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

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Are these nonstationary variables?

If I have understood correctly, computing the correlation of two nonstationary variables can lead to spurious results. For example, computing the correlation of two stock price time series would lead ...
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1answer
23 views

Potatoes in space! - Correlating sets of unordered 4d data

(I asked this question some time back but got no answers or comments. It's a pretty big question so therefore I thought dividing it into several questions might make it easier to answer. The original ...
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1answer
21 views

Finding regression coefficient only with matrix correlation

How do I find Regression coefficient if data provided is only matrix correlation table? Here is example for x1 matrix correlation. ( I also have x2,x3,x4, but only provided x1 in here) for the sake ...
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19 views

Matlab: Time lagged time series and its correlation

Let, $x_t = [y_t,y_{t-1},...,y_{t-p}]'$ where $y_t$ is the output of an autoregressive process of order p=2 excited by Gaussian white noise of zero mean. $y_t$ is a vector output of the AR process: ...
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1answer
39 views

Correlation under transformation

Suppose i have a random vector $X=(X_1,X_2,...,X_k)^T$ where each $X_i$ has cdf denoted by $F_i$ . The correlation matrix of this multivariate distribution is $R_k$. Define ...
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12 views

Correlation or similarity between response surfaces

Given the dataset A and B both containing observations (x, y) whereas x can be a vector. What are some possibilities of measuring the similarity or correlation between A and B? We can assume that ...
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2 views

How do I get correlations of latent variables in SEM using MPLUS [migrated]

Sorry for this basic question, but I cannot figure out the syntax to get the means and correlation of my latent variables using MPLUS for my SEM. When I use SAMPSTAT, I get the means of each item ...
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42 views
+50

Two-point correlation function

I have been using a code that calculates the two-point correlation function xi(r). xi(r) is defined as a measure of the excess ...
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2answers
52 views

Is every correlation matrix positive semi-definite?

I am generating correlation matrix by some new algorithm. Generated matrix is non positive semi definite matrix. I'm getting few negative eigenvalues. Rest of eigenvalues are quite equal to ideal ...
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57 views

Can I use the correlation value to measure the correlation between two variables when observations in each variable have auto-correlation?

I have two variables: urban areas protected areas. My observations are urban areas and protected areas in each year. But these observations are the cumulative ones, so observations in each ...
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7 views

Canonical correlations for categorical (binary) variables

I have a data set with all categorical variables (most binary). Some variables code social factors, others code mental health issues, a third group code degrees of support from various sources ...
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1answer
23 views

Fitting a mixture model to spatially correlated data

When the data are spatially correlated, is the usual GMM likelihood function overweighted? The data. Scattering experiment, sensor is like a CCD. Can't see individual events, only density estimate ...
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2answers
50 views

Reproduce Cross Correlation results in Python

I'm trying and failing to reproduce the results found in this paper, where the cross correlation between two distributions is calculated: ...
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1answer
47 views

Normalize variables for calculation of correlation coefficient

I have two vectors (arrays) of values. One vector represents a variable whose values are between 0 and 1 (ratio-type variable). The other vector represents a variable whose values are continuous float ...
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1answer
15 views

correlation and constant variable problem

I want to know if word length has an effect of being remembered or not by students. I conducted a test and entered each word as dichotomous variable (0-1, not remembered-remembered). However word ...
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0answers
7 views

Counting how many times some query parameters occur together

My web site logs which criteria was given by each search query. A typical line in this log file looks like x=foo&y=bar&z=baz, which means the user provided ...
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2answers
45 views

Transform two correlated random variable to independent variables without knowing correlation

I am thinking about this interesting question which arises in the following realistic setting. For example, in one medical experiment one drug and one placebo are applied to two randomized groups of ...
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1answer
19 views

Correlation of change in expression with response variable

I have paired gene expression data before and after a treatment, as well as an ordinal response variable with 3 levels for each sample after treatment. I am interested in the correlation of the ...
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1answer
41 views

Analysis where dependent variables are proportions

I have a set of demographic data (age, race, social class, etc.) for selected geographic areas. These independent variables are each proportional in each type, i.e. Area A: White 70%, Black 20%, Asian ...
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2answers
163 views

How to prove linearity assumption in regression analysis for a continuous dependent and nominal independent variable?

I want to check the assumptions for applying linear regression analysis. So, among others I check the linear dependency between my dependent (which is continuous) and my independent (nominal or dummy) ...
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4answers
232 views

How to generate a large full-rank random correlation matrix with some strong correlations present?

I would like to generate a random correlation matrix $\mathbf C$ of $n \times n$ size such that there are some moderately strong correlations present: square real symmetric matrix of $n \times n$ ...
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1answer
469 views

Confused about the visual explanation of eigenvectors: how can visually different datasets have the same eigenvectors?

A lot of statistics textbooks provide an intuitive illustration of what the eigenvectors of a covariance matrix are: The vectors u and z form the eigenvectors (well, eigenaxes). This makes sense. ...
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1answer
32 views

Calculating the correlation between difference scores from the correlations within timepoints

For a meta-analysis I am conducting, I need to know the correlation between two sets of difference scores. For example, imagine a study in which the researchers measure variables $x$ and $y$ at time ...
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14 views

Matching sets of 3d position data

Imagine a cube filled with air and ~5000 levitating potatoes. The distance between two poatatoes are usually at least an order of magnitude larger than their volume and their distribution is pretty ...
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18 views

Calculating correlation between elements in groups

I'm analysing results from a lexical availability test. So I have groups of related words (each group is a single answer from an individual). [A,B,C,D],[B,A,E,F,G],[G,A,D,B,H]... and so on, where the ...
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1answer
91 views

Multiple testing in correlation analysis over time periods

I have one variable measured once per time interval (say, once per year), and another variable measured periodically (say, once per day). The periodic measurements are autocorrelated. I am interest ...
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1answer
19 views

Factor loading and corrected item to factor correlation

By definitions seems that both factor loading and corrected item to factor correlation (statistic when calculating Cronbach's alpha) essentially indicate to the same - the correlation of the item with ...
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1answer
47 views

linear regression

I am reading a paper and come across the following information: ...
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1answer
45 views

Using nonparametric tests with small samples even when data are normaly distrubuted

Is it appropriate to use a nonparametric test with a small sample (e.g., less than 65 people) even when data are normally distributed? For example, using the Spearman correlation? Actually my data is ...
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20 views

Can any one give me inf how I can form X, Z, R, G, and A matrices using dummy variables using the posted info below?

Y=Xb +Zu + e, where y represents a vector of observed (measured) phenotype values, b is vector of unknown parameters for “fixed" effects, while X is corresponding design matrix, u is vector of ...
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32 views

What is the best practices/way to do a linear regression on highly correlated variables

I wish to create a composite variable of a number of highly correlated variables. Each one of these variables contains different information and is useful in it's own right. But they are all highly ...
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26 views

Relationship between variables in positive linear correlation

I read a paper about the relationship between system load and running time of a task , it said that: the relationship between the measured load execution and the running time is almost perfectly ...
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1answer
47 views

What is a threshold for calculating correlation between two variables

I have an assignment where I need to write a function between two variables: Write a function that takes a directory of data files and a threshold for complete cases and calculates the correlation ...
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1answer
40 views

How can I estimate a principal component from incomplete data?

I would like to know the best way to estimate a principal component's latest value, if I only have partial information about the latest variable data points: Assuming I have 5 variables: ...
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1answer
11 views

Pearson Correlation of Device Values

I have a device which obtains velocity based values over a period of 1 minute (average). I also have another device with which I am comparing that device. Now the velocity values can be quite random, ...
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18 views

Normalising two time series for correlation analysis

this is my very first time posting in CV and I am very new to analysis area. I really really need you experts' help. I have been working on two time series data (currency spread differentiated by ...
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13 views

Partial Correlation VS. Correlation Threshold in brain network graph

Partial correlation (or inverse of covariance matrix) and correlation threshold are two common methods to construct the brain network in fMRI data. Theoretically, partial correlation should perform ...
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40 views

Geometric interpretation of multiple correlation coefficient $R$ and coefficient of determination $R^2$

I am interested in the geometric meaning of the multiple correlation $R$ and coefficient of determination $R^2$ in the regression $y_i = \beta_1 + \beta_2 x_{2,i} + \dots + \beta_k x_{k,i} + ...
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1answer
80 views

Is there any correlation or causation here?

I have the following data, where 2 properties (P1 and P2) can be either True or False ...
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1answer
34 views

Curvilinear relationship between two Likert-Scales - is there any coefficient to measure it?

I have two Likert-scale variables, that values vary from "strongly disagree" to "strongly agree". Somehow I know, that many people who stronly disagree on the first scale, strongly agree on the second ...
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14 views

how can i work out the percentage of rows with matching values in 2 different columns? [migrated]

I'm trying to find out the percentage of my users which return to my site by comparing their 'Joined' date and their 'Last Seen' date. In more literal terms, I have a table which looks a bit like ...
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17 views

the approach of performing correlation analysis between categorical and numerical

What are the approaches to perform correlation analysis for the following pairs: ...
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2answers
52 views

Derive the LLN for a certain sequence

I have a sequence of dependent random variables $X_1, X_2...X_n$. Each RV is correlated with two other RVs and uncorrelated with the others.The ones that are correlated satisfy the condition ...
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28 views

How to interpret models with low to mild $R^2$

I used stepwise multiple regression to analyze some data. The resultant models all suffered form low to moderate $R^2$, ranging from .096 to .240. My question is what could have caused the $R^2$ to ...
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1answer
20 views

Help need identifying analyses methods

Any and all help would be much appreciated! I've detailed a bit of information below, but if I left anything out please let me know My hypotheses are (info: NA= novel asssembly; S= selections or ...
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12 views

What is the effect of simple transformations to predictor and/or response variables to the correlation constant (r)?

Context: A study of living conditions in 55 large U.S. cities found the mean January temperature (degrees Fahrenheit), altitude (feet above sea level), and latitude (degrees north of the equator). ...
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30 views

Automating the finding of hidden correlations‏

With this dummy data below , can I get a tool to brute force figure out that penalties column has the highest correlation to wins? I would like to try a simple data set using this (or any) tool. ...
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23 views

Hidden correlation

I got a problem When i tried to find the correlation between two variables. The scattor plot is attached below. Spearman correlation test gave a significant (P<0.05) positive correlation with a ...
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1answer
35 views

Average of Dependent Variables

Suppose $X_1, \ldots, X_n$ are dependent varibles with identical marginal distribution. Denote the common population mean as $\mu_0$. In this case, is $\frac{1}{n} \sum X_i$ a reasonably good ...
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same number of observations but not significant?

If we two time series (x,y)with the same number of observations. We then computed the Pearson correlation with z, which has the ...