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

learn more… | top users | synonyms

0
votes
1answer
5 views

Instability of one-pass algorithm for correlation coefficient

What should I know about the instability of the Pearson product-moment correlation coefficient? When might I experience problems using this calculation? I will quote the following Wikipedia article ...
1
vote
0answers
15 views

How remove variations in a time series X caused by another time series Y?

I have a time series on a monthly basis (a commodity) of which much variation is caused by the weather. I want to adjust this commodity for weather changes. I use Heating degree day as a proxy for ...
1
vote
1answer
28 views

Pearson correlation coefficient test: low r and low p

I am running a correlation coefficient test, and the results were: $r = 0.382, p = 2.76 \times 10^{-13}$. So the $r$ value is not that impressive (usually we see $r>.5$), but the $p$-value is ...
1
vote
0answers
27 views

What exactly is a higher-order correlation? [on hold]

What exactly is a higher-order correlation? Is the term just a catch-all for all dependencies that are not captured by second-order correlations? Or do people mean something more precise than ...
0
votes
1answer
27 views

Considering correlation of independent variables in regression model

I have one dependent variable C and four independent variables: S SD ...
0
votes
0answers
44 views

correlation with logarithmic transformation

I have a dataset of 2.000.000 projects. Each project is defined by its size and the number of active developers. After applying a logarithmic transformation on the project size, I've plotted the ...
0
votes
1answer
25 views

Investigating relationships between variables- multiple and simple linear regression

please help a sociologist struggling to get to grips with R and statistics in general..! I've got a data set with 11 variables. I need to investigate the possible relationships between one of the ...
0
votes
0answers
18 views

Difference between RMSE and Spearman Correlation

I am trying to evaluate model performance (regression problem). In literature, some use RMSe and others use correlation. Is there any difference between both the approaches? Here: What are good ...
0
votes
0answers
3 views

how to transfer/export output of rcorr(matrix) into excel table? [migrated]

I use correlation test using code "rcorr", and here it is my script: ...
0
votes
1answer
45 views

Does high Correlation coefficient mean anything?

By correlation coefficient, I am referring to Pearson product-moment correlation coefficient here. We all know that correlation doesn't imply causation, but does high correlation coefficient mean ...
2
votes
0answers
32 views

How is this version of the pearson correlation coefficient derived?

After taking my first semester stats class I started getting more and more into statistics. Currently I've come across this version of the Pearson Correlation Coefficient. Comparing this formula to ...
0
votes
2answers
53 views

Hierarchical Bayesian Modeling

How does hierarchical bayesian modeling incorporate the correlation present between the observed variables (y1,....,yn) Thank you
0
votes
2answers
29 views

Correlation between quantitative and qualitative variables

I have a dataset composed by 5000 observations. Each observation contains the income per year of a person (from 50 to 50.000.000) and the fact of having a car (yes/no). I would like to check if a ...
1
vote
1answer
64 views

Link between linear regression and correlation

I happen to do a lot of linear regression, the typical use case is predicting $Y$ with a few predictors say $X = [X_1;X_2;X_3]$. So we we find $\hat{\beta}$ such that $$\hat{\beta} = ...
1
vote
1answer
19 views

On mutual correlation of multiple time series

The question is probbaly easy, but I don't want to fool myself. If there are three (univariate real) time series $A$, $B$ and $C$ such that $A$ and $B$ both highly correlated with $C$ at some ...
0
votes
0answers
12 views

sub-questions with likert scales choices

I want to determine compliance to a certain standard in ISMS and to determine that, I have the standards started and it has sub-questions (say 2,3,4 questions), with each having a 5 point likert type ...
1
vote
1answer
37 views

“Explaining” a time series - conceptual explanation needed

Imagine I have a time series for an animal population and a time series for a climatic variable during the same time period and at the same location. Unfortunately the data are observational (i.e., no ...
0
votes
1answer
23 views

Correlation for grouped data

I have a dataset composed by 200.000 projects. Each project is defined according to its size and the presence of active users (1 if the project has active users, 0 otherwise). I've ordered the ...
1
vote
0answers
14 views

Similarity Coefficient and Geochemical Correlation

I have a set of around 160 samples from different sediment bodies, or stratigraphic units, which I am attempting to correlate using geochemical analysis of 25 elements for each sample, and a ...
0
votes
0answers
22 views

regression vs correlation: explanatory power

I have a dataset where each instance is yes/no for a set of features, and has a score. Let's pretend they're sundaes. Thus [1,0,1]->6.5 Might mean yes chocolate, no vanilla, yes strawberry with a ...
1
vote
1answer
33 views

Linear regression on grouped data

I'm new in stats..I hope to write something that makes sense. I have a sample composed by 200.000 projects, each project is defined according to its size (S) and the presence of active users (U). The ...
1
vote
0answers
15 views

The distribution of sample means conditioned on the sample correlation coefficient

Consider the $(X_{i1}, X_{i2}), i=1, \ldots,n $, where $X_{i1}, X_{i2}$ follow bivariate normal distribution with correlation $\rho$. Define the sample means as $\bar X_j= \dfrac{1}{n}\sum_{i=1}^n ...
0
votes
0answers
12 views

What is the best way to analyze data from the Likert scale [duplicate]

The Likert scale is being used during a telephone survey to gather patient responses to 5 statements regarding educational material provided during his or her surgical experience. The scale ranges ...
2
votes
1answer
29 views

Chi-square test to see if set of dependent correlations are equal

I've got four dependent correlations (i.e., from the same sample) that involve predictor variables $(A,B,C,D)$ and an outcome variable $(E)$. $N=172$. $$\begin{array}{c|cccc}{\rm ...
1
vote
1answer
45 views

Correlational study or ordinal data using 5-point Likert scale

How do I calculate the correlation using ordinal data based on a 5-point Likert scale associating perioperative education to patient satisfaction scores? A numerical value (...
0
votes
2answers
73 views

When to dichotomize a variable for correlational analysis? [closed]

This is the question I am trying to answer : I’m working on a thesis project and have a variable that is normally distributed and related to happiness. I am considering to split my sample into ...
1
vote
1answer
43 views

How to make sense of 6mo worth of weight loss data?

-I have ~6mo of data that contains daily weight/caloric intake & #carbs/fats/proteins. I'm trying to figure out a way to make sense of the data. It's not a perfect experiment so there are other ...
2
votes
1answer
83 views

How important is the correlation coefficient's variance in linear regression?

R doesn't return the correlation coefficient's variance (or standard error) when coding summary(linmod), linmod being a linear ...
1
vote
0answers
14 views

Does residual autocorrelation beyond the first lag have any implication in a regular regression?

I have seen the review of a multiple regression analysis using time series with a quarterly frequency. The original modeler advanced that the model's residuals were not autocorrelated by disclosing a ...
0
votes
1answer
30 views

Correlation and regression [duplicate]

Can there be negative correlation but the regression line has a positive change when there is an increase in the independent variable?
1
vote
1answer
26 views

Algorithm for scoring co-varying traits

I am sure this has been done, but I can't find quite the right approach. EDIT: Trying to explain better. The rows of colored boxes below are columns of molecular sequence data -- positions in a ...
0
votes
0answers
22 views

will a correlation between a percentage variable and a numerical variable work?

I am trying to conduct a simple correlation analysis between a group of variable, however I have a number of these variables in percentage change (or percentage yield) form and the others in strictly ...
2
votes
1answer
81 views

Data transformation for count data with many zeros

I have a count dataset that contains many zeros and a discrete variable that contains many zeros as well. I would like to see graphically which kind of correlation exists between these two variables. ...
0
votes
1answer
31 views

Calculate p value for Pearson's R

I have a bunch of bivariate correlation tests for which $R$ has already been calculated. Is it possible to figure out the p-value for each $R$ knowing only (in addition) the number of data points ...
1
vote
1answer
29 views

Correlations in count data

I have two count data variables X and Y that contain many zero values (90% in X, 60% in Y). I would like to check if a correlation exists between these variables, but I'm not sure how to proceed due ...
-2
votes
4answers
71 views

What is relationship between “significant correlation” and “significant difference”

What is relationship between "significant correlation" and "significant difference" between two variables?
3
votes
1answer
49 views

Validating Correlation in Excel

I have been using CORREL() function in excel for considerable amount of time; I just wanted semi-manually calculate correlation for fun, and the the value I got did not match the value I'am getting ...
1
vote
0answers
10 views

Linkage research using longitudial data

I have data from three companies that span 10 years. Two sets of variables (mean value of 300 answers pr. year pr. Company), that have the acceptable cronbach's alpha: a) the average employee ...
1
vote
0answers
47 views

What is the formula of correlation coefficient against 3 or more variables?

This is the formula for calculating the coefficient of correlation between a single subject value ($z$) and two reference variables ($x$ and $y$). The question is how to expand it to cases when ...
2
votes
2answers
35 views

How to obtain a p-value for the eta measure of association?

How can a P-Value be obtained for an analysis of Eta association? Is there a reference for this?
3
votes
3answers
56 views

Given two sets, how can I say statistically if they are similar/different

This is a very open ended question. Suppose I have two sets of data samples of the same form, say [item, rating]. Rating is a value on the interval [0,100] and item is a unique identifier given to a ...
0
votes
1answer
24 views

Finding most significant data set within data

Basically, I'm conducting research based on two types of data: Noise levels and the temperature of a room. I've recoded data for 2 days.. I am using the spearman's correlation methods to determine ...
3
votes
2answers
212 views

Why is it not OK to do a Pearson correlation on proportion data?

An online module I am studying states that one should never use Pearson correlation with proportion data. Why not? Or, if it is sometimes OK or always OK, why?
1
vote
1answer
30 views

Correlation of many 1d vectors

Let's say I have many 1 dimensional vectors of the same dimensions which I want to compare to each other. What I'm really looking for is to check whether they are all very similar, or not, and to ...
0
votes
0answers
35 views

Relationship between correlation of x vs. x+y and y vs. x+y [duplicate]

I am working with some data in which two component scores X and Y are added together to make a total score X + Y. Is there any known relationship between the correlation R for X vs. X + Y and the R ...
2
votes
3answers
141 views

Sign of coefficients in linear regression vs. the sign of correlation

The sign of a regression coefficient will always be the same as the sign of the correlation coefficient between the corresponding predictor variable and the dependent variable. Is the above ...
1
vote
0answers
17 views

Condition number of covariance matrix

I am interested in generating a covariance matrix of dimension say 100. I managed to get a correlation matrix with finite condition number. To construct a covariance matrix I need to have standard ...
0
votes
0answers
17 views
1
vote
0answers
25 views

Weeding out multi-collinear categorical variables

I have a huge amount of features that are categorical variables and I'm trying to find a system for weeding out categorical variables that are close to being multicollinear. Is vif a reasonable ...
3
votes
0answers
45 views

How do I propagate error when X+Y=1 and aX+bY=1?

I have data for proportions of two diet categories X and Y (from gut samples, n=10) that must sum to 1. I am multiplying each by a different constant (a and b) and then re-calculating the two ...