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

learn more… | top users | synonyms

1
vote
1answer
15 views

How to extract dependence on a single variable when independent variables are correlated?

I have a dataset in which I have measured a dependent variable (let's call it $Y$) along with several independent variables $(X_1, X_2, X_3)$. The independent variables are correlated with one another ...
0
votes
0answers
8 views

Choice of loss function in correlation matrix prediction

There is a random vector $X=(X_1,\ldots,X_p)$, with $p$ large, $E[X]=0$ and $V[X_j]=1\ \forall \, j=1,\ldots,p$, but the correlations are different from zero. We cannot assume multivariate normality ...
3
votes
0answers
8 views

Generate two sequences that have a pre-specified rank correlation

I have two samples $ X_1,\cdots,X_n $ and $ Y_1, \cdots, Y_n $, and would like to re-order them so that they have a pre-specified value of rank correlation such as Kendall's tau. I do know that there ...
2
votes
0answers
17 views

What is the correct way of generating a p-value for a correlation with resampling?

I have a vector of gene expression values, across 20 patients. Each patient also has a glucose measure (a continuous numeric vector). I want to find how significant the real correlation value is ...
0
votes
0answers
5 views

Number of subjects required for correlative vs between designs

Someone told me that in order to prove a certain effect, it would take fewer subjects if I were to use a between-subjects design with 2 groups than if I were to use a correlative, single group design. ...
1
vote
0answers
12 views

Best method of statistical analysis for large dataset of different points

I have generated a set of ground displacements at certain points using two different methods. I am now trying to find a good method of statistical analysis to compare how similar the results of the ...
0
votes
0answers
12 views

theoretical profile correlation

My data (n > 4000) contains the results of two separate tests (instruments). I have a profile made from likert scales for one of the instruments (S1, S2, ... S20). I want to find the corresponding ...
3
votes
1answer
32 views

p-value for weighted Pearson correlation coefficient

I'm computing a weighted correlation coefficient, using the method described here. I'd like to compute a p-value for the resulting r coefficient. How can I do this correctly, given that my r was ...
0
votes
1answer
32 views

Measuring Statistical Significance of Binary Classification using Matthews Correlation Coefficient

Based on the following relationship between Matthew's Correlation Coefficient (MCC) and Chi Square: (MCC is the Pearson product-moment Correlation Coefficient) Is it possible to conclude that: By ...
1
vote
3answers
104 views

In simple linear regression, what is the covariance between the error term and the residual?

In simple linear regression, what is the covariance between the error term and the residual? Model: $y_i = \beta_0 +\beta_1 x_i + \varepsilon_i$ What will be the $\rm {cov}(\varepsilon_i,\ e_i)$, ...
3
votes
0answers
28 views

Correlation & Regression Prediction [on hold]

I have a homework question. I have solved most of it already, but am unsure how to proceed with one specific part that involves prediction (Parts B & C). I am not looking for anyone to just give ...
1
vote
1answer
33 views

Correlating two questionnaires with grouped items

I need to correlate employee engagement (gathered data using the 9 item UWES questionnaire) and organizational commitment (gathered data using the 18 item Organizational Commitment Scale). The both ...
2
votes
1answer
31 views

Are Archimedean copulas useless for representing multivariate data?

Following Hofert et al.'s paper "Likelihood inference for Archimedean copulas in high dimensions under known margins," (http://dl.acm.org/citation.cfm?id=2263953) I wrote a script in Matlab to produce ...
0
votes
0answers
35 views

Identifiability in linear regression

If we have a generative model: $X_2=X_1a_1+\varepsilon$, where $\varepsilon \sim \mathcal{N}(0,\sigma_2^2)$, do we have $X_1=X_2a_2+\varepsilon '$, where $\varepsilon \sim \mathcal{N}(0,\sigma_1^2)$ ...
2
votes
1answer
24 views

Is it ok to adjust significance level according to number of comparisons in simple correlations?

a referee asked me to "split" the significance level for the number of comparison, although i am not doing repeated comparisons but just spearman correlations between variables. I have set the ...
2
votes
2answers
102 views

Why is the Pearson correlation 1 when only two data values are available?

I am trying to obtain a Pearson correlation between 6 different variables (represented by columns in the matrix below) with two datapoints each (rows). This is the matrix: ...
1
vote
1answer
22 views

Instability of one-pass algorithm for correlation coefficient

What should I know about the instability of the Pearson product-moment correlation coefficient? When might I experience problems using this calculation? I will quote the following Wikipedia article ...
1
vote
0answers
29 views

How remove variations in a time series X caused by another time series Y?

I have a time series on a monthly basis (a commodity) of which much variation is caused by the weather. I want to adjust this commodity for weather changes. I use Heating degree day as a proxy for ...
1
vote
1answer
30 views

Pearson correlation coefficient test: low r and low p

I am running a correlation coefficient test, and the results were: $r = 0.382, p = 2.76 \times 10^{-13}$. So the $r$ value is not that impressive (usually we see $r>.5$), but the $p$-value is ...
1
vote
0answers
31 views

What exactly is a higher-order correlation? [closed]

What exactly is a higher-order correlation? Is the term just a catch-all for all dependencies that are not captured by second-order correlations? Or do people mean something more precise than ...
0
votes
1answer
29 views

Considering correlation of independent variables in regression model

I have one dependent variable C and four independent variables: S SD ...
0
votes
0answers
45 views

correlation with logarithmic transformation

I have a dataset of 2.000.000 projects. Each project is defined by its size and the number of active developers. After applying a logarithmic transformation on the project size, I've plotted the ...
0
votes
1answer
25 views

Investigating relationships between variables- multiple and simple linear regression

please help a sociologist struggling to get to grips with R and statistics in general..! I've got a data set with 11 variables. I need to investigate the possible relationships between one of the ...
0
votes
0answers
20 views

Difference between RMSE and Spearman Correlation

I am trying to evaluate model performance (regression problem). In literature, some use RMSe and others use correlation. Is there any difference between both the approaches? Here: What are good ...
0
votes
0answers
3 views

how to transfer/export output of rcorr(matrix) into excel table? [migrated]

I use correlation test using code "rcorr", and here it is my script: ...
0
votes
1answer
47 views

Does high Correlation coefficient mean anything?

By correlation coefficient, I am referring to Pearson product-moment correlation coefficient here. We all know that correlation doesn't imply causation, but does high correlation coefficient mean ...
2
votes
0answers
33 views

How is this version of the pearson correlation coefficient derived?

After taking my first semester stats class I started getting more and more into statistics. Currently I've come across this version of the Pearson Correlation Coefficient. Comparing this formula to ...
0
votes
2answers
54 views

Hierarchical Bayesian Modeling

How does hierarchical bayesian modeling incorporate the correlation present between the observed variables (y1,....,yn) Thank you
0
votes
2answers
30 views

Correlation between quantitative and qualitative variables

I have a dataset composed by 5000 observations. Each observation contains the income per year of a person (from 50 to 50.000.000) and the fact of having a car (yes/no). I would like to check if a ...
1
vote
1answer
65 views

Link between linear regression and correlation

I happen to do a lot of linear regression, the typical use case is predicting $Y$ with a few predictors say $X = [X_1;X_2;X_3]$. So we we find $\hat{\beta}$ such that $$\hat{\beta} = ...
1
vote
1answer
20 views

On mutual correlation of multiple time series

The question is probbaly easy, but I don't want to fool myself. If there are three (univariate real) time series $A$, $B$ and $C$ such that $A$ and $B$ both highly correlated with $C$ at some ...
0
votes
0answers
13 views

sub-questions with likert scales choices

I want to determine compliance to a certain standard in ISMS and to determine that, I have the standards started and it has sub-questions (say 2,3,4 questions), with each having a 5 point likert type ...
1
vote
1answer
39 views

“Explaining” a time series - conceptual explanation needed

Imagine I have a time series for an animal population and a time series for a climatic variable during the same time period and at the same location. Unfortunately the data are observational (i.e., no ...
0
votes
1answer
23 views

Correlation for grouped data

I have a dataset composed by 200.000 projects. Each project is defined according to its size and the presence of active users (1 if the project has active users, 0 otherwise). I've ordered the ...
1
vote
1answer
17 views

Similarity Coefficient and Geochemical Correlation

I have a set of around 160 samples from different sediment bodies, or stratigraphic units, which I am attempting to correlate using geochemical analysis of 25 elements for each sample, and a ...
0
votes
0answers
23 views

regression vs correlation: explanatory power

I have a dataset where each instance is yes/no for a set of features, and has a score. Let's pretend they're sundaes. Thus [1,0,1]->6.5 Might mean yes chocolate, no vanilla, yes strawberry with a ...
1
vote
1answer
34 views

Linear regression on grouped data

I'm new in stats..I hope to write something that makes sense. I have a sample composed by 200.000 projects, each project is defined according to its size (S) and the presence of active users (U). The ...
1
vote
0answers
15 views

The distribution of sample means conditioned on the sample correlation coefficient

Consider the $(X_{i1}, X_{i2}), i=1, \ldots,n $, where $X_{i1}, X_{i2}$ follow bivariate normal distribution with correlation $\rho$. Define the sample means as $\bar X_j= \dfrac{1}{n}\sum_{i=1}^n ...
0
votes
0answers
12 views

What is the best way to analyze data from the Likert scale [duplicate]

The Likert scale is being used during a telephone survey to gather patient responses to 5 statements regarding educational material provided during his or her surgical experience. The scale ranges ...
2
votes
1answer
31 views

Chi-square test to see if set of dependent correlations are equal

I've got four dependent correlations (i.e., from the same sample) that involve predictor variables $(A,B,C,D)$ and an outcome variable $(E)$. $N=172$. $$\begin{array}{c|cccc}{\rm ...
1
vote
1answer
61 views

Correlational study or ordinal data using 5-point Likert scale

How do I calculate the correlation using ordinal data based on a 5-point Likert scale associating perioperative education to patient satisfaction scores? A numerical value (...
0
votes
2answers
74 views

When to dichotomize a variable for correlational analysis? [closed]

This is the question I am trying to answer : I’m working on a thesis project and have a variable that is normally distributed and related to happiness. I am considering to split my sample into ...
1
vote
1answer
43 views

How to make sense of 6mo worth of weight loss data?

-I have ~6mo of data that contains daily weight/caloric intake & #carbs/fats/proteins. I'm trying to figure out a way to make sense of the data. It's not a perfect experiment so there are other ...
2
votes
1answer
87 views

How important is the correlation coefficient's variance in linear regression?

R doesn't return the correlation coefficient's variance (or standard error) when coding summary(linmod), linmod being a linear ...
1
vote
0answers
16 views

Does residual autocorrelation beyond the first lag have any implication in a regular regression?

I have seen the review of a multiple regression analysis using time series with a quarterly frequency. The original modeler advanced that the model's residuals were not autocorrelated by disclosing a ...
0
votes
1answer
33 views

Correlation and regression [duplicate]

Can there be negative correlation but the regression line has a positive change when there is an increase in the independent variable?
1
vote
1answer
28 views

Algorithm for scoring co-varying traits

I am sure this has been done, but I can't find quite the right approach. EDIT: Trying to explain better. The rows of colored boxes below are columns of molecular sequence data -- positions in a ...
0
votes
0answers
29 views

will a correlation between a percentage variable and a numerical variable work?

I am trying to conduct a simple correlation analysis between a group of variable, however I have a number of these variables in percentage change (or percentage yield) form and the others in strictly ...
2
votes
1answer
84 views

Data transformation for count data with many zeros

I have a count dataset that contains many zeros and a discrete variable that contains many zeros as well. I would like to see graphically which kind of correlation exists between these two variables. ...
0
votes
1answer
32 views

Calculate p value for Pearson's R

I have a bunch of bivariate correlation tests for which $R$ has already been calculated. Is it possible to figure out the p-value for each $R$ knowing only (in addition) the number of data points ...