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

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6 views

mean preserving spread preserve mean

I have a set of samples (interpreted as probabilities) in the range [0,0.2] with mean =0.1 and sd=0.03. I want to expand them to the range [0,1] while preserving the mean. I have no restrictions on ...
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0answers
8 views

What is the proof that the multivariate standardized Beta coefficients can be derived from the correlation matrix?

According to the source below, $B_i=R_{ii}^{-1}R_{iy}$ where $R_{iy}$ is the DV & IV correl vector and $R_{ii} $is the IV correlation matrix. To convert to the unstandardized Betas, multiply by ...
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2answers
35 views

Test dispersion around $y = x$ line

As shown in the figure, the lines in both panels are $y = x$. The lines are not regression lines. I see that in the right panel the data points scatter further away from the $y = x$ line. ...
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1answer
15 views

How to create an index of a several variables that best summarizes them?

I want to describe the "influence" of some internet content, where "influence" is loosely defined as its virality/popularity among the audience. For each link, I have information such as the number of ...
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0answers
13 views

Decorrelation of variables without Cholesky

To correlate variable together, for example to achieve a desired covariance, you can use either Cholesky decomposition or eigenvectors and eigenvalues. To decorrelate correlated variables, (in my ...
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1answer
40 views

Is it correct to use correlation coefficient in this case?

I have an exponential random variable $\tau$. I define two random variables $T_A=\min(t_1,\tau)$ and $T_B=\min(t_2,\tau)$, where $t_1$ and $t_2$ are constants. What does it mean to compute ...
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26 views

What is “linear” about the correlation coefficient used in multivariate normal distribution?

The Pearson correlation coefficient is applicable only in cases where there is a linear dependence between two random variables. In multivariate normal distributions, we use the correlation ...
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1answer
19 views

Robust correlation in python? [on hold]

Is some kind of robust (especially to outliers) correlation methods easily available in python? I have a suspicion that outliers might be causing false positives in my data.
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12 views

Relationship between observations [on hold]

My question is how can test the hypothesis H0 H0 : Relationship between observations. How to get this? Thanks.
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5 views

Which similarity index to compare two small non-equal sets, taking also into account proportional importance

Currently I have about 200 combinations that I want to compare on similarity. Say there is Set A, consisting of 25 ABC, 5 DEF and 2 GHI and Set B, consisting of 40 ABC and 1000 PQR. As you can see, ...
3
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0answers
34 views

Why Use Two Different Tests for Existence of Linear Regression: Value of $R^2$ vs $H_0$: slope $= 0$

I am trying to understand better the tests used to determine the existence of a linear relation between two variables $X$,$Y$. AFAIK, one way of testing the strength of any linear relationship is by ...
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1answer
18 views

Correlation between quantitative (crime rates) and (yes/no) variables

Trying to find a way to find the correlation between the legalization of marijuana in states (yes/no) and the crime rates in that state. I'm honestly so confused. please help.
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9 views

Measuring relatedness/correlation between segment sales two companies

I have used a database to obtain the segment sales of different U.S. companies. I used a matching method (not relevant to this question) to match two companies. At this moment I thus have data on ...
0
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0answers
16 views

How to fit 3-level factor in lmer of lme4 with zero correlations between random slopes?

I'm trying to fit a linguistics model with a 3-level fixed factor (Condition) in lmer(). There are 20 Subjects and 12 Items, in ...
3
votes
2answers
57 views

Can I leave out certain variables that might be accounted for?

I have a dataset that I am trying to use to predict a patient's outcome based on a bunch of factors related to the pateint's care. One of the independent variables is a unique ID number of the ...
0
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0answers
11 views

How to test statistical significance to prove that a particular technique estimates a variable better than another technique?

Suppose the following is the scenario: I am estimating the measure of a construct. I have Subject Matter Experts (SME) who have manually (through observation) estimated the measures. Suppose I have ...
0
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1answer
14 views

correlation between a continous variable and categorical variable? [duplicate]

I have a large data set with several columns. One of columns are continous and another one is categorical. Can you find the correlation between those columns?
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0answers
22 views

Questionnaire data analysis. Correlation between a model and questionnaire data

Kind of a newbie with data analysis here, and looking for some guidance. I've made a questionnaire in relation to a model regarding the security of certain software. The questionnaire is mostly made ...
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0answers
20 views

R Commander: how to test correlation across all variables? [closed]

If I want to test correlation between two variables I would run the following command in R: ...
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0answers
12 views

Does it make sense for pairwise correlation to be uniformly higher than an ability?

I am fitting a graded response model to analyze a 16 item, 5 ordered response category scale. It shows univariate properties in an EFA with one very strong principal component. The distribution of ...
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0answers
21 views

calculating correlation that involves a variable calculated over a certain time period

My research is an education research. I administered a survey at time point 1 (TP1), 2 (TP2), and 3 (TP3). This is a likert-type survey, measures let's say Concept1 and Concept2. The sample size is ...
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1answer
32 views

Point-Biserial Correlation (r) for non homogeneous independent samples

I am performing an independent t-test, in which the independent variable is the "group" which has two values A and B representing an approach the participants used, and the dependent variable is a ...
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0answers
10 views

Correlation of data with varying trends

So I have a set of data that is not necessarily constantly increasing/decreasing relative to a parameter, but can show wave-like pattern, and even chaotic behaviours. Here are to examples, one ...
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0answers
12 views

How do I test the significance of my correlation coefficients for various NONLINEAR regressions?

I have a set of 25 points and I used a TI-84 calculator to calculate the linear, quadratic, logistic, exponential, and power regression models for this data set. I have, likewise, obtained the r^2 ...
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0answers
15 views

Using quantiles for correlation

Here's hoping that people don't get irritated if this was a repeat question, or perhaps not the best place to post this question -- I'm new to the community. My stats skills are basic, but I will ...
3
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0answers
36 views

The expected correlation from a mixture of binomial distribution

I am working on a particular mixture model of the following form: $\frac AB =\frac CD$, where I am mainly interested in the correlation between both ratios. I have done several simulations that show ...
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3answers
68 views

Express correlation matrix of $X$ in terms of $X^{T}X$ (in the OLS context)

In least squares estimation where $Y = \beta X$, how can we find the correlation matrix of $X$ in terms of $X^{T}X$? It seems that $X^{T}X$ is very close in structure to the correlation matrix, but ...
4
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2answers
362 views

Why does the correlation function in R, cor() return a matrix with fewer rows that you started with?

I have a matrix $G$ in which I would like to compute the correlation matrix of. The matrix in R looks like: ...
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0answers
7 views

Clustering correlated variables

I have a dataset with 10 variables. Three pairs of these variables are correlated. What happens if I add all of these variables in the clustering? Does this depend on the type of clustering? I found ...
0
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1answer
23 views

Minimum business sample required to do correlation analysis

I'm doing a bit of business analysis at division level for a company. I'm interested in determining if there is a relationship between engagement (and other people metrics) and financial performance ...
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0answers
13 views

What is way to measure relationship between independent categorical variable on dependent variable (categorical/continuous)? [duplicate]

If both dependent and independent are continuous then we can find correlation and we know which column can be more influential. But if independent variable is categorical, how will i know how much it ...
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2answers
48 views

Classifying time-series similarity - what variable should I train on?

I have ~10,000 time series, each with 65 time points. I'm interested in classifying each pair of time series as "similar" or "not similar". Here's an example of two similar (left) and not similar time ...
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0answers
16 views

Regression for continuous dependent variable with independent ordinal variable

My situation is as follows: as a teacher, I've given students the option to make 5 sets of homework during the year, which does not count for their grade, but solely to practice and receive feedback; ...
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1answer
19 views

Figuring out causation from event data?

Suppose I have event data showing these things: users who signed up users who signed up and then went on to do main important activity users who signed up and then went on to invite a coworker ...
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11 views

Use DTW-approach for correlation coefficients

Dynamic time warping is a popular similarity metric which I use to find correlations between time series that have different length or are time shifted. As it is a similarity metric, it doesn't show ...
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0answers
16 views

Which test(s) can be used to capture a change in non-linear correlation over time?

Is there a test that can capture a change of correlation in a part of the dataset, i.e. year on year? Essentially I would like to understand and measure if the "local" correlation increases in a ...
0
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1answer
33 views

Correlation between fitted and observed values in linear model

This is abour linear model. How do I show/calculate the Correlation between the fitted values and observed values?
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0answers
6 views

Relationship/Correlation in this data set - does it exist?

Some analysis has been conducted for my business by an external company. The data, as it stands, only really tells part of the story and doesn't provide any real direction. The original study was ...
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0answers
17 views

How to identify crucial features that lead to a strong sports performance

I have a dataset (500 samples) that contains information about sportsmen. It contains about 30 features that describe: age body composition like weight and size amount of daily training ...
0
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0answers
11 views

SSCP vs correlation matrix [duplicate]

Lets say I have a matrix X, where each row is a subject and each column is a variable. I have a few questions about manipulating this matrix, and what the result is: If I calculate X'X, am I correct ...
0
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0answers
36 views

Sum of correlation coefficients

Assume I have given some information on three variables (time-series) which can be weighted and summed to build a proxy of the GDP (=g). The weights are given as $x_1, x_2$ and $x_3$. The correlation ...
0
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0answers
8 views

Generate random variables with predefined correlation structure AND fixing some values (followup)

This question is basically a followup to this one: Generate random variables with predefined correlation structure AND fixing some values because I can't follow the answer given there. I would like ...
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0answers
38 views

If my goal is to show very low correlation, how should I check for statistical significance?

I am working on a research project in social sciences. My null hypothesis is that there is a high correlation between two variables and my alternative hypothesis is that there is very low to no ...
0
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1answer
16 views

Comparing continuous data with categorical data (4 categories)?

I have a study examining the effect of high fat diet in rats. We have many continuous variable such as weight, inflammatory blood cytokine levels, insulin, etc. However the major change we have found ...
4
votes
2answers
60 views

Sample mean and variance independence in the case of correlated observations

Are the sample mean and sample variance of correlated normal observations independent? The classic theory relies on the independence of observations, but this is not the case. So as an example I ...
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0answers
33 views

correlation coefficient for exponential model - the perils of Excel

Editing a non-peer-reviewed paper I came across a Excel scatter-plot with an "exponential trend-line" drawn, AND the value of the correlation coefficient presented alongside (calculated for the ...
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0answers
17 views

Analysis and Processing of Time Series Data

My project requires me to accurately analyze several (15) financial time series data - Indicators. The data consist mostly of several variants of moving average and stochastic information (ie ...
3
votes
1answer
37 views

What does “significant rank correlation” mean in the context of Kendall Tau-B?

I am trying to understand how to correctly interpret "significant rank correlation" in the context of Kendall Tau-B. What can I conclude if the correlation is 1? The relationship is monotonic? Edit: ...
0
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0answers
26 views

When is it appropriate to use linear regression vs. Naive Bayes?

Based on my readings, it appears as though linear regression lends itself to cases where both X and Y are numerical and you have a large sample size, whereas Bayes is better for categorical variables ...
3
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1answer
103 views

What is the distribution of sample correlation coefficients between two uncorrelated normal variables?

I want to compare observed bivariate (Pearson's $\rho$ and Spearman's $\rho$) correlations coefficients with what would be expected from random data. Assume that we measure, say, 36, cases across ...