements are taken at pups and these pups are nested to their corresponding mom (rats). When I accounted for clustering, factors diet, drug, and interaction of diet ...