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

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12 views

How to analyze relationship between data pairs

Please change the title if it's not accurate, I might be lacking terminology. I have two variables (x,y) which are directly correlated by pair. For example I have sampled 50 trees in my study area ...
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21 views

Correlation between a variable and a function of independent variables, and their significance

Consider a variable $Z$ which correlates at a significant level with $Y$. We know that $Y(X_i)$ and that several $X_i$ correlate with $Z$, but at a non-significant level. Doesn't the correlation ...
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1answer
32 views

Selection of regressors into a regression model

Why is it that backward selection/elimination as compared to forward selection of regressors, is often less adversely affected by the correlative structure of regressors?
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6 views

Comparing groups based on ordinal variables (gender)

I want to compare correlations between males and females on a range of dependent variables for a dataset. How do I do this? The gender variable is ordinal. I have tried selecting cases based on gender ...
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1answer
13 views

Is there a test to measure correlation between two sets of data that are based on rank (more details provided)

I'm trying to design an experiment to validate simulation software that I'm using. For talking purposes, let's say I'm testing seven different designs, A, B, C, D, E, F, and G. The seven different ...
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16 views

Correlation? Factors affecting academic performance of students based on their gpa? [on hold]

My friend's thesis. just helping her with the data analysis "FACTORS AFFECTING ACADEMIC PERFORMANCE OF STUDENTS BASED ON THEIR GPA" Divided it into: Internal Factors: Class Schedule & parental ...
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32 views

Correlation Between 2 uneven samples size

I am trying to determine the correlation between an observed and theoretical set of data. Both sets of information are in the form of a table of deflection against time. Both samples have the same ...
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1answer
17 views

Determining amount of change in correlated variables

Say I have 3 independent variables (x1..x3), all highly correlated with a dependent (Y). I'm looking to determine if x1 changes by a certain amount, how much Y would expected to change. Also, looking ...
4
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41 views

Diagonal elements of the inverted correlation matrix

Is it true that the diagonal elements of the inverted correlation matrix will always be larger than 1? Why?
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18 views

How to calculate correlation between two independent sets of ordinal variables from an online survey through SPSS

I have a survey conducted. Each responded has answered two sets of ordinal questions. Positive answers in one set would normally be reflected as positive answers to other set. I need to find the ...
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0answers
24 views

Covariance between normalised correlation functions

If I have a set of correlated random variables $\mathbf{X}=\{X_1,\dots,X_n\}$ that have been sampled $N$ times, I can calculate the correlation function for pairs of variables as $$ ...
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0answers
30 views

The inverse of AR correlation matrix

I want to find the inverse of the following matrix: $$ R_{k-1}=\begin{pmatrix} 1 &\rho &\rho^2 &\cdots &\rho^{k-2} \\ \rho &1 &\rho &\cdots ...
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19 views

Matching two power signals for similarity

Below are the images of two signals that i plotted. Both the signals are from fridge belonging to different houses. Visually looking at the plot i can tell that these plots belong to fridge as they ...
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1answer
32 views

Spearman's rho for nominal / metrical data

Can Spearman's rho be used to calculate correlations between nominal (i.e., locations such as 1 = City1, 2 = City2, 3 = City3) and metrical data (i.e., revenue generated in US dollars)? I also heard ...
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1answer
15 views

Need help with deciding on statistical test for three separate instruments

So I am trying to analyze my data. I used the following scales: Brief RCOPE, the Brief Multidimensional Measure of Religiousness/Spirituality (BMMRS), and the Satisfaction with Life scale (SWLS). They ...
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1answer
28 views

Correlation of linear combination of random variables [duplicate]

How do I proceed further? (assuming what I did is correct in the first place)
4
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1answer
138 views

What is the proper association measure of a variable with a PCA component?

I am using FactoMineR to reduce my data set of measurements to the latent variables. Now, the variable map is clear for me to interpret, but I am confused when ...
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2answers
51 views

Question on the correlation between two dependent variables

I'm working on this question and it's stumping me. Let $S_n = X_1 + \ldots + X_n$ (with $n>=1$) be a random walk with $X_1, \ldots, X_n$ be iid RV's. $$ E(X_k)=\mu,\,{\rm Var}(X_k)=\sigma^2. ...
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1answer
22 views

Evaluating predicted vs observed - RMSE vs. Pearson's R interpretation

I'm evaluating the error in three cross-validated models plotting observations against predictions. To do so, I'm comparing the RMSE (root-mean-squared-error) and the Pearson's R between predictions ...
2
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1answer
30 views

Testing if a interval scaled variable A and a nominally scaled variable B are independet when A is not normally distributed

We have a variable A which denotes a percentage between 0 and 1. The variable is not normally distributed but has a very left skewed distribution. About 5% of the observations are zero, most ...
2
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1answer
48 views

Does vector version of the Cauchy-Schwarz inequality ensure that the correlation coefficient is bounded by 1?

I have been trying to understand the proof that the correlation between two random variables $X$ and $Y$ is between $-1$ and $1$. For simplicity, suppose $X$ and $Y$ have mean zero. Then ...
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2answers
29 views

How to model “amount of correlation between two metric items along a third metric item”?

I'm trying to understand the best way for analysis whether the tightness of the correlation between to items correlates with a third variable; a toy example might be the question: "does the ...
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0answers
6 views

Comparing TrueScore with the System Score

I have collected three human raters scores for an essay question(N=54). I am building Automated Scoring Algorithem. So I need to compare my machine score with the Human rater score. All are using 0-10 ...
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31 views

Monte Carlo test for spatio-temporal randomness

I have a collection of discrete spatio-temporal observations $d(x,y,z,t)$ on the surface of a sphere. The data is sparse and is in the order of ~100 points, but there is a bimodal clustering of these ...
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18 views

How to threshold a Fisher's z transformed correlation matrix? [closed]

I'm working on brain connectivity studies using graph theory. I have a correlation matrix R x R, whose elements are Pearson correlation between the signals from two different regions (R). I ...
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0answers
19 views

Comparing Ordinal and Scale Data [closed]

What ways are there to compare Ordinal and Scale data to determine correlations or relationships? For determining significant difference, if it were just scale data I would start with a t test and if ...
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1answer
28 views

Correlation and Outliers

I want to know if someone has some experience working the 'issue' im encountering. I have a series of arrays, 18, time series on a 14 year period, I want to build a correlation matrix with these ...
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1answer
25 views

Correlation Coefficient for 20-year Average

I have 20 years of corn yields data from five neighboring fields. I transform them into year over year yield increase. I want to get the correlation between these areas. But instead of correlation out ...
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1answer
22 views

How to interpret Matthews correlation coefficient (MCC)?

The answer for the question Relation between the phi, Matthews and Pearson correlation coefficients? shows that the three coefficient methods are all equivalents. I'm not from statistics, so it ...
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1answer
20 views

multiple comparisons for mulitple correlation matrix

If I run second or third correlation matirx after my main hypothesis, can I on say the second non hypothesis matrix only include the amount of pairwise comparisions in the second matrix to calculate ...
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0answers
21 views

Create a continuous variable not related to binary target

I would like to create a continuous variable in such a way that it has least predictive information with respect to binary target variable. That continuous variable needs to have good relationship ...
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25 views

Top K variable that represent entire dataset

There are 100 variables in the dataset. Also, i have extracted some additional information about each variable viz Var1 is correlated (Pearson correlation) to Var21,Var25,Var34,Var45,Var55 ; Var2 is ...
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1answer
31 views

Relation between two variables

I have approx 500 variable (each variable containing 80 data points). I need to find how each of the variable is related to other 499 variables - linear, log, exponential and so on. Is there a ...
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28 views

Testing Contemporaneous Correlation

Suppose I have the following time series: ...
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22 views

Correlation space as preprocess to hierarchical clustering

Say you have data matrix X of size NxP where N is the number of samples and ...
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31 views

Correlation and regression giving opposite results

I have two variables with ordinal, not normally distributed data. A Sperman's correlation coefficient indicates a negative correlation. After, I performed a multinomial regression which indicates a ...
3
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2answers
62 views

Correlation estimation on Half-Normal Distribution

Let $$(X,Y)\sim N\left(\begin{pmatrix}0\\0\end{pmatrix},\begin{pmatrix}1&\rho\\\rho&1\end{pmatrix}\right)$$ and let we are observing $(|X_1|,|Y_1|),\dots,(|X_n|,|Y_n|)$ independently. I wish ...
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0answers
44 views

lmer - interpreting fixed effects correlation matrix

I fitted four mixed linear models for 4 DVs, and 5 IVs in each of these models as fixed effects (there is a random effect as well). These 5 IVs are "time" (weeks from 1-12, 12 levels), and 4 measures ...
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2answers
44 views

How to interpret a negative correlation of random effects in a mixed-effects model (in R)?

I've just gotten stuck in interpreting the output for a linear mixed effects model. My model includes Week as a time predictor, and scores on a depression scale as outcome. I have not worked with R ...
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1answer
26 views

Find correlations between sets of data

I have observed that I am generally in a better mood after exercising. If I record data on how much I exercise and my mood, how can I correlate these? Input: discrete events recorded at irregular, ...
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0answers
22 views

Is there any characterization of the score matrix obtained with PCA on a very correlated dataset?

I have a dataset $X$ of very correlated variables. With Principal Component Analysis I have computed the matrix of component scores $Z$. Is there any particular property of $Z$ in this case? I am ...
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0answers
40 views

How to determine the correlation between data sets with the same period but different sample rates?

I am trying to determine the correlation between two sets of data points which span the same time period (20 minutes) but have different resolutions. The first set was recorded at 1-minute intervals, ...
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32 views

A correlation analysis must or should be made before a regression?

I want to make a regression analysis. A correlation analysis must or should be made before a regression?.
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2answers
26 views

Understanding COVARIANCE when using same scale

Assuming that an experiment has 3 variables. Time, Temperature inside, Temperature outside. Also, considering that both the temperatures are measured using the same scale say Degree Celsius. If the ...
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0answers
23 views

Calculating n: Determining r

I have to calculate n for my research. I'm using a calculator (this one: http://www.cct.cuhk.edu.hk/stat/other/correlation.htm). α = 0.05 β = .2 r = ... I have trouble figuring out what r is. I get ...
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19 views

Correlation coefficient in case where dependent variable cannot be larger than independent

I am trying to fit a linear correlation to data. Normally, an obvious choice would be Pearson's R^2, but in this case that over-estimates the accuracy of the data because the dependent variable can ...
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0answers
15 views

Regression on a Ratio with Numerator and Denominator as regressors

Assume we have a dataset with prices of train-rides. There is the price for the ticket, the distance of the ride und some other relevant variables (e.g. x2: 1st/2nd class, x3: name of train-company ...
2
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2answers
32 views

Is it possible for a predictor to have low correlation but low rmse as well

I have this strange condition. I have two predictors. One of the predictors has low correlation with the target but less rmse. On the other hand another predictor has high correlation but high rmse as ...
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1answer
18 views

Recommendation based on correlation

everyone! My question is very basic. If we find a statistical correlation between grade-point averages and test scores after taking an online short course, what kind of recommendation for a policy ...
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97 views

How to use Bayesian statistics to estimate mean and a covariance matrix given structured observations

I have a real-world problem in which the observations are linear combinations of elements in a vector $\bf{c}$. However, there exist correlation between different element in $\bf{c}$. For example ...