Tagged Questions

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

learn more… | top users | synonyms

2
votes
0answers
18 views

Get correlation matrix of 3 variables from any combination of 3 simples/partials

Here is the situation. (This is not a homework problem.) I am writing a program that does Cool And Interesting Things starting with a correlation matrix among 3 variables: call them $X$, $Y$, and ...
0
votes
0answers
14 views

Mix of two bivariate distributions (two correlations hidden in data)

We have two metric (continuous) variables, say X and Y and are interested in a correlation between X an Y. Actually, a correlation test (Pearson or Spearman) is not significant, i.e. it does not ...
0
votes
1answer
15 views

Correlation coefficient significance based on bootstrap distribution

There is data $x$ and $y$ which does not come from two dimensional normal distribution. However I would like to perform correlation coefficient test. For this purpose I have created the bootstrap ...
0
votes
0answers
10 views

Correlation index for correlating high volume of timeseries

Is there any way to pre-build some "correlation index" and save it to DB for any given timeseries. For example: ...
0
votes
0answers
12 views

partial RV coefficient

I'm interested in finding the correlation between two rectangular matrices, partialing out a third, all the same size and dimension (2). The best thing I've found so far is RV-coefficient ...
0
votes
0answers
32 views

Should I use stationarity test before OLS regression

I need to know if conducting a stationarity test on the variables, such as the Dickey-Fuller test, is important before doing any regression like OLS? if so, if the variable is stationary after ...
1
vote
0answers
10 views

Help Generating Example Data for a Specified Correlation

I would like to generate example data based on the following information: Group 1: Mean = 93.6, SD = 10.9 Group 2: Mean = 40.2, SD = 5.6 The correlation between these groups is known to be .72. Is ...
0
votes
0answers
3 views

have two ID with four dimensions and a mediator with two factors and a DV with four dimensions. [on hold]

want to calculate the direct and indirect effects between them. and what kind of techniques should used to analyze data from questionnaire. thanks
2
votes
0answers
39 views

Relationship between water quality at different sites and characteristics of study areas

I'm investigating the relationship between the mean values of water quality parameters and the characteristics (e.g. soil types (%), landuses (%), rainfall (mm), rock types (%)) of the study area ...
20
votes
7answers
3k views

If 'correlation doesn't imply causation', then if I find a statistically significant correlation, how can I prove the causality?

I understand that correlation is not causation. Suppose we get high correlation between two variables. How do you check if this correlation is actually because of causation? Or,under what conditions, ...
1
vote
1answer
25 views

How to correlate categorical personality and music genre preference scores?

I'm currently a third year Biology student and I've annoyingly screwed myself over by not following the golden rule of stats, always know how to analyze your data prior to conducting the experiment. ...
2
votes
1answer
33 views

Sampling For Correlation

Suppose we have population P that is split into large number of close size sub-populations (e.g. country is split to zips). For each sub-population a small sample was drawn and average of a variable X ...
1
vote
0answers
6 views

Quantifying Reliability of Qualitative Testing

If a visual grading system is implemented to calculate the correlation between exterior and interior conditions (i.g., good, medium, bad), and a sample is taken from a known population to test the ...
0
votes
1answer
36 views

Number of possible statistical test can be used on the observation data.

I am working on research paper for diagnosis of cancer. List of Known prognostic factors Age of patient Size of tumor Grade of tumor Lymphnode involvement and list of Unknown factors which are ...
0
votes
0answers
29 views

How to find probability limits for correlation

I have found that $S=\frac{1-r}{1+r}$, where r is the correlation coefficient follows the F with (n-2,n-2). How we find $P(F_{1-\alpha/2,n-2,n-2}< S<F_{\alpha/2,n-2,n-2}))=1-\alpha$ (This the ...
0
votes
0answers
19 views

correlation between 5 Likert scale and 7 Likert scale questions

I want to analyze the correlation between overall attitudes and purchase intention. Both are continuous variables. Overall attitude is measured using a 7 point Likert scale while purchase intention is ...
0
votes
3answers
86 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 ...
0
votes
0answers
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 ...
0
votes
1answer
43 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?
0
votes
0answers
7 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 ...
2
votes
1answer
19 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 ...
0
votes
1answer
38 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 ...
0
votes
1answer
19 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
votes
1answer
44 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?
0
votes
0answers
22 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 ...
0
votes
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 $$ ...
1
vote
0answers
31 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 ...
0
votes
1answer
21 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 ...
1
vote
1answer
34 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 ...
0
votes
1answer
16 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 ...
0
votes
1answer
34 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
votes
1answer
154 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 ...
2
votes
2answers
52 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. ...
0
votes
1answer
28 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
votes
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
votes
1answer
52 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 ...
0
votes
2answers
30 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 ...
0
votes
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 ...
0
votes
0answers
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 ...
0
votes
1answer
29 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 ...
0
votes
1answer
26 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 ...
0
votes
1answer
27 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 ...
0
votes
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 ...
0
votes
0answers
22 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 ...
0
votes
0answers
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 ...
0
votes
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 ...
0
votes
0answers
31 views

Testing Contemporaneous Correlation

Suppose I have the following time series: ...
1
vote
0answers
26 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 ...
0
votes
0answers
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
votes
2answers
63 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 ...