A measure of the degree of linear association among a pair of variables.
2
votes
0answers
8 views
Which variables are driving correlations within groups
I'm running an analysis on a few data sets that each typically have 100-200 cases measured across 120-160 variables - something similar to looking at gene expressions. Each variable is a non-centered ...
0
votes
0answers
23 views
Zero-mean correlation
In the following blog post: here, the author goes and calculates the alternative correlation measure for two time series. Essentially, calculates the correlation between two series by giving the mean ...
0
votes
0answers
32 views
Order values of $x_1$ to achieve desired correlation with $x_2$. [duplicate]
Let $D$ be a data set containing $n$ instances of two variables $x_1$ and $x_2$. Further let $x_1$, $x_2$ be independent according to some measure like linear correlation or mutual information etc.
...
-1
votes
0answers
37 views
Measuring the presence of a correlation
Given a frequency data set (collected from 10 users by letting them watch certain videos and asking some questions about the videos) how do I determine any correlation between two variables (...
1
vote
1answer
21 views
How do I identify which parameters are correlated to binary output?
I'm trying to program an SVM in Python to categorize proteins as "Go" or "No-Go".
I have a list of about 30 proteins, each with ~ 100 columns of structure-related parameters and 1 column of "True" or ...
1
vote
0answers
36 views
how to analyze necessary/sufficient relationship?
Good day!
I'm a second year psych grad student. From my fascination with formal logic, I wondered (just personal; not homework) about how to statistically establish necessary/sufficient ...
1
vote
2answers
22 views
Calculate the tendency of a set of samples
I develop an application in which i constantly get samples of heart pulse.
I defined an interval of t seconds.
In each t seconds I have n samples.
In every interval, I want to calculate the ...
4
votes
1answer
52 views
Relation between the phi, Matthews and Pearson correlation coefficients?
Are the phi and Matthews correlation coefficients the same concept?
How are they related or equivalent to Pearson correlation coefficient for two binary variables? I assume the binary values are $0$ ...
1
vote
2answers
46 views
testing correlated data from 1:1 line
I have correlated data points and they are fitted with a trend line. I wanted to know how far these points lie away from an arbitrary 1:1 line (45 degree line with data of equal magnitude). Is there ...
0
votes
0answers
18 views
Combining covariances
Imagine we have one sample (n=40) from a population on 2 variables, for which we estimate the covariance (say, 0.1). If we would have another sample (n=10) from the same population, and we estimate ...
2
votes
2answers
40 views
Correct test for correlation between change and baseline measurement
In the book Medical statistics, by Cambell, Machin and Walters, you can read, in the very interesting section ‘common pitfalls’ on page 280, that the test for correlation between initial value and ...
1
vote
2answers
61 views
Correlation not significant because there is not enough variance?
I have a question about correlations again.
I have a dichotomous variable that I want to correlate with the another one (metric) by using the point-biserial correlation coefficient. I get a ...
3
votes
0answers
34 views
Similarity between two sets of points as a level of a path overlay
Say I have two sets, A and B, with a different amount of X,Y points
Is there a way to calculate how similar the data is?
So something like this would be ~65%?, because they partial overlay.
...
0
votes
1answer
75 views
Multiple Choice on Linear Regression
1. Which one is NOT a linear regression models? Please give a 1-2 sentences brief
explanation to your choice.
(a) $y_i = β_0 +\exp(β_1x_i)+E_i, i = 1, 2, \ldots, n$
(b) $y_i = β_0 + β_1x_i + β_2 ...
1
vote
0answers
30 views
Unbiased estimate of the semi-partial correlation
Is the sample semi-partial correlation a biased estimate of the population semi-partial correlation?
If it is biased, what is an unbiased estimator of the population semi-partial correlation?
Are ...
1
vote
1answer
21 views
ANOVA determining percentage of variation
The Financial Review wished to estimate the amount of annual government spending using tax revenue and level of nationwide debt. Data from 1958-2008 (inclusive) was used. All variables were measured ...
1
vote
0answers
18 views
Consideration of type/unit errors relevant in statistics and correlation studies?
In http://www.academia.edu/1067827/Defence_of_Empirical_Evidence, Paul Cockshott argues that "type error" must be considered. So, the type of the average cost of the unit of oil is dollars/barrel, ...
0
votes
0answers
27 views
Joint PDF change of variables
I now understand how to conduct a change of variables for a marginal PDF.
Now, given two functions that define parameter's spatially: $C_A(x)$ and $C_B(x)$, is it possible to construct the Joint PDF, ...
0
votes
2answers
66 views
Pearson correlation is not significant although effect is .30 What could be the reason?
I have a correlation between two variables of 0.30, hence a medium effect. but it is not statistically significant and I want to report the reasons for that. looking at the test statistic I see that ...
1
vote
0answers
28 views
Floating point issues when transforming an arbitrary correlation matrix to positive semi-definite
I'm following Peter Jackel's book "Monte Carlo Methods in Finance", where an algorithm for transforming malformed correlation matrices into acceptable correlation matrices (positive semi-definite) to ...
0
votes
0answers
36 views
What is the tetrachoric correlation coefficient?
I can calculate the tetrachoric and polycoric correlation coefficients by software, but i don't know What is the tetrachoric or polycoric coefficient furmula.
1
vote
0answers
11 views
Plot of quantity and price in purchases of the same product - Should it be a power-law distribution?
I work for the Brazilian Government and I realized recently that most of the purchase data I have tested is a power law. I am wondering what does it mean? At first, I thought that the relation between ...
0
votes
1answer
51 views
Given known bivariate normal means and variances, update correlation estimate, $P(\rho)$, with new data?
I'm dealing with two correlated random variables which are modeled via a bivariate normal distribution. I have values for the means ($\mu_x, \mu_y$) and individual variances ($\sigma_x, \sigma_y$) of ...
0
votes
1answer
25 views
Need help selecting test for nominal IV with categorical DP
I am going to attempt to give you as much background as possible.
My independent variable is nominal and describes the number of days after which an insect was exposed to new conditions (0,1,3,5,7).
...
0
votes
0answers
23 views
Impact of some dimensions of one construct on the another construct in a 2-construct model
I have made a model consisting of two constructs, say parents and children, each with several dimensions and set of items (variables). I have used a mixture of Exploratory Factor Analysis (EFA) and ...
2
votes
0answers
47 views
Mahalanobis distance for a multivariate normal distribution before and after uncorrelation
I have two questions:
Suppose we uncorrelate variables of a multivariate normal distribution using Cholesky transformation. Then:
What is the relation between Mahalanobis distances before and after ...
2
votes
0answers
115 views
Why are $x$ and $x^2$ correlated?
I'm trying to understand why there tends to be correlation (as measured by the standard Pearson correlation coefficient) between $x$ and $x^2$ (for instance if $x$ is uniformly distributed).
It's my ...
0
votes
1answer
24 views
Assessing correlations, adjusted for time
I have time series data for two signals, $X$ and $Y$. At $\text{time}=0$, the both $X$ and $Y$ are roughly 50. As time progresses, $X$ increases to settle at 100 and $Y$ decreases to settle at 0. ...
-1
votes
0answers
11 views
How to transform correlation matrix into dissimilarity matrix for use in clustering? [duplicate]
How to transform correlation matrix into dissimilarity matrix for use in clustering ?
Corellation matrix contains Pearson correlation coefficients between pairs of time series, is it any standard way ...
0
votes
1answer
41 views
Calculating a correlation with yes/no answers?
How do you calculate a correlation, that similar to Spearman and Pearson forumlar when you are only comparing one variable (age) to answer given by yes and no. As ages goes up more likely to answer ...
1
vote
2answers
68 views
Pre-truncation moments for truncated multivariate normal
Suppose the random variable $Y$ has a multivariate normal (MVN) distribution, and consider truncating $Y$ in some way to create $T$. Given $T$'s mean and covariance matrix, I'd like to obtain $Y$'s ...
2
votes
0answers
62 views
Comparing correlations between two groups
I have some data from two groups of subjects. Within each group, the correlation is calculated on some biological measures between any pair of two subjects. In other words, a group of $N$ subjects ...
0
votes
0answers
25 views
marginal of the bivariate normal wrt correlation
What is the distribution that results by marginalizing the correlation coefficient of the bivariate normal distribution, assuming a uniform prior in angular space:
$$\int \; p(x,y|\mu,\Sigma(\theta)) ...
0
votes
1answer
31 views
How to correlate attitudes and behaviour?
I am about to turn in a paper on research methods and need som guidance on how to analyze my data statistically.
The paper is about a hypnotized study where participants fill in a Likert type ...
2
votes
2answers
66 views
What's the formula of normalized correlation?
I read a paper and it use normalized correlation to evaluate the distance of two vectors. But I searched on the Internet and find seldom materials about normalized correlation, but I still got some ...
0
votes
1answer
67 views
Interpretation of Spearman correlation for small sample
I am currently being confused by different opinions regarding the spearman correlation interpretation. Some says, $\rho<0.2$ can be ignored as small/weak relationship, some says $\rho<0.1$, for ...
0
votes
0answers
32 views
Whitening data and testing for correlation
Before I start I would like to mention that I do NOT have a mathematical background, so please answer in a ... easy to follow manner.
I'm testing 2 sets of stock market data (Shanghai Stock exchange ...
1
vote
1answer
35 views
What is the distinction between “relationships” and “differences” (particularly in the context of group differences on a numeric attribute)?
What is the distinction between a relationship and a difference in the context of statistics - if you have a nominal variable and an interval variable, when should you use a correlation to measure the ...
1
vote
2answers
116 views
What is class correlation?
I am referring to iris.arff dataset that comes with Weka distribution. There are 3 classes and 4 attributes. It gives below information regarding the 4 attributes-
...
2
votes
1answer
74 views
Test for significance of correlation matrix
If one wishes to test if the correlations in a correlation matrix are statistically significant as a whole group, one can perform a likelihood ratio test of the hypothesis that the correlation matrix ...
0
votes
0answers
13 views
How to find P-value of Mutual Information Correlation (MIC) in R?
With reference to the article.
I have a query regarding p-value calculation.
For example, I have MIC strength value 0.1643 with sample size 30 and the rest parameters are default. As authors given ...
1
vote
2answers
49 views
Relationships between the corr(x,y) and corr(x,y) on a subset
Suppose two sets of data $\mathbf{X}$ and $\mathbf{Y}$ have a correlation of $\rho_0$. Can anything be said about the correlation between $\mathbf{X}_1$ and $\mathbf{Y}_1$ and $\mathbf{X}_2$ and ...
-2
votes
0answers
17 views
Serial Correlation and Model Size [closed]
If I suspect the variables in my model to be affected by serial correlation, would it better for me to use more variables or fewer?
0
votes
0answers
15 views
Distribution of linear model parameters when the outcome variable values are Fisher Z transformed correlation coefficients
I am trying to develop a method for comparing individual correlation coefficients from multiple participants from different groups having performed different conditions of a task.
In terms of ...
1
vote
1answer
36 views
How to test for one way correlation between time series?
I want to test existence of correlation between two time series but I suspect that there would exist only one way correlation. By one way, I mean that changes in Series A should bring about a change ...
0
votes
0answers
6 views
Is it necessary to used clustered data analysis techniques on matched designs?
We have cancer outcomes from SEER data matched on registry and age where exposed and unexposed individuals were matched in a 3:1 ratio. There are still 1,000s of cases per registry in either group. ...
0
votes
1answer
129 views
Cross Correlation (xcorr in MATLAB) vs Pearson Correlation (corr in MATLAB)
Are the values of xcorr(x,y) in MATLAB correlation values or not? I'm asking this because in MATLAB xcorr(x,y,'coeff') ...
1
vote
0answers
46 views
Forecasting of highly correlated time series
In time series forecasting using various models like AR,MA,ARMA, etc, we usually focus on the modeling of the data in the change of time. But when we have 2 time series that Pearson correlation ...
0
votes
1answer
18 views
Statistics test for concentration of extract effecting germination
I am undertaking biology course work and am a little stuck.
My experimental hypothesis is: There is a significant correlation between increasing tomato extract concentrations and reduced seed ...
0
votes
1answer
52 views
Tests to establish correlation
I'm trying to analyze if there exists any correlation between two time series? So far I have not been able to notice any significant correlation.
So if I were to assert in my report that these time ...
