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

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15 views

Pair statistics: alternative to two point correlation?

I am interested in knowing whether my data have close pairs. Closed in some properties. One way to do it is to find the distribution of say for example $F_{ij} = w_1(x_i-x_j)^2 + w_2(y_i-y_j)^2$, ...
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16 views

Correlation between dependent and independent variables [on hold]

When I did a course on multiple regression in SAS, before proc reg we did proc corr on dependent variable with all the independent variables. I forgot what we are trying to check through it? Is it ...
2
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3answers
34 views

finding p-value in pearson correlation in R

Is it possible to find the p-value in pearson correlation in R? To find the pearson correlation, I usually do this ...
5
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1answer
143 views

Why are principal component scores uncorrelated?

Supose $\mathbf A$ is a matrix of mean-centred data. The matrix $\mathbf S=\text{cov}(\mathbf A)$ is $m\times m$, has $m$ distinct eigenvalues, and eigenvectors $\mathbf s_1$, $\mathbf s_2$ ... ...
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0answers
24 views

How to get significant correlation for small sample size (n=3)

I want to find the relationship between two variables- one is a population and other the site of its origin. I have only three sites of origin and have to plot the mean of the samples from that ...
1
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0answers
18 views

Text mining of machine logs to find correlation between errors in R [duplicate]

I've with me 50 MB data from a machine consisting of event logs such as device status, warning and error. I wish to perform text mining on the same to find correlation between errors i.e. one error ...
2
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2answers
22 views

Text mining of machine logs to find correlation between errors in R

I've with me 50 MB data from a machine consisting of event logs such as device status, warning and error. I wish to perform text mining on the same to find correlation between errors i.e. one error ...
0
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0answers
9 views

Quantifying importance of environmental variables in Canonical Correspondence Analysis using R? [on hold]

I currently have species abundance data for multiple lakes along with measurements of some environmental variables for each lake. I decided to do Canonical Correspondence Analysis of the data in R, as ...
0
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0answers
5 views

how to quantify the dependence between two sparse signals?

Hi and thank you for your help. I am happy to provide more context/details. In my research, I have a system that has many sensors X_1..X_N and using this ...
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0answers
30 views

Feature extraction based on correlations

I have a small problem regarding feature extraction with correlation. I have divided my question in four parts hoping that somebody can help me. I have a dataset consisting of fMRI images. Each image ...
0
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1answer
23 views

Correlation / clustering over lognormal data

I'm working with some financial data and it turns out my data is pretty much lognormal distributed. The question I have is, which produces "better" results: using plain data to find correlation / ...
1
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0answers
25 views

Is correlation required condition for causation? [duplicate]

We all know that Correlation does not imply causation, but I am wondering whether there can be causation without correlation. If there are such cases, could you explain them? I am asking this ...
0
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29 views

Repeated measure for correlation in sparse data

We have 2 groups, 20 subjects in each, 5 "time points" and one dependent variable. For each subject we measured a continuous independent variable for 5 "time points" (we consider two options, "time ...
0
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3answers
43 views

How to summarise information in a correlation matrix? [on hold]

I have ten variables, which I have correlated against each other. I get a correlation matrix of size $10\times10$, where the correlations are relatively high on average. I would like to somehow sum ...
0
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2answers
63 views

Comparing datasets from 2 biological replicates

I have two datasets containing experiment data based on two biological replicates. I wonder what the best statistical methods are to find out and test how similar these two datasets are, and also how ...
1
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1answer
44 views

Correlate two variables, with many (0,0) values?

Suppose you have a large but finite collection of tweets. You want to know whether talking about football tends to correlate with talking about basketball. You can generate a table for a few hundred ...
0
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2answers
33 views

Measuring the change of an increment in time series

Assume that two series ($x_1,\dotso,x_n$) and ($y_1,\dotso,y_n$) are linearly correlated. What is the connection between $y_j-y_i$ and $x_j-x_i$ in terms of Pearson's $r$ and the variance of $x$ ...
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10 views

What is the relationship between correlation and coherence?

What is the relationship between correlation (autocorrelation, cross-correlation, etc) and coherence?
3
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41 views

Airline Fares - What analysis should be used to detect competitive price-setting behavior and price correlations?

I want to investigate price-setting behavior of airlines -- specifically how airlines react to competitors pricing. As I would say my knowledge about more complex analysis is quite limited I've done ...
0
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0answers
36 views

Need help identifying which stat test to use

I have raw data. Without diving into the details, I'll try to explain the principles of what is represents; It's collected from 2 different regions. Raw data is a bunch of random time length amounts ...
0
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0answers
36 views

How to find a correlation with only two observations?

I did an A/B test and I have the data for the likeability of two ads and their click-through rates: Ad 1 Likeability = 2.5 Ad 1 Click-through rate = 0,015 Ad 2 Likeability = 5 Ad 2 Click-through ...
0
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0answers
14 views

What approach to analyse the effect of an event on a signal?

Let's say that I have a discrete signal that can assume any positive value. At any time t, one out of two events can occour, A or B. I want to know what is the best way to calculate the dependency of ...
0
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0answers
8 views

Co-variance matrix and Factor graph representation

I have problem in fundamental understanding of factor graph representation: I am trying understand the relation between the Co-variance matrix and associated factor graph, of a Normally distributed ...
0
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0answers
22 views

Correlating two time series with delay and non-periodic sampling times

I am trying to analyze some data using Matlab. There are two datasets sampled by different sources over time (no fixed sampling frequency). After reading the data I perform a linear interpolation of ...
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0answers
6 views

Help: testing repeatability within a group, and conducting a PCA for observations within those perhaps-repeatable variables?

I'm trying to analyze behavioral observations of nesting birds within and across various field sites. I know that certain behaviors, such as latency to flight, amount of vocalizations, and defensive ...
1
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0answers
71 views

Error in linear regression

Given two series $(x_1,...x_n)$ and $(y_1,...y_n)$, and assume that we know $x_{n+1}$. Given the fact that the pearson correlation won't change in the next observation of $y_{n+1}$, can we bound the ...
4
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1answer
43 views

Attainable bounds for correlations for Gamma random variables?

I'd need to know if it's possible to reach [-1,1] bounds with Pearson's correlation with a generic pair of Gamma random variables. The problem as you may imagine is there's no known closed form for ...
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0answers
15 views

Test retest reliability

I tested subjects and repeated the test 2 times, so I did it 3 times in total. My question is: does anyone know how to evaluate the test-retest reliability? Is there another method (besides ...
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0answers
31 views

Cointegration and variance of time series

If we know that $X_t , Y_t$ are two cointegrated discrete random processes, what can we say about the relationship between variance of the two increments $var(X_{t+h}-X_t)$ , $var(Y_{t+h}-Y_t)$ for a ...
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0answers
11 views

comparing count data with a vector of quantitative Scores

I am working on a RNA-Seq data set from mouse. I have done the mapping and the counting and got a table of count data (a matrix of counts for each gene and sample), which looks like that: ...
4
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2answers
312 views

How can the “anti-correlation” between these two curves be shown?

I'm looking at data defined on a given feature with respect to two measures. Whilst both measures are defined on the same domain, both measures are defined on different ranges, so, with a view to ...
0
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1answer
40 views

Correlation of three time-series at once

I have three time-series of data: A, B, and C. Here is a fictional example of the three, using R code. ...
0
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0answers
27 views

Relationship between two variables

For my current project I am looking for the best way to determine the relationship between two variables. A little disclaimer: I am very unfamiliar with statistics, which is why I am asking the ...
0
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31 views

Correlation operations in R

I need som help using correlation matrix in R. Let's assume I have simulated 10 year of forecasted rental income for a property. The simulation parametar is accumulated income growth and my R code ...
4
votes
1answer
43 views

Statistical significance for many instances of Kendall tau correlation

I am working on a dataset, which contains multiple instances of ranking vectors, done by two annotators. In particular, I have about 20,000 data samples. Each sample contains a ranking of 4-5 items ...
0
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1answer
67 views

How to calculate AUC for any correlation method?

I want to know how to calculate AUC to compare correlation methods. I read this paper http://www.ncbi.nlm.nih.gov/pubmed/23962479 Is there any idea how the authors of above paper have calculated AUC ...
0
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0answers
29 views

deal with interaction that is composed of correlated variables in multinomial logistic regression

I'm trying to build a model between three variables: y=user interest, x1=time, and x2=space. All the three variables are categorical, with the response variable y=user interest being described by ...
3
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0answers
59 views

Consequence of violation of independence assumption on estimates of standard errors

from the first chapter , Introduction to Multilevel Analysis , p.5 of the book , it is written that : Standard statistical tests lean heavily on the assumption of independence of the ...
1
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2answers
36 views

Multiple regression/correlation analysis, large dataset:ways, tools [closed]

I've got a large "clean" dataset (800 MB), containing 210k rows and 320 columns. There is 2 discrete string-type columns, others are numeric. One of such numeric columns is selected as depended ...
0
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1answer
31 views

How to quantify the difference of each value with respect to the median of a list of values

I have a list of 7 numbers in the range [0-1]. I have a median of all of them. I would like to quantify how much different each number is from the median. Probably it is a stupid question but how can ...
2
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2answers
54 views

B is significant correlated with Y, but not a significant predictor of Y in a multiple regression. What can it mean?

I'm working on a paper and I have some problems explaining some of my findings. I have four independent variables, let's call them A,B,C,D. And i have one dependent variable, let's call it Y. In my ...
2
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1answer
37 views

Is one variable more correlated than another with a third, in R

I have taken three measures, A, B, and C, for each subject in an experiment, and subsequently measured the correlations between A and B (r1) and between A and C (r2). What statistical test is ...
1
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0answers
29 views

Weak correlation but significant t test [duplicate]

I have two variables. Sense of belonging and anxiety. I found a Pearson's correlation that was weak but significant. The significance was probably due to sample size (n=400). Then I conducted a t-test ...
1
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1answer
32 views

Difference in sign of correlation coefficient and regression slope [duplicate]

Can correlation coefficient and regression slope have different signs in case of absence of multicollinearity among independent variables?
1
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2answers
33 views

Correlation between two groups on a continuous variable but data is clustered

I was curious as to the potential pitfalls of a Pearson correlation under these circumstances: For example, let's say I wanted to test the correlation between an independent continuous variable (e.g. ...
0
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0answers
14 views

Spearman's rank correlation aplicability for certain variables

Is Spearman's rank correlation the correct statistical test for considering the associations between spouses’ level of life satisfaction, their age and the Barthel Index score of the patient?
0
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0answers
13 views

Measure of Association in categorical variables

I have a data a labelled data set with mix of categorical and continuous input variables, using which I have to do a predictive modelling. The data has following properties ...
1
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2answers
51 views

Estimation of critical values in Spearman rank correlation

According to Wikipedia, to evaluate significance of the Spearman rank correlation, you can use: $$t = r \sqrt{\frac{n-2}{1-r^2}}$$ but I don't understand how to use this or how this generates the ...
-1
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1answer
27 views

Cutoff values for Pearson and Spearman r

I did not get many responses over how to compute $p$ values given Spearman $\rho$ and Pearson $r$ so I will try something else: I see that when you are using the Spearman $\rho$ value, you can use ...
4
votes
1answer
24 views

Differences in correlation for individual and aggregated data

I have a sample of 1 million articles form the web with various features. I'm in the progress of selecting features to use in a metric/predictor for article quality. To get some insight into the data ...