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

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15 views

Corelation between several non-linear plots [on hold]

I did some googling but couldn't find satisfying answer to my problem. My problem is as follows: I have a data set containing temperature as a function of time (temperature in a room during the ...
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0answers
12 views

density function of bivariate normal with almost singular correlation matrix [on hold]

Let $X$ be a bivariate normal distribution with mean $[0,0]^T$ and covariance matrix \begin{pmatrix} 1&\rho\\ \rho&1 \end{pmatrix} with $\rho<1.$ I am looking for the behaviour of the ...
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0answers
10 views

Covariance of the regression coefficient of two regression given the correlation between the independent variables

Given the following equations $$ Y=x_1\beta_1+\epsilon_1 $$ $$ Y=x_2\beta_2+\epsilon_2 $$ Where $Y$, $x_1$ and $x_2$ are all normalized, and that $x_1$ and $x_2$ are correlated with Pearson ...
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0answers
9 views

Finding correlation of periodic data

I am working on a hedging model for commodity.I have past 36 months data of commodity market price and future contracts price. e.g. on 1st April,2014, market price is x,April contract price = x+1,May ...
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0answers
13 views

Calculation of coefficients in multiple regression [duplicate]

I am trying to calculate the coefficients of a linear regression using 2 or more independent variables. Case for 1 independent variable: Using one independent variable X and one dependent variable ...
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0answers
4 views

Compute a Pvalue from the averaged Pearson and Spearman rho

on the one hand, Pearson correlation is sensitive to outliers, while Spearman is not. On the other hand, if you have quantitative data, Spearman will treat it like ordinal data. How about averaging ...
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1answer
16 views
1
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1answer
35 views

Autocorrelation definition

I am formatting a statistics proof, and I wanted to make sure that I have the definition of autocorrelation correct. Is it the case that the autocorrelation of a continuous variable is the same as ...
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0answers
13 views

I am looking to find the correlation score for 2 ordinal variables with a different number of categories

I am trying to find a simple correlation score for 2 ordinal variables from the NSYR data set: MEANLIFE from National Study of Youth and Religion, Wave 1 (2003) Y93. How often, if at all, do you ...
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1answer
36 views

Mulitivariable regression?

For my research project on the effect of a specific kind of surgery on clinical outcome, I want to study the correlation between the improvement in clinical outcome scores (ie the difference between ...
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0answers
19 views

Phi correlation for multiple cells

I have this table for chi-square in R: x <- matrix(c(23,22,10,14,11,12),ncol=3) phi(x) this is a 3 by 2 table and thus phi correlation won't work here, can ...
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0answers
30 views

Correlation, probabilities and alternative grading system in high school problem [on hold]

For strictly educational purposes, our fictitious high school utilizes a GPA grading system represented by ordinal variable ranging from 0 to 4 (5 potential inputs) and the board test submitted for ...
0
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1answer
45 views

Correlation between spot and futures

I am Airliner.I want to protect my business from price volatility of jet fuel cost.Jet fuel is not traded in futures market but Crude oil is traded in futures market. I have daily spot prices of jet ...
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0answers
22 views

Regression for correlated variables. (not multicollinearity)

I have a dataset X, and i'm trying to predict the response variables: a, b, c given an instance x. Typically, one might run whatever regression routine on a, b, and c seperately. However, what ...
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0answers
7 views

Train model based on correlations

I have a dataset of all trains in my country for a period in time, in a MySQL database. The form of this data is the following: ...
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0answers
16 views

Correlation on free and paid clients

I have data from a shop and I try to find some valuable info on them. The data contains 3 fields per month for several years. One is the total number of clients, one is the number of clients that pay ...
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0answers
21 views

Forecasting one dataset using data and correlation from another using R: commercial centers entrances and restaurant sales figures

Please, be kind, as I'm totally noob in stats and R... I'm the owner of a small restaurant in a commercial center, and I managedd to collect two main dataset, commercial-center (cc) and restaurant ...
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1answer
29 views

Autocorrelation or Serial Correlation

Autocorrelation is also known as serial correlation . Why is the terminology serial used ? Is there anything unserial or ...
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0answers
10 views

Assessing stability of a method to less data (subsets of it)

I'm working on a (computational biology) method which provides a result given a set of data regarding a cell. For example, it takes a picture of an object (or a part of it) and assesses the object's ...
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2answers
41 views

Correlation Coefficient for lag $k$ in Time Series Data

Formula of Pearson Correlation Coefficient is : $$r_{xy}=\frac{\sum_{i=1}^{n}(x_i-\bar x)(y_i-\bar y)}{\sqrt{\sum_{i=1}^{n}(x_i-\bar x)^2}\sqrt{\sum_{i=1}^{n}(y_i-\bar y)^2}}$$ In Time series ...
5
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1answer
111 views

Generating Binomial Random Variables with given Correlation

Suppose I know how to generate independent Binomial Random Variables. How can I generate two random variables $X$ and $Y$ such that $X\in Bin(8,\dfrac{2}{3})$, $Y\in Bin(18,\dfrac{2}{3})$ and ...
1
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1answer
66 views

Which test statistic should I use?

I have collected data consisting of radiation dose from 2 different equipment. I have taken 3 readings (reps) on each exposure using both the equipment. The data looks like "at 5 mAs and 55 kVp" ...
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3answers
35 views

Exploratory data analysis for a dataset with continous and categorical variables

I have a data set which has DV and around 40 IVs. I want to select best variables out of the existing ones. I can use correlation, but it requires only numeric variables. I would like to see relation ...
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1answer
30 views

What can be inferred from “covariance matrix of residuals” and “correlation matrix of residuals” after VAR?

I have this VAR: summary(VAR(V6CADModelSt45obs1D.df[,c(5,3,2,6,1,4)], p=5, type="none", ic="SC")) The following is the result of this VAR: ...
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0answers
32 views

When converting categorical data to numeric in R is it important to use the same value to numeric mapping across columns

If I have a dataset consisting of categorical data and I want to see if there is a correlation between the values I will need to convert it to numeric in order to run corr() in R but I have a few ...
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17 views

Store traffic and sales

I would like to determine the relationship between different stores' sales (both # and $) in relation to their traffic. I also want to determine how conversion rate is affected and, preferably, if ...
2
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0answers
17 views

Appropriate test for ball and urn problem

What would be good test to use to solve the following problem? I have a large urn filled with 25 different types of colored balls, the distribution of which is unknown, but it is known that the are ...
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0answers
19 views

Correlation between two quadratic forms of Gaussian random vectors

I want to approximately calculate the correlation between two quadratic forms of two Gaussian random vecotrs (of course these are in fact non-Gaussian densities). Does anyone know the derivation of ...
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2answers
26 views

Three variable correlation with one categorical variable

I'mI'm trying to make an analysis of increase in sales vs promotion (kinda correlation). And want to see the results segregated by Males and Females. I can segreate data by males and females, find ...
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0answers
60 views

How to compute component or factor scores when the analysis is based on polychoric/tetrachoric correlations?

[This question is modified based on suggestion from @ttnphns] I am doing linear principal component analysis (PCA) based on polychoric correlations between the variables (rather than on native ...
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2answers
31 views

Coefficient for a zero lag cross-correlation different from Pearson correlation r

Reading around I understood that using a cross correlation with lag zero should give the same results of a normal pearson correlation. It happens that this is not the case for me. What could be the ...
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0answers
8 views

experimental design - variables and tests

I would like to design an experiment and see if there is any useful information to be gained by tracking several variables. The problem is that I am unsure of how to specify the variables (their type) ...
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1answer
31 views

Comparing two sets of data over time to infer correlation or imply causation

I have two data sets, over a period of time that I would like to compare. I am very unfamiliar with statistics so sorry if this is simple. I need to use SPSS. I am comparing the number of journal ...
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8 views

Tetrachoric Correlation Between Some Columns — R Factor Analysis Smoothing

My data has a number of columns that are dichotomous (in one case I seem to have a ternary logical relationship). I have been trying to perform exploratory factor analysis on this data. I can split up ...
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20 views

Likert scale and correlation: when respondents are asked whether or not they agree with a statement

I'm having trouble figuring out how to go about applying correlation and/or regression to a set of Likert scale items that are statements that ask the respondents whether they feel two items are ...
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0answers
39 views

Given the correlation between A and C and between B and C, what can be inferred about the correlation between A and B? [duplicate]

Let's suppose there are three random variables A, B, and C. A and C have a negative and significant simple correlation of -0.5. B and C have a positive and significant simple correlation of 0.5. Why ...
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22 views

What is the best way to find the strength of the relationship between two factors?

I am not a statistician, so forgive me for not being accurate with my question - if you have advice on how better to rephrase the question I am open to it. I am trying to compare two rating systems to ...
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0answers
35 views

If $aX_1+bX_2+cX_3=0$ then find the partial correlation coefficients

Suppose there are observations $X_{1i},X_{2i},X_{3i}$ with $i=1,2,...,n$. Suppose for every $i$, $aX_{1i}+bX_{2i}+cX_{3i}=0$ where $a,b,c$ are fixed constants of the same sign. Find the values of ...
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0answers
22 views

How to compare Pearson correlation coefficients from spatial data [duplicate]

Dear "Cross Validated" community, First I want to introduce my data to you, so that you can get a clear overview regarding the problem I´m confronted with. For some urban studies I´ve got a spatial ...
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0answers
33 views

Choosing predictor variables (IVs) for inclusion in multiple regression

I am stuck on something and think I may have made a big error. My DV is ticket sales and I have 5 potential IVs: ticket price, income, review score, travel distance, and performance costs. I am ...
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2answers
71 views

How to compare two Pearson correlation coefficients

Since a few days I do not get ahead when trying to compare two Pearson correlation coefficients. Imagine that I've got two datasets where on each I do a correlation between Land Surface Temperature ...
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0answers
13 views

Intraclass Correlation Coefficient value range vs strength of association

I read on this site that ICC is a good measure of association(effect size) between nominal and interval data..and the significance test suggested was anova...My question is, given the association is ...
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1answer
28 views

Weak dependence of a variable

I asked the same question last week, but it seems it wasn't that clear and it was closed, so I try to expand it to explain better what I need. If I cannot do this, sorry in advance. I have a variable ...
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0answers
18 views

Appropriate test for similarity of four vectors?

I have four samples under four treatment conditions, and I want to test the hypothesis that they increase in such a way that the relative differences between them stay the same. Pearson correlation ...
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0answers
34 views

Methods to tell which type of regression to be used

Given the total correlation coefficients between $X_1,X_2,X_3$, how can one determine whether to use Linear Regression or Multiple Regression when one is trying to predict $X_1$ from the others? If ...
1
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3answers
40 views

test for increasing correlation over time

I have some data that tracks 2 variables over time. Let's call them A and B. So I have data on A and B for 15 years. I know how to calculate the correlation coefficient, but my goal is to see if the ...
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0answers
13 views

Partial Correlation between quantitative and binary

I have a question for you which is troubling me. I have to reduce regressors in a logistic model and then I want to take regressors less correlated between them and more correlated with the response ...
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0answers
13 views

Analysing variables / predictors in a dataset

I'm trying my first project and I've picked up Bike Sharing Demand dataset from kaggle. From what I have studied so far, in order to work on any data set you need to first have a clean data set. ...
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0answers
22 views

Correlation analysis while detecting outliers

I have simple dataset here. Supposed I want to find out which customers who bought a certain item are more likely to come back after 10 months. I have 2 sets of data The repeat purchase % of users ...
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0answers
21 views

correlation between spelling ability and frequency of use of text messaging

How can I correlate the frequency of time usage of text messaging with spelling ability? In our study we have 91 respondents given a spelling test with 25 items. We also ask respondents how long ...