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

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14 views

Relationship between random variables that are parameterized

Suppose we have $n$ random variables $X_n$ - let's say these are measures of customer engagement - and we sample these $m$ times through a set of designed trials. The resulting $m$ data points define ...
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6 views

Conducting a correlation when one of the covariates is a proportion

Is there anything that I should be wary of when conducting a correlation when one of the covariates is a proportion? I shall be running a Spearman rank analysis, correlating a continuous variable ...
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1answer
17 views

what happens while taking correlation for correlation matrix

What does the correlation matrix of correlation matrix represent? Is it second order correlation? x = cor(z) y = cor(x) Does y second order correlation of z?
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6 views

Single proportion estimation with correlated data

I have a sample of observations, each is either success or failure (0/1). The observations comes in pairs, i.e., each subject contributed 2 observations, for example, effect of ear drops, which were ...
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0answers
3 views

Assessing the agreement between two tests

I have genetic data. I have two tests that pick up changes in the genome (amplifications and deletions) at several different points in the DNA. There are three basic outputs- high, normal, low. I want ...
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0answers
9 views

Beta Coefficient and correlataion [duplicate]

What is the interpretation of negative Beta coefficient with positive correlation? TNX
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2answers
38 views

Can you perform an ANOVA on r-values (correlation values)?

I am doing neuroimaging research yielding what is essentially a correlational analysis wherein my output is a brain's-worth of r-values (so like 15000 voxels worth of r-values). In this particular ...
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0answers
19 views

How to generate random numbers correlated to a given dataset in matlab [on hold]

I have a matrix x with 10,000 rows and 20 columns. I want to generate another new matrix of random numbers , y, where y is correlated to x with correlation coefficient q. Note that the matrix x is ...
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0answers
21 views

Test-retest correlation for panel data

I've run an experiment in which subjects rate how much they like six different objects on a 1-5 scale on two occasions. I'd like to obtain a summary measure of how consistent are the the subjects in ...
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0answers
18 views

Variable selection with longitudinal and correlated data

I'm working with a high-dimensional medical database, with detailed monthly medication reimbursement data as well as occurence of diverse medical outcomes, over several years (2010 to 2013). My ...
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1answer
32 views

Half-normal distribution and correlation?

In health sciences many variables may exhibit half-normal distribution. For example an inflammation process regarding one cell type or population in a tissue sample. The lack of the inflammatory cells ...
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16 views

What scale to use for likert data [on hold]

I am currently in the middle of writing my dissertation and I have reached the area where I am meant to be analysing the data. I used a likert scale for my questionnaire and now i have got the data ...
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0answers
9 views

Assumptions for polyserial correlation?

I have trouble finding information regarding the use of polyserial correlation. My aim is to correlate variable gmin with another variable wear rate. Wear rate is highly skewed to right but after a ...
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1answer
37 views

Causality VS Correlation

When I have read this article 'http://www.analyticsvidhya.com/blog/2015/06/establish-causality-events/?utm_source=FBPage&utm_medium=Social&utm_campaign=150725' i still don't understand the ...
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0answers
23 views

Correlation preserving transformation conundrum

I have a problem where I need to generate $n$ random variables $\in$ [0,1] (you can think of them as some sort of probabilities) and the variables have a known correlation structure given by a ...
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1answer
28 views

Are my correlations significant or non significant?

I have 4 Pearson's r correlation. I used cor.test in R. My p values are super high and I am having trouble interpreting significance. I would say there is no significance in ANY of my 4 correlations. ...
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2answers
12 views

Correlation between repeated (not time) measures and not repeated measures

I have to perform correlation test between repeated and not repeated measures, more accurately e.g.: I sampled 20 individuals in 10 populations and I measured some traits (e.g. height) on the ...
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1answer
22 views

can affinity analysis be used for identifying other types of correlation besides purchases

I made a questionnaire where respondents were asked to select up to 5 hurdles they consider to be the most significant for BI (business intelligence) initiatives in the cloud. Now I would like to ...
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1answer
48 views

Expected value of product of non independent Bernoulli random variables (correlations are known)

I've asked a question about getting the joint probability distribution for $N$ Bernoulli random variables, given the expected value for each one ($E[X_i]=p_i)$ and it's correlations ...
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9answers
2k views

When can correlation be useful without causation?

A pet saying of many statisticians is "Correlation doesn't imply causation." This is certainly true, but one thing that DOES seem implied here is that correlation has little or no value. Is this ...
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16 views

How to mathematically prove that the continuous data is better for finding out the correlations than the binary data?

If I want to calculate the correlations among the components in a vector space using the MLE with a prior of multivariate Normal distribution, which kind of data should be better? the binary data or ...
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1answer
59 views

Linear trend for correlations

I am evaluating three independent samples (1-3). For each sample I have calculated a correlation of variables A and B. I am now interested if there is a linear trend in the development of the ...
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0answers
20 views

Sampling correlated categorical variables

I am looking for a way to sample correlated categorical (non-binary) variables, and in particular I am interested in the category counts: I have a set of $n$ correlated categorical random variables ...
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1answer
31 views

Correlation between numeric and ordinal variables

What test can I use to test correlation between an ordinal and a numeric variable? I think linear regression (taking numeric variable as outcome) or ordinal regression (taking ordinal variable as ...
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0answers
7 views

Error in cor and cor.test in R [migrated]

I'm new to R and the code below was just created for me by a colleague. I want to correlate two datasets from 81 provinces. The two datasets that I want to correlate is named as "afcp" = annual forest ...
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44 views

R- Which is the best way of reporting results of lme() in two different possible cases?

When searching for correlations between between a dependent variable and a factor or a combination of factors in a repeated measure design with lme() I noticed that I can encounter two types of ...
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2answers
29 views

Correct and clear wording for non-causal correlation

Despite reading multiple statistics and epidemiology texts as well as studies, I have trouble describing the following in plain English for a public of doctors (so, non-statisticians or biomedical ...
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1answer
56 views

Appropriate reasons to exclude independent variables from regression

I am running a series of hierarchical regressions with a lot of independent variables. All the IVs show a loose theoretical relationship to the DV. My supervisor has suggested excluding IVs from ...
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13 views

How to marginal correlation in R [closed]

I am trying to reproduce the results in the paper: Adaptive lasso for sparse high-dimensional regression models(2008) http://www3.stat.sinica.edu.tw/statistica/oldpdf/A18n420.pdf On page 1615 step ...
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Why is Pearson's ρ only an exhaustive measure of association if the joint distribution is multivariate normal?

This assertion was raised in the top response to this question. I think the 'why' question is sufficiently different that it warrants a new thread. Googling "exhaustive measure of association" did not ...
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1answer
52 views

If x2 & x3 affect x1, & x1 affects y, should x2 & x3 be included in a regression model?

Let's consider the regression $y=x_1+x_2+x_3+\varepsilon$ It is known that $x_2$ and $x_3$ affect $x_1$, but $x_2$ and $x_3$ do not affect $y$. $x_1$ can affect $y$, but only to a small extent. The ...
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12 views

Confidence intervals for Kendall's tau-b

I am working on some stats coursework, and have non parametric bivariate data. n=19, so small sample. There are a number of tied ranks, so I'm planning to use Kendall's tau-b rather than Spearman's, ...
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2 views

How to test whether correlate personality ratings with behavioural observations

I'm running a study to test whether personality (Big Five) predicts problem solving in children (N=200), and was wondering whether anyone could help with the best approach for analysis. I've collected ...
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1answer
10 views

goodness of fit log transformed vs not log transformed

I have a relationship of two variables which is somehow log shaped. Now, I establish two models for this dataset, for one I log transform the dependent variable: ...
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1answer
47 views

If $X$ and $Y$ are normally distributed random variables, what kind of distribution their sum follows?

I was reading this question. It is about notation but I would like to ask something regarding the sum of two normally distributed random variables. If $X$ is a normally distributed random variable ...
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50 views
+50

What is the meaning of expression $\sum E[y_{t-1}y_{t-1}^T]$ & how to implement?

Eq(1) represents an Autoregressive model driven by a zero mean input $x_t$ where $h = [h1,h2,..,hp]^T$; $y[t-1] = [y[t-1],y[t-2],...,y[t-p]^T$. Output of these observations are corrupted by zero ...
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1answer
11 views

How to measure correlations/congruence between parent and teacher ratings of children's personality

I was wondering if anyone could help. I am investigating children's personality, and I have collected both parents' and teachers' ratings for children on a 24-item personality scale of the big-five ...
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23 views

Comparing / “correlating” time series

Say I have three time series $X_t$, $Y_t$ and $Z_t$ and from the phenomena I'm observing we can be sure that $X_t$ is _caused_$\,$ by at least $Y_t$ and $W_t$ (there might be other processes that ...
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20 views

Find a connection between 2 variables when not all variables are known

Lets say you have a system which contains two variables X and Y. You know they are connected but you don't know how. You also know that the system most likely has other variables which effects it, but ...
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10 views

Canonical correlation analysis on R: repeated data

I'm new to this, so I am sorry if it a dumb question! I have one set of data with 88 variables (X) and another set of data with 3381 variables (Y), hence I will be using the regularised CCA (both ...
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34 views

Multiple comparisons in linear mixed models for several correlations, in R

I am performing several correlations in R using the lme function, on a data set corresponding to the result of an experiment involving repeated measures. I would like to know whether some kind of test ...
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26 views

high correlated variables -> ill-conditioned covariance matrix?

I was wondering why the covariance matrix of high correlated variables is ill-conditioned. Is there any (logical) explanation for this? Thanks!
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0answers
12 views

Contribution of multiple correlated effects on global observation

In a perfect system, I have 0% of signal loss. I found that there are $N$ effects that can contribute to signal loss. I activate each effect individually to assess its contribution to signal loss. ...
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8 views

Check which correlation is better when numerical values are same

I have a data-set words = c((a,b,d),(a,b,d),(f,b,d),(m,n,d),(k,l,d)) Now, I want to find out what is the probability of occurrence of b given a occurred i.e P(b|a) which comes out to be 1. ...
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13 views

Summarizing output of moving correlation

I have 2 yearly time series (of 55 observations each) and I have calculated moving correlations between them (using windows of length 5 years). My aim is to summarize all the correlations I got into ...
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0answers
13 views

How to determine correlation between sets of integers

How would I determine a correlation between sets of integers such as the following: set A: 1, 2, 3, 4 set B: 2, 3, 4 set C: 4, 5 set D: 2, 5 I want to have a ...
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1answer
21 views

How to assess the relationship between a continuous explanatory and categorical response variable?

I have a categorical variable as my response variable (severity of disease: absent, mild, mild/moderate, moderate, moderate/severe, severe), and I have a continuous variable (test scores, which are ...
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0answers
19 views

Correlation between counts

I'm trying on attendance data to find relationships between where people go. For example, say I have information on users A, B, C & D and what kinds of places they've visited in the past few ...
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1answer
27 views

Spearman's correlation as a parameter

Spearman's rank correlation for a bivariate sample $\{ (x_1, y_1), (x_2, y_2) , \ldots , (x_n, y_n) \}$ is generally defined as the correlation between the ranks of the observations, but what is the ...
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1answer
44 views

Determining if two correlated Gaussian RVs are jointly Gaussian

One common way we can find the posterior distribution of Gaussian parameters for a Kalman filter on Gaussian observations is by first computing the covariance between the parameters and forecast given ...