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

learn more… | top users | synonyms

0
votes
0answers
8 views

Sampling distribution of correlation coefficients and NHST

I often see people and libraries (e.g. here, here or here) reporting p-values anytime they measure correlation coefficients between two random variables. This always makes me wonder, what's exactly ...
1
vote
0answers
4 views

Quantifying comparison of two different field data sets for the same 3D domain

I have a 3D domain (say a cube). The cube is discretized into an array of grid points. Each grid point holds a field data (like temperature, temperature gradient etc.). I would like to see if the ...
0
votes
1answer
21 views

a high correlation coefficient between the dependent variable and a control variable

I have an control variable which has a high correlation coefficient of 0.6985 with the dependent variable.It's cross-sectional data, what things should I concern about the high correlation coefficient ...
0
votes
0answers
9 views

Such thing as a weighted correlation?

I have some interesting data on the most popular musical artists streamed divided by location into about 200 congressional districts. I want to see if it's possible to poll a person on his or her ...
0
votes
0answers
16 views

Correlation between an independent continuous variable and a discrete dependent variable

I have to find a correlation between a numerical continuous dependent variable and a dependent variable which is the 'Number of User's Actions'. As you can figure out this variable gets integer values....
2
votes
2answers
16 views

Finding levels/subsets that will give certain labels with high probabilty

Assume some 1000 data-points of the following pattern X1 X2 Y 2 B 1 1 C 0 6 A 0 3 B 1 3 C 0 where $X_1 \in \{1, 2, 3, 4, 5, 6\}$, $X_2 \in \{A, B, C\}$ ...
5
votes
1answer
67 views

Is the sample correlation coefficient an unbiased estimator of the population correlation coefficient?

Is it true that $R_{X,Y}$ is an unbiased estimator for $\rho_{X,Y}$? That is, $$\mathbf{E}\left[R_{X,Y}\right]=\rho_{X,Y}?$$ If not, what is an unbiased estimator for $\rho_{X,Y}$? (Perhaps there is ...
1
vote
1answer
43 views

generated two, specific random variables with a correlation

I would like to know which is the best method to do the following: - generate a random variable $Y$ over $Z_2$ (possibly following a Bernoulli distribution) such that $Y$ has correlation $\rho$ with a ...
1
vote
1answer
147 views

Pearson correlation to a uniformly distributed dataset

Why when I try to compute Pearson to a Uniformly distributed observed dataset (the most trivial being: [1, 1, 1]) I get nan? I'...
1
vote
0answers
14 views

Estimation of correlation matrix for panel data

I want to estimate correlation matrix for panel data. However, I am confused how to proceed? Should I estimate it as pooled, over time, or cross-sectionally? ...
5
votes
3answers
205 views

Can I test for correlation between variables before standardize them?

What I want to do is to construct GLMM's to evaluate resource selection, and I have a set of variables (some representing distances and others representing % of land cover). Can I test for ...
1
vote
1answer
21 views

Correlation dummy variable and continous/discrete variable

I am looking at the relationship between a dummy variable specifying an economic cycle (i.e. either zero or 1 for expansion or recession) with a categorical variable, in this case risk premium over a ...
1
vote
0answers
11 views

Expected value of a semi-partial correlation

Say I have 4 random variables. $X^{(1)}$ and $X^{(2)}$ are jointly multivariate normal with mean 0 and covariance $\Sigma_X$, and $Y^{(1)}$ and $Y^{(2)}$ are jointly multivariate normal with mean 0 ...
0
votes
2answers
16 views

Correlation based feature selection(CFS) tool

Is there any tool or script that was implemented for correlation based feature selection? My feature vector data is in a large-scaled data file, so if I use tools like Weka for feature selection, I ...
0
votes
0answers
26 views

Correlation analysis with simulation

I need to determine if two variables are correlated (have a relationship between each other). Issue 1: both variables take on values greater than O, in which, I can not assume normally distributed. ...
0
votes
0answers
20 views

correlation between constant and explanatory variable [duplicate]

I have tried to find earlier question but have not been able to find discussions about this issue: If you build a multivariate logistic regression and see strong correlations (0.8) between one of the ...
3
votes
1answer
159 views

Is multicolinearity problem ignorable under this situation?

When I run the logistic regression, two independent variables have VIF values greater than 10 like 13 or so. Logistic regression is the one I will use to measure the overall change in the dependent ...
3
votes
3answers
529 views

Can I ignore multicolinearity problem if all the regression coefficients are highly significant? [duplicate]

Can I ignore multicolinearity problem if all the regression coefficients are highly significant? My data is large enough (i.e. I have several regression models where each of the data points for them ...
0
votes
0answers
21 views

Question about probability modelling only for Google Analytic users [closed]

I've used this free super quick and easy Regression Analysis tool for Google Analytics called SuperBrain Modeler. It seems to calculate the r-value correctly, but for me it seems the probability ...
2
votes
1answer
46 views

Pearson's correlation for non-linear data

It's known that Pearson's correlation is able to measure trends for an observed sample $y$ and a possible linear relationship with a simulated data $y^{(s)}$, being $+1$ if $y^{(s)} = a + by$ and $b &...
1
vote
1answer
31 views

Spearman's rho correlation coefficient and p-values

I am analysing data from questionnaires. I have 344 valid responses. When I run the spearman's rho correlation test to see if there's any correlation between students' home province and their ...
-1
votes
0answers
29 views

Clustering of variables with mixed type [duplicate]

I have a dataset with 6 variables. Some variables are continuous numeric while others are discrete. The data has the following structure: ...
0
votes
0answers
19 views

Correlation for feature selection in multi-dimensional time series

I have multi-dimensional time series data with seven dimensions. The correlation coefficient between two of these dimensions is about 0.65. Can those two variables be said to be/treated like being ...
0
votes
0answers
17 views

Correlation : values data sets and unique keywords [duplicate]

I'm trying to figure out what's causing my stomach pain recently and I have logged the following data twice a day: A grade on a scale from 1 to 10 on how much my stomach hurts Foods (unique names) I'...
0
votes
1answer
41 views

Averaging correlation coefficients

I am calculating Spearman correlations multiple times between individual data vectors that are not necessarily of the same length. So for example, ...
0
votes
1answer
11 views

1 and 2 sided Pearson value

Consider a set of $100$ people, for each person we have 4 values which are: weight, height, age and the value of a medical exam, which will be called "A" for simplicity. I want to compute the ...
0
votes
1answer
28 views

Correlation indexes in medicine

My father is a doctor and he asked me to find out if there is a correlation in two sets of data he collected, one concerning the age of his patients and one concerning the value of a medical exam I ...
4
votes
4answers
393 views

A p-value greater than 0.05 means that my results are meaningless?

I just came across a correlation factor of 0.70 but p-value 0.054, does this mean that my correlation factor is completely meaningless and I should try to provide more samples?
0
votes
1answer
31 views

How to compare two correlation factor values?

In case I have two models, one of them has correlation factor of 0.7 and the other one has 0.85 how can I compare them? Is it meaningful to say that there is a relative increase of ...
0
votes
0answers
6 views

categorical values affecting time-series values: correlations

I have multiple (quite many) categorical variables, for, instance age-range (can have values 1, 2, 3, 4) etc. And I have time-series period and real-number value. Period differs based on data set (...
0
votes
1answer
46 views

Correlation between event occurrence and data

I'm trying to figure out what's causing my stomach pain recently and I have logged the following data twice a day: A grade on a scale from 1 to 10 on how much my stomach hurts Foods (unique names) I'...
0
votes
0answers
11 views

How to associate scale and categorical variables in spss? [duplicate]

I am trying to find the correlation or association between an ordinal variable (culture with likert scale range from 1 to 5)- and nominal variable (gender: male or female). What would be the best test ...
1
vote
0answers
7 views

Correlating model with measurements, trend vs absolute accuracy

I'm trying to compare results predicted by a complex model with measured results and don't know what the best method would be to do so. RMSE could give you an idea of the models absolute accuracy, but ...
1
vote
0answers
28 views

Nonlinear Regression with linear method from Python's scikit-learn/ sklearn using a polynom

I am trying to do a regression analysis for some data, say 20 variables $\left( {{x_1},{x_2},{x_3},...} \right)$ where the underlying probability distribution is known (e. g. ${x_1} \in {\rm N}({\mu ...
2
votes
1answer
49 views

Equivalent to Spearman correlation for non-monotonic data

I have several datasets of independent variables that have a monotonic (but non-linear) relationship. If I want to assess if they're correlated, the test of choice is Spearman's (rho) or Kendall's (...
1
vote
1answer
19 views

Checking regression model

I am trying to play around with some data that I have got. Specifically, I have gathered data from an online database, which contain the following parameters: A can be (1,2,3,4,5), B and C which they ...
0
votes
2answers
38 views

binary value in rcorr (spearman)

We study the acceptation of students to the university according to different criteria. The parameters x are quantitative values. The parametre y is binary value, it is the result, if the student is ...
0
votes
2answers
49 views

Removing highly correlated variables in logistic regression in r

I am developing a logistic regression model on a large dataset consisting of 15 variables and 200k observations. In initial model fitting, I find variables - "Purchase Frequency" and "Average Payment ...
0
votes
1answer
27 views

Trying to run simple correlation for survey data, not sure which “n” to use

I am finding correlations between demo characteristics and various variables gathered from a survey report. Some survey questions allowed for multiple responses (ex. Select all types of salmon you ...
0
votes
1answer
45 views

Corrected intercorrelations knowing sample size and variable reliabilities

I have a list of studies from a meta-analysis. The studies list the correlations between two variables (scales, and their reliabilities - alphas), and the N. I am looking to make these correlations ...
0
votes
0answers
11 views

P-value calculation on difference in correlation

I have a slightly basic statistics question. I have two large correlation matrices (PCC) (one in wildtype condition, other in treatment condition) of related features. They are about 10000x10000. What ...
1
vote
1answer
50 views

What is the explanation for having a Pearson's correlation coefficient significantly larger than the Spearman's rank correlation coefficient?

What is the explanation for obtaining a Pearson's correlation coefficient value that is significantly larger (a factor of ~2) than the Spearman's rank correlation coefficient value (on the same data)? ...
0
votes
0answers
23 views

Negative Variance Inflation Factor (VIF)?

I'm working on a Poisson regression model (with SAS), and my predictors are not only quantitatives (I have a lot of categorical variables). With SAS, it's possible to determine easily VIF of each ...
0
votes
0answers
12 views

Eigenvalue ratio test for signal detection

Good day. I’m trying to perform an eigenvalue ratio test for signal detection (using Wolfram Mathematica). The problem under consideration comes from signal processing. Under hypothesis $H_0$ one ...
1
vote
1answer
73 views

Do Stata and SPSS give conflicting versions of Anti-Image matrices?

I read on p1 of the Stata Manual glossary that: The image of a variable is defined as that part which is predictable by regressing each variable on all the other variables; hence, the anti-...
0
votes
0answers
9 views

What algorithms are good options for analyzing an integer score to binary value dataset?

I have a set of data, with 2 relevant components, one is an integer score from 0 to 1000, the other is a binary value, 0 or 1. A higher score is supposed to represent an increased chance of the ...
1
vote
0answers
24 views

How do you correlate two non-square matrices with permutations?

I am having difficulty finding a package or finding code for a permutation test to correlate two non-square matrices. Basically, trying to do a mantel test but for non-square matrices. Any help is ...
1
vote
1answer
18 views

Correlation between 2 measures of the same variable with multiple datapoints per participant

My example is - monitoring of training load via 2 different methods - one uses perceived effort and the other uses external measurement of load with an algorithm. I would like to see how these ...