Tagged Questions

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

6 views

Why are these two samples correlated with each other (ISRL passage)?

On pg. 44 of Introduction to Statistical Learning: Here we create two correlated sets of numbers, x and y, and use the ...
11 views

Is it possible to correct for bias in the tetrachoric correlations of rare events in small samples?

Background and Problem I am developing a meta-analytic epidemiological model to predict the prevalence of a series of related psychiatric disorders. As part of the modelling process, I need to ...
175 views

A way to show Simpson's paradox is happening in the data

I'm not entirely sure what I am talking about is Simpson's paradox, because an opposite relationship does not appear when you combine two data sets, but merely a different one. Still, I think it is ...
5 views

DCC models in R: how is the first starting value chosen?

The DCC model is defined through the proxy $Q_t$ as $$Q_t=(1-\alpha-\beta) \overline{Q} +\alpha\epsilon_{t-1}\epsilon_{t-1}' + \beta Q_{t-1}$$which is then normalized to find the correlation matrix ...
35 views

Is there a statistically significant difference between two methods, which test should I use & am I violating random assumption?

I collected data for every 2016 Republican primary that has available at least 3 polls, according to the polling data aggregated by RealClearPolitics.com. In a spreadsheet for each row which indicates ...
8 views

Why would Conversions and Conversion Rate not correlate strongly?

Do any of you know, or have thoughts about, why website Conversions and Conversion Rate would not give a strongly correlating r-value (pearson)? When analysing some data I'm getting r-values of around ...
9 views

Correlate two matrix representing different variables

I've two matrix containing informations from 50 samples and 20000 genes. Matrix A contains the gene expression; Matrix B the methylation state of these genes. My first idea was to compute the ...
16 views

How to evaluate level of significance of two similar correlations?

I have four datasets: A1, A2, B1, B2. Every dataset has between 100-300 items. Every item in every dataset has two values: x, y The goal: Find what datasets have similar x values. If the datasets ...
9 views

What explanation can i give for having a negative correlation coefficient but positive regression coefficient? [duplicate]

The first table is the regression results showing negative correlation coefficients for all variables. However in the regression table below, only EXR shows the same association as the correlation. ...
14 views

Error propagation with correlation

I have two different multidimensional objects in two different conditions, therefore four different vectors of observations: $$V1_{cond1} = v1_{1,1},v1_{1,2},\dots , v1_{1,n}$$ V1_{cond2} = ...
17 views

Scaling predictors in ARIMA model

If a predictor in an ARIMA model has much lower magnitude than the variable you are trying to predict, then do you need to multiply it by a scalar in order for it to be an effective predictor in the ...
11 views

Negatively Correlated Predictors in Arima Model

If a predictor is negatively correlated with a variable you are trying to forecast in an Arima model, will Arima pick up the negative correlation when you add the predictor in the xreg argument? Is ...
5 views

Combining Lower Correlation Predictors to Create Higher Correlation Predictors

I'm working on an Arima model to forecast a given variable and so I'm looking in my data for variables with correlation to the variable I'm trying to predict, to add as predictors in the xreg ...
37 views

Can a random effects intercept variable be highly but coincidentally correlated to a response variable?

Issue- I'm creating a logistic mixed model where the response variable (if a plot falls within an active bird lek area) is highly related to a term I may include as a random effects term (grazing ...
47 views

Correlation of order statistics from Uniform parent

Can someone please help me out with this sum? It says: If $(X_1, X_2, \dots, X_n)$ are a random sample from Uniform(0,1) distribution, find the correlation between the order statistics $X$ ...
14 views

Measure relationship between continuous variable & unbalanced binary variable

I am trying to select variables for modelling a binary variable (whether a person will repay a loan) using various continuous variables about them - age, income, years of education, etc. I'd like to ...
11 views

how to do Grade prediction by previous score

My scenario is as follow: I got several years ago of my students score of school exam result and their public exam result. And I have a box-plot of the school exam score to public exam grade. I got ...
35 views

What to do with negative ICC values? Adjust the test or interpret it differently?

For my graduation thesis I am doing a study for the test-retest reliability of the tendon thickness of a particular muscle. So this study contains one rater and 70 subjects who have been tested at two ...
18 views

Correlation between chemical analysis results

So I have preformed chemical analysis on on a sample and the resulting data is something like this: "Carbon: 1.2%, Iron: 50%, Vanadium 2.3%..." and so on. I have 25 sets of similar data taken from ...
33 views

Intuition behind formula probability of default in risk management

I am new in risk management and i would appreciate if someone could clarify me the formuala for correction of probability of default for some type of loaner in stress scenaria. it looks like this ...
10 views

Correlation of Error terms v/s Auto Correlation

Is Correlation of Error terms and Auto Correlation same thing ? On page 93 of Statistical Learning the author describe the correlation of error terms but didn't describe how to check for correaltion ...
20 views

Specific Differences B/T SPSS Grad Packs

I have been using the Trial Version of IBM's SPSS Statistics Desktop v. 24 I would like to purchase the most affordable option that enables a few but very specific features my research requires. ...
5 views

Corelations attributes with decision - multi class

I have three integer decision classes: 1,2,3. Tell me please, if it make sense to compute corelations attributes with decision, and given it select ...
9 views

Best metric for differences between shares

I am looking for a simple metric to measure the differences in expenditure shares on commodities which were calculated differently. Thus, there are two scenarios, both of which report expenditure ...
20 views

What is the correct measure of similarity for two supposedly identical time series?

I have two time series of prices (actually, bid quotes) from different sources, and I want to know how similar they are. I've calculated simple Pearson product-moment correlation between the prices, ...
24 views

Probability of getting a certain correlation by random chance

Say I have two different binary vectors (containing only 0s and 1s) with 20,000 observations in each and find the correlation between them. I'm interested in finding out if a very high correlation ...
55 views

Lasso will not remove correlated variables

The very essence of lasso is that it is supposed to select only one of two correlated variables. However, when I include two highly correlated predictors (they are correlated with each other at level ...
15 views

Should I include correlated categorical variables in logit regression?

I am trying to do a logit regression with a continuous explanatory variable and two categorical variables (first one with 4 categories, and second one with 3 categories). I was thinking about ...
16 views

how to find the critical value with qSpearman()

I have some bivariate data (x,y) (length of x and y = 7) that have a Spearman correlation of 0.7. With the package "SuppDists" I can use the probability and quantil function of r_s. So if I want to ...
51 views

why Z score values are correlated in opposite direction of raw value?

I am trying to find the correlation between age at onset of diabetes and Body Mass Index of patients. When i performed correlation test in R I get a positive "r" between age and BMI.. but when the ...
15 views

Find relationship in two time series datasets

I have two datasets: Ingested ingredients at a point in time e.g. | 24/04/2016 11:56:33 | Tomatoe | | 24/04/2016 11:56:33 | White rice | | 24/04/2016 14:34:01 | Mars Bar | Symptoms | ...
47 views

Method to test whether a small number of perfect correlations can be trusted within a large sample

There are two binary vectors with 0s or 1s as values and the correlation between them is calculated; this is done for 20,000 pairs of vectors. Theoretically, is there a difference between having only ...
12 views

What n to use for significance of correlations in three different scenarios

I feel these questions might already be answered around here somewhere, but I was not able to find it, so here goes. 1) General case of time-series When determining the significance of a correlation ...
13 views

ANALYSIS OF COMPARING MEAN OF TWO GROUP (HIGH SCHOOL STUDENTS AND ADVANCE STUDENTS [closed]

ANALYSIS OF THREE INDEPENDENT VARIABLE AS CAUSAL TO DEPENDENT VARIABLE(TITLED determinants of career choice) mentioned three determinants) socioeconomic status,personality and future expectation ...
21 views

Do I have a correlation here or not?

I am writing my thesis at the moment and I am pretty new with statistics. I tired to google around but I don’t know what to do anymore, since I don’t really find an answer in this case. I hope you can ...
18 views

Classification based on similarity

Suppose you have a correlation matrix, and someone wants to you classify the samples into n subsets such that within each subset, the pair-wise correlation is above some threshold. What would be an ...
43 views

What is the difference between the anti-image covariance and the anti-image correlation?

What is the difference between the anti-image covariance and the anti-image correlation? How are the matrices of these coefficients computed, and what is the meaning of their elements?
13 views

Correlation between reaction times and ordinal ratings

I conducted a psychological experiment and now I'm starting to evaluate the data. During evaluation I found something, that looks like a correlation between reaction times of one task and ordinal ...
13 views

Expression for correlation in terms of hat matrix H

In a linear regression model $Y = Xβ +ε$ with $E(ε) = 0$ and $E(εε^ T ) = σ^ 2$ I, let $e_1,..., e_n$ be the residuals obtained from the least squares fit. Derive an expression for the correlation ...
11 views

Pearson r or Spearman correlation to use for ordinal variable with interval variable?

I need to establish correlation coefficients between an independent ordinal variable (the scores are computed with the use of Likert scales) with an interval dependent variable (test scores). May I ...
20 views

Detecting sustained increases in employee pay (time-series data, non-stationary)

I am seeking guidance with detecting features (specifically, sustained pay-rises) in monthly income data. I haven’t worked much in the time series space so nothing straightforward springs to mind ...
46 views

How do I find co-linear variables in R

Suppose my data consisted of the data in the dataframe df (below) -- which columns would I drop x, y or z for methods that are allergic to correlated variables? ...
8 views

True or false: γ12.3 and γ12 (and similar comparisons) have the same sign

I know that $y_{12.3}=\frac{y_{12}-y_{13}y_{23}}{\sqrt{(1-y_{13}^2)(1-y_{23}^2)}}$ $y_{12}= \frac{\Sigma x_{2i}y_{i}}{\sqrt{\Sigma x_{2i}^2 \Sigma y_{i}^2 }}$ I can see that the denominator is ...
23 views

Permutation test for relationship with R

I want to do a permutation test for the significance of a relationship between x and y with a manual function. And I don't want to generate all possible permutations but a sample of them. Before I can ...
23 views

When to use ANOVA in questionnaire analysis

As part of my dissertation I have used multiple outcome measures to assess pain, sleep, mood and general health in a chronic pain population. I have correlated some of the measures together to see ...
40 views

What is causing autocorrelation in MCMC sampler?

When running a Bayesian analysis, one thing to check is the autocorrelation of the MCMC samples. But I don't understand what is causing this autocorrelation. Here, they are saying that High ...
36 views

Bootstrap the Correlation Coefficient without boot() in R

I want to understand the bootstrap-method for correlations. Therefore i tried to bootstrap the correlation without the boot() function of R. The problem of bootstrapping correlations are the bivariate ...
7 views

How do I find impact of independent variable change in dependent variable change?

Suppose I am having a function revenue = NumberOfUsers * ConversionRate * AvgOrderValue. If revenue is changed to 24%, How I can know %impact of NumberOfUsers,ConversionRate and AvgOrderValue?