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

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9 views

What is a case where including random correlation parameters decreases the error on the fixed effects?

I'm wondering about the effect of true correlations among random effects on the standard error of my fixed effects in lme4::lmer models in R. My assumption is ...
4
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1answer
52 views

centering two variables X and Z makes cov (X,XZ) = 0

I've read that centering two normal (or symmetrical) variables $X$ and $Z$ affects correlation of centered $X$ with interaction term $X\cdot Z$ in such way, that this correlation $cor(X-EX, X\cdot Z)$ ...
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1answer
13 views

Test to determine correlation between organism size and concentration?

I have a gamma distribution. I am looking to determine if higher concentrations of a toxin are correlated to larger organism size. I think a non-parametric test would be best, but I'm not sure which ...
0
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1answer
25 views

How to select the set of markets (time series) to include in portfolio

This question is likely to have been asked before but never answered in a way which I completely understand. Assume I have some money that I want to invest in a basket of stocks. The investable funds ...
2
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1answer
22 views

Relationship between 3 variables confused

I am working on analyzing some data for my master's thesis, and I am not exactly sure how to interpret my results. Let's call my variables A, B, and C. Variable A is negatively correlated with ...
2
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0answers
33 views

Copulas for generating uniform random variables with correlations

I want to generate uniform random variables which have a correlation structure defined by a graph i.e. a variable is only correlated with its neighbors in the graph and is uncorrelated with the rest ...
1
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1answer
25 views

Copula - Correlation Help

I need some help with copula. I am using the copula with either the multinormal or the student t kernel. I thought before that when I input in my correlation matrix, if I simulate enough random ...
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0answers
16 views

Intraclass correlation and simulating data

I will apologize in advance for this somewhat messy problem. I am trying to take an ICC reported from a previously published manuscript and design a general simulation program. Let's say the ...
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0answers
13 views

Calculate mean of several tetrachoric correlation coefficients

how do I calculate the mean of several tetrachoric correlation coefficients? Do I have to use Fisher's z transformation before? Thank you
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0answers
10 views

How to explain the correlation between the mean of each element and it's corresponding PC1 coefficient in a data.frame?

I am doing some PCA analysis by R now,I have a data,which is a data.frame:a,ncol(a) =1000,nrow(a)=100,each row represent a sample,each col represent a feature,so when I use R do PCA analysis like ...
2
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0answers
22 views

Linear regression with estimates of error in predictor

I have data with two different kinds of measurements at the same set of $S$ sites. One of these (call it $X$) returns m estimates at each site, which are not necessarily independent of one another. So ...
3
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4answers
95 views

Is the triangle inequality fulfilled for standard hierarchical clustering distances?

For hierarchial clustering I often see the following two "metrics" (they aren't exactly speaking) for measuring the distance between two random variables $X$ and $Y$: $d_1(X,Y)=1-|Cor(X,Y)|$, ...
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0answers
8 views

Using LIWC for ANOVA and pairwise analyses

I want to use a tool called Linguistic Inquiry and Word Count (LIWC) to analyze text data. As far as I know, it counts the number of words found in a given text that match a set of dimensions (e.g., ...
1
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1answer
28 views

How should I represent validity of a population prediction?

I am looking to report on the validity of a predictive non-linear population model for which I only have the output prediction p(t) and the time for which the ...
2
votes
1answer
45 views

Multiple regression with correlated variables

I am trying to do multiple regression analysis of a continuous health variable (yval) keeping age, gender, height (cm), weight (kg) and waist (cm) as predictor variables for a database of about 7000 ...
0
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0answers
12 views

test of correlation among binary variables prior to running logistic regression analysis

I am running a logistic regression analysis with binary variables on SPSS: dependent variable: preterm birth (Y/N) independent variables: hypertension (Y/N), diabetes (Y/N), C section (Y/N), ...
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3answers
91 views

Covariance greater than Variance?

It is straightforward to verify that for two random variables $X$ and $Y$ with variances $\sigma^2_X \neq \sigma^2_Y$, we have that $$\Big|{\rm Cov}(X, Y)\Big| \leq \max\{\sigma^2_X,\, \sigma^2_Y\}$$ ...
4
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2answers
60 views

If $E[Y|X]=a$ for some constant $a\neq 0$, then does $cov(X,Y)=0$?

I'm currently working on the following problem: Q: If $E[Y|X]=a$ for some constant $a\neq 0$, then does $cov(X,Y)=0$? Now I am quite lost as to how to do this problem as the question does not ...
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1answer
22 views

Non-additive property of correlation coefficients

Sorry if my question is quite basic! What does it exactly mean? Correlation coefficients are not additive!
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0answers
5 views

How to test correlation of two variables from four repeated measures of each one among four groups

I have four plots from where I took a measure of two indicators of population abundance (as continuous variables) throughout four surveys (say, at spring 2010, fall 2010, spring 2011, fall 2011). So, ...
0
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0answers
28 views

Threshold for Pearson correlation for hypothesis testing [closed]

How to determine threshold for Pearson correlation coefficient which reduces type 1 and 2 error and and can be used whether the sample is correlated or not?
0
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1answer
40 views

Can I use z-scores to compare data measured in different units?

I am trying to compare the accuracy of two different methods of estimating biomass. This data is in the form of percentage cover (and is arcsine transformed). I also have the real biomass values, ...
1
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1answer
22 views

Is it true to say that methods are correlated?

I'm comparing a set of methods. Each method generates a list of observations, then I compute the correlation between the observations of the methods. Is it correct to say that I'm checking the ...
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0answers
10 views

Multiple Imputation in R on data with repeated measurements

I am working with an occupation cohort exposed to radiation and have a dataset containing a number of variables on each worker, including their job title, year of birth, radiation exposure level, and ...
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1answer
67 views

Using correlation for “explained variation”

I present using dummy data for an example, see below for R code to replicate data. Imagine that I have collected data on how much mail 500 people receive. In my survey there are 250 men and 250 ...
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0answers
33 views

Similarity vs Correlation [closed]

What is a difference between similarity and correlation? What are the most common similarity functions (excepted cos similarity) and could the value of similarity be between $[-1,1]$ or it should be ...
0
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0answers
23 views

Annotation of FDR vs. pvalue plot

I have calculated spearman correlation for gene pairs in 2 microarray datasets . Then, I have used FDR adjustment for p-values. Plotting FDR vs. -log10(pvalue) is surprising. Is the result realistic ...
5
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2answers
44 views

How to get p-values or confidence intervals for pearson correlation coefficient when the sample is small and potentially non-Gaussian?

The p-values provided by the built-in Matlab and Pylab Pearson correlation functions are stated to be inaccurate for small sample sizes, or when the samples are not normally distributed. The python ...
3
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1answer
78 views

Is there any difference between $r^2$ and $R^2$?

The correlation coefficient is usually written with a capital $R$ but sometimes not. I wonder if there really is a difference between $r^2$ and $R^2$? Can $r$ mean something other than a correlation ...
6
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3answers
178 views

How to rearrange 2D data to get given correlation?

I have the following simple dataset with two continuous variables; i.e.: ...
5
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1answer
58 views

Asymmetric measure of non-linear dependence/correlation?

I am definitely not a statistician/mathematician so feel free to tell me I'm an idiot if I am. As far as I can tell from my Wikipediaing all of the main measures of dependence are symmetric and ...
0
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0answers
15 views

How to generate a list of intercorrelating items in R language? [closed]

I could build a correlation matrix from microarray experiment total intensity values. However, I can`t visualize 365X365 data matrix and I need to generate a list of mutually correlated genes from ...
0
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2answers
28 views

Emphasize a link between two predictor variables (Machine Learning)

I am creating a machine learning application which will utilize logistic regression (though I haven't ruled out bayesian regression). I have multiple predictor variables that I believe to be ...
3
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2answers
54 views

Correlation between two ordinal categorical variables

What is the best statistical test for investigating if there is any correlation between 2 categorical variables? both are satisfaction scores: 1-First variable is: "Overall satisfaction with the ...
1
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0answers
42 views

Statistical method to prove inverse relationship between class size and student achievement

A hypothesis states that there is an inverse relationship between class size and student achievement. With data records about class sizes and grades of its students at a certain school, we would like ...
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0answers
18 views

Correlation of two means, with known variance

I would like to estimate the correlation of two variables, A and B. For the first variable I have made three independent ...
0
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0answers
23 views

correlations between characteristics of students and success in college courses

Students have been psychologically surveyed and characterized in terms of emotional and social factors. The hypothesis is that there is a positive correlation between emotional and social factors and ...
3
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0answers
61 views

Draw balls from two different binomial distributions. What $r^2$ do you expect to find?

We have $N$ buckets in which we will put some balls. Before that, the buckets are split into two groups, group $A$ and group $B$. The number of balls that we will put in each bucket is drawn from a ...
0
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0answers
57 views

How to apply a Gaussian filter to co-ordinate data

I'm working on a project to investigate the correlation of surface finish and face sealing effectiveness. I have a trace of the surface of my seal and the next step is to apply a Gaussian filter to ...
0
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4answers
61 views

Interpreting high p value and low correlation value

I am trying to run regression on financial data in R. I am new to regression analysis so I am finding it to difficult to interpret certain scenarios. I have the code as follows: ...
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0answers
10 views

Correlation between response and predictor due to variable sharing

Assume a process which acts on two entities, $a$ and $b$, to result in a further entity, $c$. It is considered that the amount of entity $a$ determines the amount of entity $c$ such that entity $a$ ...
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0answers
18 views

Correlation with aggregated data

I have a question about calculating correlations with aggregaged data and I would be really happy if someone could answer my question. I have a population (not a sample) composed by more than ...
0
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0answers
22 views

Compare to sets of correlations coefficients

I have two matrices, A and B, of the same size. Each row of A corresponds to a row of B. Theory predicts that some rows of A will negatively correlate with corresponding rows of B. I am interesting ...
0
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1answer
25 views

Correlation between ordinal and average values

I'm trying to understand whether the number of words used to title a problem are related to the time used to solve that problem. In order to do this, I have derived two vectors from my data-set, one ...
3
votes
0answers
44 views

Partial correlation and multiple regression controlling for categorical variables

I am looking through the linear association between variable $X$ and $Y$ with some controlling variables $\mathbf{Z} =(Z_1, Z_2, Z_3, \dots)$ One approach is to do a regression $E(Y)= \alpha_0 ...
5
votes
2answers
120 views

How to use Pearson correlation correctly with time series

I have 2 time-series (both smooth) that I would like to cross-correlate to see how correlated they are. I intend to use the Pearson correlation coefficient. Is this appropriate? My second question ...
0
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0answers
10 views

How do I blot out too big p-values in a correlation matrix comparing two different subsets? [migrated]

I'm doing correlation matrixes in R. I love the corrplot package, because of its ease of use and pretty graphics. All the examples on the help page have been done using mirrored rows and columns, but ...
1
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1answer
65 views

Pearson's or Spearman's?

We are doing a lab report comparing attachment scores and their effect on trust scores. We have been told to do correlations followed by linear regression to get rid of confounders. However, we have ...
5
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1answer
65 views

when can I say there is a relationship between events?

I am analysing a weather data for a computer science course using hadoop.I am taking away all the weather related issues out of the analysing and just looking strictly at it in the eyes of statistics. ...
2
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1answer
22 views

Expectation, Variance and Correlation of a bivariate Lognormal distribution

If $Y \sim N(\mu,\sigma^2)$ is normally distributed, then $X=\mathrm{e}^Y$ is lognormally distributed. To get the log-$\mu$ and log-$\sigma$ of this lognormal distribution you calculate $$\sigma^2 = ...