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

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1answer
12 views

Correlating Percent Change

I have heard in the past that it is 'dangerous' to run a correlation analysis on two percent changes. Such as a situation in which you are trying to make a link to a medication or other treatment and ...
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3answers
60 views

Sample size calculation for correlation study

I am planning a study to assess the correlation of perceived stress in medical students and their academic performance. After a literature review, it appears that one previously done recent study has ...
3
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0answers
14 views

Confidence interval on point biserial correlation coefficient

How can I calculate the confidence of a point biserial correlation coefficient? I'm calculating the point biserial correlation between a continues variable (score on a test), and a dichotomous ...
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0answers
20 views

Factor Analysis

I have following data regarding Voice traffic(dependent variable) and some 10-12 other variables which are my independent variables. So, to use factor analysis shall I use voice traffic as one of the ...
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0answers
27 views

Contradiction between Pearson's correlation coefficient and t-test results

I've been analysing data between cliff height and average erosion rate. The data is parametric so I used Pearson's correlation and found that I got a coefficient of 0.017. When I applied a 2-tailed ...
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0answers
16 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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0answers
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
39 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 ...
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1answer
150 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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1answer
58 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 ...
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0answers
19 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 ...
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2answers
32 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 ...
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0answers
10 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 ...
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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
32 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 / ...
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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 ...
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0answers
50 views

Repeated measure for correlation in short data

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

How to summarise information in a correlation matrix? [closed]

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 ...
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2answers
65 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
51 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 ...
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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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0answers
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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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0answers
23 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
7 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 ...
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0answers
78 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
44 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
votes
2answers
315 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 ...
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0answers
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
45 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 ...
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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
votes
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
vote
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?
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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. ...