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

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7 views

Methods to find the correlation between one variable and a set of variables

I am a newbie in statistics. I learned them at the university without applying them outside of the studies. Today I have to solve real-life a problem, but I am a bit confused with the bunch of tools ...
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2answers
98 views

How is it possible to have a significant correlation between two variables but a low covariance?

How is it possible to have a significant correlation between two variables but a low covariance? What does this mean?
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62 views

Linear Regression, $\beta$, Correlation Coefficient, Spherical Distribution

In a linear regression $y = \alpha + \beta x + \epsilon$ where $\epsilon \sim N(0,\sigma)$ $\beta = r_{XY} \frac{\sigma_Y}{\sigma_X}$ The equation is sensical when (X,Y) follows a multivariate ...
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1answer
36 views

Quick reality check: using correlation and Chi-square for hypotheses testing

I have two ordinal values on a 5 point Likert scale, let's say "Would you like flowers?" and "Would you like to go out to dinner with me?". My hypotheses is that there is a relationship between the ...
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1answer
23 views

How to deal with different outcomes between pairwise correlations and multiple regression

I have different results from a correlation table and a multiple regression model. I know that it is an effect of multicollinearity because correlations up to $.474$ exist between predictors, but this ...
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13 views

How to Find the Correlation in Time Series of Categorical Variables in R?

I have a data set of categorical variables occurring weekly. A sample dataset can be found in my previous post. I want to check the co-existence of these categorical variables over time. I want to ...
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1answer
25 views

R Matrix correlation non-numeric

Dear More Advanced that I R users, I am having a problem creating and interpreting some data. Here we go with the question and please let me know which parts are not clear. I have some data that I ...
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0answers
11 views

Method for correlating ordinal and continuous data

I have data from several dozen forest inventory plots. Tree canopy cover of each plot was assessed in the field and placed into one of 5 categories (analogous to very high, high, medium, low, none). ...
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14 views

working with entire census data of population distribution

i am working on the total population of a state using census data sets, please what statistical techniques can i use to analyse the data to test if the distribution of population within the state in ...
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21 views

Correlation between different types of variables

I am running a logistic regression on a data set containing Continuous, Ordinal, Categorical and Dichotomic variables. I would like to know how to calculate the correlation for all possible ...
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1answer
29 views

(Dis)Advantages of correlation vs. $R^2$ vs. p-value of linear regression for two variables?

I would like to know what are advantages and disadvantages of $R^2$ vs. correlation (e.g. cor() in R) vs. p-value of linear regression for two variables/features? ...
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8 views

Statistically verifying distribution of users within an A/B Test

Hoping you can help me determine the best way to statistically verify that an A/B test was set up in an unbiased way. The A/B test was set up to split users on my website 50/50 into a test/control ...
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3 views

Use standard deviation as a variable in a correlation test?

I work at an automaker. We ship parts from suppliers in Asia to assembly plants in North America on container ships. When a shipment is delayed and the plant will run out of parts, we put the parts on ...
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1answer
31 views

Relationship between random variables that are parameterized

Suppose we have $n$ random variables $X_n$ - let's say these are measures of customer engagement - and we sample these $m$ times through a set of designed trials. The resulting $m$ data points define ...
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0answers
6 views

Conducting a correlation when one of the covariates is a proportion

Is there anything that I should be wary of when conducting a correlation when one of the covariates is a proportion? I shall be running a Spearman rank analysis, correlating a continuous variable ...
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1answer
19 views

what happens while taking correlation for correlation matrix

What does the correlation matrix of correlation matrix represent? Is it second order correlation? x = cor(z) y = cor(x) Does y second order correlation of z?
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7 views

Single proportion estimation with correlated data

I have a sample of observations, each is either success or failure (0/1). The observations comes in pairs, i.e., each subject contributed 2 observations, for example, effect of ear drops, which were ...
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0answers
3 views

Assessing the agreement between two tests

I have genetic data. I have two tests that pick up changes in the genome (amplifications and deletions) at several different points in the DNA. There are three basic outputs- high, normal, low. I want ...
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0answers
9 views

Beta Coefficient and correlataion [duplicate]

What is the interpretation of negative Beta coefficient with positive correlation? TNX
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2answers
40 views

Can you perform an ANOVA on r-values (correlation values)?

I am doing neuroimaging research yielding what is essentially a correlational analysis wherein my output is a brain's-worth of r-values (so like 15000 voxels worth of r-values). In this particular ...
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19 views

How to generate random numbers correlated to a given dataset in matlab [closed]

I have a matrix x with 10,000 rows and 20 columns. I want to generate another new matrix of random numbers , y, where y is correlated to x with correlation coefficient q. Note that the matrix x is ...
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0answers
28 views

Test-retest correlation for panel data

I've run an experiment in which subjects rate how much they like six different objects on a 1-5 scale on two occasions. I'd like to obtain a summary measure of how consistent are the subjects in their ...
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0answers
18 views

Variable selection with longitudinal and correlated data

I'm working with a high-dimensional medical database, with detailed monthly medication reimbursement data as well as occurence of diverse medical outcomes, over several years (2010 to 2013). My ...
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1answer
32 views

Half-normal distribution and correlation?

In health sciences many variables may exhibit half-normal distribution. For example an inflammation process regarding one cell type or population in a tissue sample. The lack of the inflammatory cells ...
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16 views

What scale to use for likert data [closed]

I am currently in the middle of writing my dissertation and I have reached the area where I am meant to be analysing the data. I used a likert scale for my questionnaire and now i have got the data ...
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0answers
9 views

Assumptions for polyserial correlation?

I have trouble finding information regarding the use of polyserial correlation. My aim is to correlate variable gmin with another variable wear rate. Wear rate is highly skewed to right but after a ...
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1answer
39 views

Causality VS Correlation

When I have read this article 'http://www.analyticsvidhya.com/blog/2015/06/establish-causality-events/?utm_source=FBPage&utm_medium=Social&utm_campaign=150725' i still don't understand the ...
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24 views

Correlation preserving transformation conundrum

I have a problem where I need to generate $n$ random variables $\in$ [0,1] (you can think of them as some sort of probabilities) and the variables have a known correlation structure given by a ...
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1answer
28 views

Are my correlations significant or non significant?

I have 4 Pearson's r correlation. I used cor.test in R. My p values are super high and I am having trouble interpreting significance. I would say there is no significance in ANY of my 4 correlations. ...
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2answers
14 views

Correlation between repeated (not time) measures and not repeated measures

I have to perform correlation test between repeated and not repeated measures, more accurately e.g.: I sampled 20 individuals in 10 populations and I measured some traits (e.g. height) on the ...
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1answer
24 views

can affinity analysis be used for identifying other types of correlation besides purchases

I made a questionnaire where respondents were asked to select up to 5 hurdles they consider to be the most significant for BI (business intelligence) initiatives in the cloud. Now I would like to ...
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1answer
58 views

Expected value of product of non independent Bernoulli random variables (correlations are known)

I've asked a question about getting the joint probability distribution for $N$ Bernoulli random variables, given the expected value for each one ($E[X_i]=p_i)$ and it's correlations ...
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9answers
2k views

When can correlation be useful without causation?

A pet saying of many statisticians is "Correlation doesn't imply causation." This is certainly true, but one thing that DOES seem implied here is that correlation has little or no value. Is this ...
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17 views

How to mathematically prove that the continuous data is better for finding out the correlations than the binary data?

If I want to calculate the correlations among the components in a vector space using the MLE with a prior of multivariate Normal distribution, which kind of data should be better? the binary data or ...
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1answer
59 views

Linear trend for correlations

I am evaluating three independent samples (1-3). For each sample I have calculated a correlation of variables A and B. I am now interested if there is a linear trend in the development of the ...
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21 views

Sampling correlated categorical variables

I am looking for a way to sample correlated categorical (non-binary) variables, and in particular I am interested in the category counts: I have a set of $n$ correlated categorical random variables ...
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1answer
32 views

Correlation between numeric and ordinal variables

What test can I use to test correlation between an ordinal and a numeric variable? I think linear regression (taking numeric variable as outcome) or ordinal regression (taking ordinal variable as ...
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0answers
7 views

Error in cor and cor.test in R [migrated]

I'm new to R and the code below was just created for me by a colleague. I want to correlate two datasets from 81 provinces. The two datasets that I want to correlate is named as "afcp" = annual forest ...
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50 views

R- Which is the best way of reporting results of lme() in two different possible cases?

When searching for correlations between between a dependent variable and a factor or a combination of factors in a repeated measure design with lme() I noticed that I can encounter two types of ...
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2answers
30 views

Correct and clear wording for non-causal correlation

Despite reading multiple statistics and epidemiology texts as well as studies, I have trouble describing the following in plain English for a public of doctors (so, non-statisticians or biomedical ...
3
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1answer
60 views

Appropriate reasons to exclude independent variables from regression

I am running a series of hierarchical regressions with a lot of independent variables. All the IVs show a loose theoretical relationship to the DV. My supervisor has suggested excluding IVs from ...
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2answers
125 views

Why is Pearson's ρ only an exhaustive measure of association if the joint distribution is multivariate normal?

This assertion was raised in the top response to this question. I think the 'why' question is sufficiently different that it warrants a new thread. Googling "exhaustive measure of association" did not ...
3
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1answer
53 views

If x2 & x3 affect x1, & x1 affects y, should x2 & x3 be included in a regression model?

Let's consider the regression $y=x_1+x_2+x_3+\varepsilon$ It is known that $x_2$ and $x_3$ affect $x_1$, but $x_2$ and $x_3$ do not affect $y$. $x_1$ can affect $y$, but only to a small extent. The ...
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13 views

Confidence intervals for Kendall's tau-b

I am working on some stats coursework, and have non parametric bivariate data. n=19, so small sample. There are a number of tied ranks, so I'm planning to use Kendall's tau-b rather than Spearman's, ...
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0answers
12 views

How to test whether correlate personality ratings with behavioural observations

I'm running a study to test whether personality (Big Five) predicts problem-solving in children ($N=200$), and was wondering whether anyone could help with the best approach for analysis. I've ...
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1answer
10 views

goodness of fit log transformed vs not log transformed

I have a relationship of two variables which is somehow log shaped. Now, I establish two models for this dataset, for one I log transform the dependent variable: ...
2
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1answer
47 views

If $X$ and $Y$ are normally distributed random variables, what kind of distribution their sum follows?

I was reading this question. It is about notation but I would like to ask something regarding the sum of two normally distributed random variables. If $X$ is a normally distributed random variable ...
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80 views
+50

What is the meaning of expression $\sum E[y_{t-1}y_{t-1}^T]$ & how to implement?

Eq(1) represents an Autoregressive model driven by a zero mean input $x_t$ where $h = [h1,h2,..,hp]^T$; $y[t-1] = [y[t-1],y[t-2],...,y[t-p]^T$. Output of these observations are corrupted by zero ...
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1answer
11 views

How to measure correlations/congruence between parent and teacher ratings of children's personality

I was wondering if anyone could help. I am investigating children's personality, and I have collected both parents' and teachers' ratings for children on a 24-item personality scale of the big-five ...
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23 views

Comparing / “correlating” time series

Say I have three time series $X_t$, $Y_t$ and $Z_t$ and from the phenomena I'm observing we can be sure that $X_t$ is _caused_$\,$ by at least $Y_t$ and $W_t$ (there might be other processes that ...