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

learn more… | top users | synonyms

0
votes
3answers
152 views

A finer alternative to Cholesky decomposition for correlated data simulation

I use Cholesky decomposition to simulate correlated random variables given a correlation matrix. The thing is, the result never reproduces the correlation structure as it is given. Here is a small ...
0
votes
0answers
11 views

Relationship between different correlations from Weir and Cockerham

I am reading a classical paper (Weir and Cockerham 1984) in population genetics. At the beginning (first page, right column), they define three statistics. $F$ is the correlation of genes within ...
0
votes
0answers
5 views

Question regarding rank biserial correlation

Could anyone please suggest some reading on rank biserial correlation? I have tried to google it but I found just a general info on its application without any any example, interpretation, etc.
0
votes
0answers
27 views

How to calculate the SE of correlation from the covariance matrix in R?

If $\rho_{_X,_Y}=\frac{Cov(X,Y)}{\sigma_X\sigma_Y}$ is correlation between $X$ and $Y$. What is the Standard Error (SE) of $\rho_{_X,_Y}$? For example if: $\sigma_{_X}$ = 0.88, $\sigma_{_Y}$ = 0.44, ...
0
votes
0answers
8 views

Check for possible correlations between two stochastic processes

So if I have two one-dimensional stochastic processes that are supposed to be correlated, how can I check for their correlation? Ideally in R, thanks!
0
votes
0answers
15 views

Looking for a method to statistically compare 2 3D structures

G’day Statistics Forum I’m having a little bit of trouble with the statistical analysis segment of my honors thesis proposal and was hoping one of you helpful folk might be able to offer some insight. ...
0
votes
1answer
16 views

categorical moderator - ordinal iv and ordinal dv

I have found a significant positive correlation between 2 ordinal variables collected from likert scale data (Creativity at work and Engagement at work). I used the non parametric Spearmans rho test ...
1
vote
0answers
81 views

Interpreting the Intrinsic Scatter (dispersion)

I have some data with uncertainties on both the independent and the dependent parameter. I did a Hierarchical Bayesian Model to study whether there is a correlation between the dependent and the ...
0
votes
1answer
24 views

Correlation coefficients of a time series

I have 100 simulations of an ARMA(1,2) process, created with R is such a way: ...
0
votes
0answers
11 views

Generate random variables correlated with dependent variables without Cholesky in R

I want to generate random variables correlated with dependent variables in R. I dont want to create multicollinearity between random variables. I try to create a function: Some of these random ...
1
vote
1answer
21 views

How to check if the correlation between two continous variables is influenced by a categorical factor?

I have a data frame (df) where I see correlation between two continuous variables (c1 and c2). I need to know whether the observed correlation between the two variables differs between groups, which ...
0
votes
0answers
18 views

Evaluating correlation of 2 time series

I did some research on this website and I found a few questions about correlation between 2 time series. However, all of them end-up with cross-correlation as answer, which is not really what I want. ...
1
vote
0answers
18 views

Correlation between intertwined values [closed]

I see a negative correlation between X and Y, that are calculated based on the same values (B and D): $X = A / (BC + DE)$ $Y = (B + D - 1) * (F+G)/2$ Consequently, I can also write: $Y = H/X + G$ ...
0
votes
0answers
10 views

Correlation computing time series data of unequal sample size

I am working on a computing a correlation between two variables X and Y. Both are time series and were recorded during the same period. 6/25/15. However X was recorded much more often than Y. ...
0
votes
0answers
32 views

Next step after principal component analysis

I have a data set that consists of different characteristics of communities. What I want to do is to see how those characteristics influence each other. As in, for example I have the income and ...
2
votes
0answers
29 views

statistics analysis to find dependence between two variables

I have a question I appreciate that if somebody can help me. I am working on hydrological model in agriculture area. At this moment I want to figure out if farmers consider the soil characteristics in ...
2
votes
0answers
33 views

Spearman's rank correlation has p-value zero?

It looks like R's cor.test returns p-values of exactly zero if the real p-value is very low. For example: ...
0
votes
0answers
10 views

Website classification using metadata features

I want to fit a model that predicts a website type according to metadata features that I manually collected, such as - Average text length, average # of pics, average outgoing links per page, etc... ...
1
vote
2answers
44 views

Linear correlation between two sets of data

I have various data sets that correspond to values (in percentage) at given time points (hours, up to 10 hours). The total number of data sets of values at given time points is 8. My question is ...
1
vote
0answers
13 views

What are the most important components of an item analysis of a MCQ exam?

I'm analyzing results of undergraduate exams that range from 60 to 100 multiple choice questions. The number of students doing any given exam ranges from ~70 to ~1000. In all cases students select ...
0
votes
0answers
19 views

Bonferroni correction for multiple testing and overlapping groups

I have allele frequency observations from a large geographic region that can be logically subdivided into smaller areas in a number of different and meaningful ways. If I were to test these ...
3
votes
1answer
32 views

Correlation between different Likert scales

I use a likert type questionnaire (7 point scale) in order to measure four variables: usefulness, ease of use, ease of learning and satisfaction. Hence in the questionnaire I have four different sub ...
0
votes
0answers
28 views

Granger Causality / VAR / Negative Correlations

I have two questions on Granger causality. I feel puzzled after reading a dozen of papers on the topic and it appears to me that I need to clarify my understanding of Granger causality. Question 1 : ...
1
vote
0answers
13 views

Correlation with stratified data structure

I have a dataset with two stratas, the first level is called block, which represents the census block. the second level is two predetermined subgroups in each blocks, each subgroup contains several ...
0
votes
0answers
27 views

How to determine the best correlation matrix?

Suppose I have a data series of stock returns and I am trying to determine the correlation between these two series. In the first instance, I calculate the correlation matrix of the data series as ...
0
votes
0answers
10 views

Correlation between two rasters

If I have a fire frequency rasters (with 6 possible values)(the independent variable) and a vegetation change raster ( with 3 possible outcomes)(the dependent variable) how do I test the possible ...
0
votes
1answer
26 views

Scientific P Value with adjusted R Square [duplicate]

I am running Spearman correlation between 2 variables weight and freight both being numeric. The output I have received from correlation is P value - 0.00E+000 and Rank R Squared is 0.61 and which ...
2
votes
1answer
47 views

Simulating random variables given partial distributions and correlation

After Monte Carlo simulations I obtained approximated distributions for X and Y. Now I want to add some form of correlation between them. To simulate random variables from a distribution the idea is ...
0
votes
0answers
41 views

How to test for a correlation between two variables, if the linearity assumption is violated?

I have two variables that show no linear relationship. It's not even monotonic. Does this mean that the variables are independent of each other? Can I still run a non-parametric test? Or can I just ...
2
votes
1answer
23 views

Does concordance correlation require data to be normally distributed?

I would like to know if the results from Device 'A' and Device 'B' are in agreement when measuring the same thing. I have 258 pairs of results. The results are interval variables and have the same ...
1
vote
1answer
26 views

Is it valid to average correlation coefficients in this scenario?

We have a client who manufactures materials with different surface 'roughness' characteristics, ranging from near-glass smooth to coarse sandpaper-rough. They have ten different grades of roughness, ...
3
votes
0answers
56 views

Is it possible to validate this claim about gun shootings and SSRIs?

We have received an interesting question on Skeptics.SE: Is there a correlation between mass-murder and use of psychoactive prescription drugs such as SSRIs? My suspicion is that this is not ...
0
votes
0answers
6 views

Predicting Vector Similarity Given Parameter for Vector Calculation

Weird title I know, let me explain. Parameter sets $a$ and $b$ are used to parameterize function $F$ to produce vectors $x$ and $y$ respectively. $G(x,y) = j$, is the jaccard index and our metric for ...
3
votes
1answer
30 views

Correlation Analysis of Standarized Testing Data

I need some insight on how to correctly analyze some data using correlations. The nature of the data and research endeavor is as follows: I have two independent samples of different sizes that ...
0
votes
1answer
12 views

Coefficient of determination applied to difference in means?

Assume we have one random variable X, and two groups A and B have different mean X values. Let's say we have another variable Y that has a correlation with X of 0.5. If I wanted to estimate a Y ...
0
votes
0answers
11 views

Correlations for Categorical, Dichotomous, and Interval Data

My non-parametric data consists of a categorical criterion variable with 7 levels (one that has a frequency <5) and 24 predictor variables, 7 of which are categorical (some with frequencies < 5, ...
0
votes
0answers
43 views

Construct validity via SEM

It's often seen that convergent and divergent validity of a construct is checked via manifest correlations. I asked myself if such an approach can be replaced by testing a whole SEM containing the ...
0
votes
0answers
7 views

How to demonstrate connection between performance and difference between real and optimal values of the parameters

I have the data from the experiment with 140 participants. I model the process of decision-making during the experiment and estimate the values of two parameters (A and B). Then, using simulations, I ...
0
votes
0answers
35 views

Correlation between two samples of different size

I have all price quotes from a stock (to be more precisely CSAN3 from Ibovespa Exchange - Brazil) from 2010 to 2015. I was asked to get the correlation from the log returns year-by-year. This is ...
1
vote
0answers
48 views

Increasing strength of correlation through regression

I have a formula (not mine): NY/A = (Passing Yards - Sack Yards) / (Passes Attempted + Times Sacked) and this formula correlates with wins at a correlation ...
0
votes
1answer
50 views

How to find unknown correlation coefficients in a correlation matrix from known correlation coefficients? [duplicate]

I have a correlation matrix A given below. Here A should be a positive-definite matrix so that we can perform Cholesky decomposition of A. ...
0
votes
0answers
17 views

Showing that scoring system A is equivalent to scoring system B (Correlation?)

In this project, we have used scoring systems A and B to analyze the same data. Each system gives a score in 41 categories. The score distributions yielded for each category for both tests A and B ...
3
votes
2answers
31 views

How to know if a correlation is reliable?

I found this interesting information about different correlations. An example is that, the number of people drowned by falling into a pool correlates to number of films Nicolas Cage appeared in. This ...
0
votes
1answer
13 views

How to proceed with lagged variables and correlation matrix?

Would it be correct to report a correlation matrix with the variables not lagged when you use lagged variables to fit the model? I think that you have to report the variables that you use in the ...
0
votes
1answer
51 views

Multiple Correlation towards 2 target values

I am analyzing correlations between the driving speed of several drivers pairwise on the same route and correlations between them. ...
1
vote
0answers
27 views

Predictive model for Turnover - Correlation or Survival Analysis

Question 1 - I a working on developing a model to predict employee turnover. The variables that I have are age, tenure, job satisfaction, role clarity etc. Through research papers I have found the ...
3
votes
1answer
43 views

What is Pearson's r association strength?

I am trying to grasp the concept of magnitude-of-effect estimations, as opposed to standard null hypothesis testing procedures. According to a paper by (Snyder & Lawson, 1993) the ...
0
votes
0answers
27 views

Correlation between combinations of uncorrelated variables

If I have uncorrelated variables X,Y,Z how do I find the correlation between (X+Y) & (Y+Z)? Ps. It's a theory question: ie, I can't compute the correlation from observed instances of X,Y & ...
2
votes
0answers
27 views

what is the distribution of $\max\{A+C,A+D,B+C,B+D\}$, given A,B,C,D are i.i.d following distribution $f(x)$?

Given $A$,$B$,$C$,$D$ are i.i.d following distribution $f(x)$, what is the distribution of $\max\{A+C,A+D,B+C,B+D\}$,? Though $A$,$B$,$C$,$D$ are i.i.d but $\{A+C,A+D,B+C,B+D\}$ are correlated. Many ...
2
votes
1answer
21 views

maximal information coefficient - MIC

Since the coefficient is between 0 and 1, I would like to know if the MIC allows us to know if the relationship between the two variables are positive or negative ?