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

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Interpreting the Spearman's Rank Correlation Coefficient output in R. What is 'S'?

I just need some clarification regarding the interpretation of the Spearman's Rank Correlation Coefficient output in R. I am currently determining correlations over a tri-nominal temporal scale in an ...
1
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2answers
42 views

Does a statistically significant correlation always give predictive power?

Suppose you're trying to predict anomalies. That is, consider the case where you have a data set that has a column called result. Suppose the data set has 365 rows and result has a value of 1 in ...
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0answers
12 views

Correlation of a calculated variable

This might be a very basic question, but I've failed in finding an explanation on the web... How is it possible that a variable (Var1) that significantly correlates with two different variables (Var2 ...
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1answer
7 views

Analyzing Gain Scores and/or correlation in a non-experimental setup

I am a teacher in a language program at a university, and I was interested in investigating whether or not there is a correlation between the number of sessions a student spends in our program and ...
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7 views

Analysis of small set of interview data using data mining techniques

I have 22 companies response about 22 questions/parameters in a 22x22 matrix. I applied clustering technique which gives me different groups with similarities. Now I would like to find correlations ...
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3 views

Testing the significance of Goodman and Kruskal's gamma

I have people answer two ordinal questions: (A) Usage: (very unintuitive), (unintuitive), (intuitive), (very intuitive) (B) Influence: (very negative), (negative), (none), (positive), (very positive)...
2
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1answer
60 views

One-sided hypothesis test for correlation

In the textbooks I have access to (and that discuss hypothesis testing for correlation), I only met examples, where the null-hypothesis was $\rho=0$, and the alternative hypothesis was $\rho\ne 0$. My ...
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0answers
24 views

P-value for a standard normal distribution [on hold]

How to find the p-value for a standard normal distribution? In my test for testing correlation matrix I generate data with 1000 replications using matlab, how can I find the p-value?
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1answer
22 views

Correlation when one variable has both positive and negative values

This is probably ridiculously simple but because I have to include the word 'negative' in my searches I'm constantly finding only posts and websites that discuss negative correlation which isn't what ...
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0answers
7 views

How do apriori based algorithms avoid finding spurious relationships in their rules?

I'm taking a class on data mining and of course, we went over the Apriori algorithm (Fast Algorithms for Mining Association Rules). Something that I want to know is how do apriori based ...
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2answers
33 views

Test for No Correlation [on hold]

I'm wondering: Is there a statistical test for determining "no correlation"? I would not want to use Fisher's transformation.
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9 views

Combine two regression models when variables are highly correlated

I investigated the relation between an angle $\alpha$ and a sensor value $x$. So I have $\alpha = f(x)$ which can be modeled here as a simple polynom. When I want to use this relationship in a real ...
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0answers
16 views

Dealing with correlated predictors when using LASSO

I am developing a prognostic index using the LASSO technique and wondering how to deal with the highly correlated predictor variables. Should I choose the ones I want to include in the LASSO a priori ...
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0answers
4 views

Distribution p-values for multiple correlation testing to nonzero value

I have data from psychological research with 44 variables (N=1748). I would like to compare all variables via correlations with FDR method to correct p-values significance level. When I tested to $r=...
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0answers
19 views

Regression to elucidate for specific effect of a treatment

Regression has commonly been used to adjust for baseline characteristics between groups in clinical trials. If a drug is known to cause effects (improvement) on A & B, and I am interested to ...
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0answers
9 views

Title and Occupation Correlation Model

I have a large set of data that contains both a person's title (e.g., "CEO", "Bank Teller", "Fireman", etc.). and occupation codes (e.g, "A1": Managerial, "A2": Laborer, etc.). I need to build an ...
0
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2answers
26 views

Comparing Result of Permutation and bootstrapping

I am trying to verify the correlation between two parameters using bootstrap/permutation methods(classical example!). What i understand is that both permutation and bootstrap method involves ...
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0answers
11 views

Partitioning variance among three scales

I'm trying to create a diagram depicting proportion of shared and unshared variance among three scales. While brainstorming how to do so, I came up with two methods: 1.) Method 1 -- Regression ...
1
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1answer
40 views

Generating scatter plot before doing the Spearman's rho

Do I have to generate a scatter plot to check for the monotonic relationship between two ordinal variables before carrying out the Spearman's rho? And how can I interpret this scatter plot? I ...
2
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0answers
20 views

Correlation between residuals of two different relations

I have two relations, A=f(B) and C=f(B). They both are different physical quantities depending on the same variable (let's say pressure=A density=B, temperature=C). I fit both relations to my data. ...
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0answers
18 views

Statistical methods to group similar variables

I work with a data set of 50 variables which measure the performance of hockey players (e.g. number of duels lost, goals scored etc.). I deal only with count data - positive integers which are not ...
1
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1answer
32 views

How to calculate a composite score from correlations in a meta-analysis

I am conducting a meta-analysis on safety culture (predictor) and safety performance (outcome). In some studies that I am coding, they presented the correlations between the subscales of safety ...
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0answers
13 views

Correlation-based feature selection for regression problem

I am working on a regression problem in which each data sample has a covariate vector $x_i$ and a response variable $t_i$. Intuitively, each feature value $x_{i,j}$ in my problem should have a ...
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0answers
21 views

Joint probability 5 dimension

I am trying to calculate the joint probability of 5 variables. I need the joint probability in order to accept or reject a value in a MCMC Metropolis-Hastings algorithm in order to fit some data to ...
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0answers
24 views

The significance of existing variables decreases after adding additional variables in regression [duplicate]

I build a simple linear regression, $y=w_0+w_1x_1$. I find the coefficient of $x_1$ is significant. Then I add $x_2$. It shows that the coefficients of both $x_1$ and $x_2$ are NOT significant any ...
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14 views

What is a good way to determine a major change has began in a set of numbers?

I'm visiting you guys from Stack Overflow because I need some non-programming related help with a project. So I am reading in a thermal image and trying to detect where the start of someone's head is. ...
2
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0answers
40 views

How to know which statistical model to use for categorical data?

I'm new to statistical analysis. I'm trying to conduct an analysis of datapoints and possible correlations between them using Python's sci-kit learn library. My data is categorical. For example, a ...
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2answers
794 views

Correlation between sine and cosine

Suppose $X$ is uniformly distributed on $[0, 2\pi]$. Let $Y = \sin X$ and $Z = \cos X$. Show that the correlation between $Y$ and $Z$ is zero. It seems I would need to know the standard deviation ...
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0answers
20 views

The effect of correlated sample(observation) on classification

I currently work on BCI Speller systems, and for my analysis, i have recorded EEG data from 8 different EEG channel.after preprocessing my data ,i have a 8*12*15*256 matrix.in general, researchers ...
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0answers
17 views

Multiple hypothesis testing for bivariate correlation

I am doing bivariate correlations (Pearson) comparing 140 different variables against each other. I was wondering if there is any risk of false positives (or that MHT has an effect here) in terms of ...
3
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1answer
46 views

variance of the mean of correlated and uncorrelated data

I read this paragraph in James et al, Introduction to Statistical Learning, p183-184 [1]: Since the mean of many highly correlated quantities has higher variance than does the mean of many ...
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0answers
21 views

Spearman's Rho/Kendall's tau with Dichotomous variable

Is it appropriate to use Spearman's rho or Kendall's tau to find the correlation between a dichotomous variable & a continuous variable? My data is non-normal, has outliers and unequal variances. ...
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0answers
18 views

causal correlations for binary variables

Let's assume we have binary vectors where we want to find correlations and the possible causal relations between the variables in R. 1- does "Bayesian Network structure" give the correlated variables?...
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0answers
4 views

Bounding a Correlation Series

I was wondering what techniques exist for bounding a time series to take values between -1.00 and 1.00. I am asking because I am working with multivariate GARCH models (such as the Dynamic ...
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0answers
14 views

interpretation of Pearson correlation for binary variables [duplicate]

I'm doing a correlation for binary vectors in R , I had this question about interpreting the coefficient and P-value of the result. Should I interpret just based on the correlation coefficient (r-...
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0answers
8 views

Manipulating the difficulty of guessing a correlation

I am trying to generate correlations between random variables (two dimensional) with a defined linear relationship (in the $r$ sense), but with different visual patterns when plotted. I am trying to ...
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0answers
6 views

Outputting quartile pairs from covariance/correlation matrix

Assume I have a mid-sized covariance/correlation matrix of, say 100x100. Obviously one way to deal with this amount of data is to, for example, output a heatmap. But a 100x100 heatmap is still a bit ...
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0answers
21 views

Nonparametric Correlation with Dichotomous Variable [duplicate]

I have a continuous variable (total cholesterol mg/dl) and a dichotomous variable (gender). I want to see whether a relationship exists between the total cholesterol level and gender. The data is ...
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0answers
17 views

Partial correlation is negative whereas the total correlation is positive?

I am studying the relationship of two variables while controlling for the effect of another two variables. The correlation coefficient without controlling anything was 0.441, but the partial ...
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0answers
17 views

What does spearman being higher than tau imply? [duplicate]

If Kendall's tau is lower than Spearman, what does it mean?
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0answers
14 views

Multiple testing correction for correlated test statistics

I have a matrix, the rows stand for the different diagnostic subgroups (6) and the columns stand for 4 different test statistics, making in total 24 values of test statistics. I should mention that ...
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0answers
26 views

Row Correlation Heatmap Pandas

I'm trying to find any relationship/patterns between a large number of rows in a dataset (~2000) and I'm thinking of using a correlation heatmap. However, after transforming the df using ...
0
votes
1answer
22 views

Correlation between a range of values (min, max) and another value

I would like to be able to correlate several values consisting of a range of values: (in reality it is the margin of error: a certain value +x and value-x; for instance a value ranging 450 to 600), ...
0
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1answer
26 views

Correlation between two binary variables

Let's say I have some people that moved from country A to country B. Then I have a binary variable that indicates whether they read the news paper when they were in country A and one binary variable ...
0
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0answers
12 views

Can you sum the Standard Errors in mm across related studies?

So, I have read three papers: One is describing a scanning procedure of a liver. Current scanning techniques vary by a Standard Error of 0,7mm. A voxel might vary by this magnitude, indicating that a ...
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0answers
8 views

Distinguishing between two scenarios of lack of correlation

Among two scenarios that may lead to lack of correlation, one being that the elements in each of the two groups of values are very similar to one another (i.e. little variation in each of the two ...
0
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0answers
13 views

Quantifying comparison of two or more 1D datasets (pdfs or cdfs)

I have two 1D data sets which represent the same field quantity and are of same size. Say A1 and A2 both are arrays of size 1 million . Now I have to quantify the comparison of these two data sets ...
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1answer
41 views

Compare Pearson and Spearman correlation [closed]

I am working on a systematic review and want to compare the correlation of different devices. Both Pearson as Spearman correlations are reported in papers. Because they both represent a correlation, ...
1
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0answers
20 views

Correlations between test question scores with discrete and small number of values

I am a newbie at statistical analysis. I have been using the Pearson correlation coefficient for pairs of test question scores. The test had questions some of which carried 1, some 2 and a few ...
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0answers
20 views

Bayesian correlation

I would like to run a Bayesian conterpart of Pearson`s correalation test using R and JAGS. The two variables that I want to mesure the relationship are not normal distributed. I tried to normalize the ...