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

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8 views

Correlation between decision trees

How do you find the correlation between decision trees? I know this is an issue when working with random forests, but I can't find an explicit formula anywhere. I only get that random forest reduces ...
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0answers
4 views

How to find anti-correlated subsequences in correlated time series?

Say I have two time series $X_t$ and $Y_t$ (with $ 1 \leq t \leq N$), which have a high positive Pearson correlation. Say I also have reason to believe there are subsequences $X_{tj}, Y_{tj}$ (where, ...
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0answers
18 views

Device Comparision: Correlated or uncorrelated measurements

Background: I want to compare two devices measuring a certain characteristic on a subject. Thereto, each subject is measured once with device A and once with device B. It needs to be assumed that ...
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0answers
20 views

Nonparametric Sampling with Correlation

I have two random variables, $X$ and $Y$. They represent real, physical entities. And in reality, $X$ "feeds" $Y$ (imagine a physical process where $X$ and $Y$ model some uncertain phenomenon, but the ...
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0answers
36 views

Basic methods for detecting outliers

Let $X$ be a matrix of $n$ rows and $m$ columns. $n$ is the number of samples and $m$ is the number of gene expressions. Gene expressions are basically numerical continuous values. Assume we have a ...
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1answer
190 views

How to determine the sign of R underlying R-squared?

So we know that: $$ R^{2}=\frac{SSR}{SSTO} $$ If we want to know the value of $R$, how do we know what the proper sign is?
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1answer
27 views

Why is pure sample covariance a bad metric to understand the degree of correlation between two variables?

Covariance helps you understand how variables are linearly related. Would it be possible to have two pairs of variables in a deterministic relationship (i.e. linearly correlated variables) that have ...
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0answers
10 views

Anti-correlated regression predictors

Intuitively perfectly anti-correlated predictor variables in regression would have the most stable coefficients since they contain no shared information, e.g. \begin{equation} \begin{bmatrix} y_1 \\ ...
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1answer
25 views

What does correlation mean in error propagation?

From the python uncertainties package: Correlations between expressions are correctly taken into account. Thus, x-x is exactly zero, for instance (most implementations found on the web yield a ...
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0answers
13 views

Joint Probability of multiple correlated variables

I have annual extreme values (logIII distribution) from multiple (3 in this case, but looking for a solution that is more universal) sites, and I am trying to calculate the probability that all exceed ...
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2answers
351 views

Distribution of the maximum of two correlated normal variables

Say I have two standard normal random variables $X_1$ and $X_2$ that are jointly normal with correlation coefficient $r$. What is the distribution function of $\max(X_1, X_2)$?
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8 views

Convert data to TS variable in AR [on hold]

How can I convert my data to time series data in R? Firstly cpi <- read.table("y.txt", skip = 1, col.names = c("Time", "CPI")) Thanks
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0answers
13 views

Statistical analysis of time to event data

If I have 2 events of interest, lets say $X$ and $Y$. I would like to know, what is the influence of $Y$ on $X$. It's like a correlation between 2 events, but I'm not sure what is the formal test for ...
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0answers
12 views

Positive correlation coefficient, but negative Beta weights in multiple regression [duplicate]

I have a situation where IVs positively correlate with the DV, and the IVs also correlate with eachother. I do not explain how the beta weights are negative. No multicollinearity is detected, and the ...
7
votes
2answers
152 views

Is using correlation matrix to select predictors for regression correct?

A few days ago, a psychologist-researcher of mine told me about his method to select variables to linear regression model. I guess it's not good, but I need to ask someone else to make sure. The ...
2
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1answer
36 views

Correlation between diagnosis codes

How do I run a correlation analysis on medical diagnosis (Dx) codes between two years at patient level. Data runs into 45000+ observations for each patient with different diseases across years and I ...
0
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1answer
15 views

Mantel test and Moran I giving different result for same data sample

I want to check spatial correlation for my data about fecal coliform values in water measured at different location. For this I have tried both Moran.I and the Mantel test. They are giving different ...
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0answers
18 views

Association and relationship in statistics

I heard someone arguing in a conference that when you use the word "association" it indicates to the result of a chi-square test and when you use the word "relation" it indicates to the result of ...
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24 views

How to interpret this?

Good day again! For my thesis, I used 2 types of test to measure 3 types of dimensions for Perefectionism. The results for the correlation is everything is correlated (p>0.01). Then when I computed ...
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37 views

Independence among intersubject correlations

Suppose that there are some data collected in the form of time series from 3 subjects: $X_1 = (x_{11}, x_{12}, ..., x_{1n})$ $X_2 = (x_{21}, x_{22}, ..., x_{2n})$ $X_3 = (x_{31}, x_{32}, ..., ...
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14 views

ANOVA: Why residuals are uncorrelated with group means?

If I want to compare group means $\bar Y_1, \bar Y_2, \dots, \bar Y_L$ of a numeric variable $Y$ across the $L$ levels $x_1, \dots, x_L$ of a categorical variable $X$ in terms of R-squared, then I can ...
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0answers
9 views

how to measure awareness ,find estimates and analysis usingthe given lenior regressin equation [closed]

Want to measure awareness of energy efficiency , and star rating of appliances , sample Questions Do you know energy efficiency of appliances, Ans: yes(1)/ No(2)type, 2.Do you know star rating ...
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0answers
17 views

What does the sign of a coefficient estimate tell us about the sign of the correlation between two variables?

Say I have a simple multiple regression model with two variables. If the coefficient estimate for beta2 is positive, and the coefficient estimate for beta1 is negative, does the sign of beta2's ...
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0answers
56 views

Can we combine two groups to enhance power for analysis if there are no group differences on the variables?

I am reading a peer-reviewed paper on psychology and found the author use pearson r on sex (nominal variable): The correlation table And then the authors conclude no gender difference on all ...
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3answers
154 views

Is there a way to allow seasonality in regression coefficients?

Hi I am newbie here and hopefully this is not a dumb question. Say I have a time series, Gt, and a covariate Bt. I want to find relationship between them by the ARMA model: Gt = Zt + β0 + ...
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1answer
16 views

Statistical test for two variables (before after) for each subject

I have two variables that I am measuring before and after an intervention. Ideally, if one variable increases after the intervention, the other should too. Both variables measure different things and ...
1
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1answer
27 views

How to correlate count variables that are nested / non-independent?

Above is a snapshot of a subset of a larger dataset, N=61. Group is the group number, Iterations is indicating the ...
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11 views

How coefficient of co-relation is calculated for dummy variables?

I'm finding the co-relation between the revenue a movie makes and whether it's a sequel(here sequel is the dummy variable with 1=if sequel, 0=if not sequel). Using the formula: I'm calulating the ...
4
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3answers
89 views

How does one verify causation?

After we have shown that two quantities are correlated how do we infer that the relationship is causal? And furthermore which one causes what? Now in theory one can use a "random assignment" (whatever ...
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9 views

Test of Ordered, Multivariate Correlation

This should be a simple question: I have an ordered series for which I have measured three variables. Some appear to have positive correlations and some have negative correlations. Here's an example ...
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1answer
44 views

Covariance of product

A question has been asked regarding the Variance of product of dependent variables. I am interested in the case in which $X$ is a vector and $Y$ is a scalar and the two variables are independent. ...
0
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1answer
15 views

mutual information vs normalized mutual information

I would like to know why some paper uses Normalized Mutual Information and not standard Mutual Information to measure correlation between features? what is the difference between these two measures? ...
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0answers
16 views

How do I compare a correlation between two continuous variables and between two binary variables?

I want to compare the similarity of two matrices at two points in time. One pair of matrices (call them $A^{(1)}$ and $A^{(2)}$) is binary, and one pair of matrices (call them $B^{(1)}$ and ...
3
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2answers
352 views

How seriously should I consider the effects of multicollinearity in my regression model?

I have a model y ~ x + z and the correlation between x and z is 0.2. This is only weakly positive. So, how seriously should I consider the effects of ...
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0answers
8 views

Choosing the right bins - 2d to 1d radial average with correlations

I have a 2d array of data. I want to take the average of the values in radial bins, the average is dependent on radial distance (Basically dealing with the 2d Power Spectral Density from and Image and ...
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0answers
7 views

effect of accounting clustering

I am analyzing a data where measurements are taken at pups and these pups are nested to their corresponding mom (rats). When I accounted for clustering, factors diet, drug, and interaction of diet ...
2
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0answers
42 views

Can I calculate average factor loadings from cronbachs alpha?

I was wondering if I could post hoc calculate the Fornell-Larcker criterion to assess dicricimant validity given the correlation matrix between several subscales and Cronbachs alpha for each subscale. ...
2
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1answer
39 views

Understanding some interesting patterns in a scatterplot

I made a scatterplot for some random variables and they turned out to be interesting patterns. I checked google to learn how to interpret patterns in scatterplots but I failed to find things that ...
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0answers
23 views

Predicting problem hardness based on feature vector

Given some optimization problem. For each instance of this problem I can obtain a number of features, say [p1, p2,..., pn]. Features could be for example: number of customers, number of vehicles, ...
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0answers
9 views

Mantel Test? correlation between two variables measured at four sites over four sessions

I am looking for a way of testing and measuring the correlation between two variables (Var1 and Var2) collected at four sites through four sessions (each one at the same time). Thus, due mainly to ...
3
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1answer
73 views

Can you determine if an interaction exists from a correlation matrix?

Below are the results of a correlational analysis. This table shows the correlations among 8 variables (performance expectancy, ...
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0answers
8 views

How do I use CCF for multiple time series variables in a matrix? [migrated]

I am trying to compute the cross-correlations for my dependent variable against a matrix of independent variables (all monthly data) in R. In other words I have one dependent variable (Y) and want to ...
0
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1answer
27 views

Is this the right way of finding the Pearson coefficient?

I want to see the effect of discounts on sales. The discount is always 100 off and occurs in select months. I want to see what effect the 100 discount has on sales. I found the Pearson coefficient to ...
0
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1answer
19 views

Which correlation analysis to use?

I am investigating some dichotomous criterion variables and some continuous criterion variables to determine if they can predict a dichotomous variable. I am ok with the regression I need to run on ...
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0answers
6 views

Technique for estimating sensitivity to multiple correlated variables

The problem is estimating linear coefficients (in this case, the output is neural firing rate, and the parameters represent sensitivity to different sensory inputs) to multiple potentially correlated ...
2
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1answer
58 views

Under what conditions does correlation imply proximity to causation?

I've recently had an experience with the whole "correlation does not imply causation", which is certainly true as far as a true/false proposition is concerned, but which also seems to be used too ...
2
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1answer
17 views

Use of words “control” and “test”

There are 2 groups of people, group A and group B. The groups were NOT assigned randomly and are not the same size. It is true that group B has a higher rate of success than group A, but this was ...
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0answers
9 views

Creating Dummy Sets in MATLAB for statistics [migrated]

i am looking at creating dummy sets in MATLAB, first i created an array of random variable with 10 instances of min=5 and max =10, and here is my code ...
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0answers
14 views

Efficient generation of graph structured correlated random variables via MCMC/Gibbs

Sometime back I had asked this question about generating correlated random draws based on the correlation structure given by a graph. Link Here The solution there requires to create $n\times n$ ...
0
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1answer
83 views