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

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Perfect correlation and covariance matrices

When a covariance matrix is a diagonal matrix then there is no correlation between random variables as seen here Difference between identity and diagonal covariance matrices However, what if I wanted ...
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10 views

Can anybody tell me the process of finding the correlation using HMM [on hold]

I want to extract the correlated data in the given data set. can anybody help with a step by step procedure of evaluating this
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5 views

R - cor.ci results interpretation

I am doing some survey analysis for my dissertation, and am interested in studying possible correlations between four variables, based on Technology Acceptance Model.The survey is built on a ...
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0answers
17 views

Could Use Assistance On A Work Project [on hold]

This might be a little unorthodox, but I could use some assistance on a work project. I work for a small company. We don't have any formal data sciences or analytics department. I was tasked with a ...
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11 views
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6 views

Correlation between two variables from muli-dimensional distribution?

Possibly an elementary question, however I can't find an satisfactory answer. If I have a bivariate distribution, then clearly its easy to determine the correlation between those two variables, For ...
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0answers
17 views

Regression analysis of a correlation coefficient

I have a time series of the 250 day historical correlation and I need to determine what causes this correlation to change as different explanatory variables change. Is there a way that I can regress ...
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0answers
9 views

Correlation analysis and Clustering in R - Some suggestions [on hold]

I have a biological data, comprising of intensity values associated to 24 masses. Each mass file has 10,000 intensity values corresponding to 10,000 coordinates. So, the data matrix in R would look ...
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0answers
36 views

How to detect different social groups in a small questionnaire dataset?

I work with a very small questionnaire dataset, in which perception of 10 respondents to the size of, say, an unseen population is quantified: The population is divided into eight sub-populations, and ...
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2answers
45 views

Understanding the direction & strength of a correlation, & causal status, from a chi-squared test

I am analyzing Stack Overflow Posts. So I have a database with 1000000 questions, their current score (upvote or downvote) and a flag, that there is a source code part in the question (or not). So I ...
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6 views

Moderation Analysis: Correlation Coefficient or Fisher's r to z

I was wondering if anyone knows whether correlation coefficients or using the fisher's r to z transform may be more appropriate to enter as a predictor in a moderation analysis? Thank you for the ...
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0answers
5 views

Analytical Formula for Exceedance Correlation of Multivariate Normal Distribution and others

I understand that the Exceedance Correlation concept. Knowing that the multivariate normal distribution has asymptotic independence on the tail, lower and lower exceedance correlation approaching to 0 ...
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0answers
24 views

convergence rate of Pearson correlation matrix

I posted recently a related question about the convergence rate of a Pearson correlation coefficient, here. Now, I am interested in the matrix version. Let $X_1,\ldots,X_N \sim \mathcal{N}(0,1)$ be ...
2
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1answer
19 views

Two moderate zero-order correlations leading to two weak to null partial correlations: What does it mean?

I am trying (operative word) to validate a scale composed of two highly correlated (~.7) subscales, let's call them A and B. In order to establish convergent validity with other measures, I am looking ...
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1answer
37 views

Is there a statistical test i can perform to see if age is correlated to a binary outcome?

I am doing a study on tympanoplasty, a procedure to close one's eardrum. I would like to see if there is any correlation between a positive outcome (a.k.a. a closed typmanic membrane) and age. My ...
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0answers
24 views

Spatio temporal correlation of point data

I am working on a correlation analysis of two inter-relative phenomena, water leaks and water borne disease. Both are geo-references in lat/lon and each event is a date (of occurrence). I want to ...
1
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1answer
68 views
+50

What exactly is the critique in this regression?

Warning: I might be forgetting basic statistics here. Please edit title if it can be improved. This paper, seemingly summarized in the fancy ZUI slideshow here, points out a possible "critique" in ...
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0answers
29 views

Is this analysis sufficient, have I overlooked important statistical tools/terms [on hold]

I'm doing a master thesis project, looking for patterns between two datasets. I have not had any statistical courses or similar. So I'm in doubt if I'm on the right track. Any comments or tips/tricks ...
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0answers
20 views

Using correlation to eliminate predictors?

I have 1 dependent variable and 33 independent variables (continuous, categorical & dichotomous). Correlation analyses (2-tailed) show that the DV is only correlated to 7 of the IVs although most ...
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1answer
45 views

How can correlation be 0 in % terms but 0.5 when measured in dollars?

I am trying to see if there is a causal relationship between Marketing Spend and Revenue on a monthly basis for the Jan to July 2015 period. I calculated the percentage change in Spend and the % ...
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21 views

Help understanding copula version of Spearman rank correlation

I'm reading through this article (http://www.sciencedirect.com/science/article/pii/S0047259X06000662) where they have a population version of the Spearman rank correlation. I'm having a little bit of ...
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43 views

regression and correlation [duplicate]

I have a multiple regression model with 4 independent variables and 5 control variables. The results showed a significant relationship between two variables (one of the Independent variables with the ...
2
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1answer
33 views

Variable correlation and collinearity in logistic regression

Hoping to get some insight on the issue of correlation/collinearity in predictors for logistic regression. Let me preface this by saying I’m no statistician, but rather a GIS analyst with exposure to ...
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1answer
31 views

Minimum covariance of 2 random variables given the covariance of each with a third random variable

If we have 3 random variables, with the first two with a covariance of 0.1 and the second two with a covariance of 0.1, what is the minimum covariance of the first and third? Is there a generalized ...
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1answer
33 views

Does removing mildly correlated features (0.5) improve performance in predictive models? (SVM, random forests)

I am trying to model a binary response using a 500+ dataset. I already removed many non useful features in order to reduce dimensionality and improve my model. I am wondering whether in general ...
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2answers
64 views

How do you interpret the condition number of a correlation matrix

I have two correlation matrices, one with a condition number of 9 and the other with a condition number of 70. From what i have read, it will appear that the first matrix is better conditioned than ...
2
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0answers
10 views

Familywise error with Bayes Factor

Recently a paper indicated a method to calculate Bayes Factor for correlations (http://link.springer.com/article/10.3758/s13423-012-0295-x/fulltext.html). This method doesn't use significance testing ...
2
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1answer
58 views

Why beta sign is different than correlation sign? [duplicate]

I am trying to interpret the sign of my 5 x-variables against y-variable. The sign of some coefficients in the regression output (command: reg) are different than the signs under correlation matrix ...
2
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1answer
40 views

convergence rate of Pearson correlation

I am looking to find the finest bound possible for $$\mathbb{P}\left( | \hat{\rho}(X,Y) - \rho(X,Y) | \geq t\right) \leq ?$$ where $\rho$ is the Pearson correlation defined as $$\rho(X,Y) = ...
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3answers
26 views

Correlation matrix disturbances (shocks)

I need ideas on generating disturbances of the correlation matrix. Say, I have a n-by-n correlation matrix $C_{i,j}$. I'd like to shock it, and produce the disturbed matrix $C'_{i,j}$ and see what ...
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19 views

If variables X and Y do not statistically differ and are highly correlated [duplicate]

I'm in a bit of a pickle. I have two variables X and Y that do not statistically differ and are highly correlated, and a third variable, Z. X is significantly correlated with Z, but Y is not. How can ...
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0answers
9 views

Evaluating reproducibility of more than two replicas

I'm developing a DNA sequencing-based method, which generates a lot of quantitative data. To illustrate my case, the method provides the number of times an individual mutant of a gene is observed, for ...
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0answers
7 views

How can I make a correlation in SPSS about variable 1: discrete data (amount of people), and variable 2: nominal data (white, black, hispanic)? [duplicate]

I have 3 variables: var1: sex; var2: amount of people; var3: race (white, black, latino, etc). My population data is already coded. How can I establish a correlation between sex and race; or amount ...
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14 views

Regression coefficients in terms of means, st.devs and correlations [duplicate]

I am dealing with bivariate regression. Can somebody post formulas for the betas in terms of means, covariances, correlations, etc. i.e. summary statistics rather than the actual, full data set?
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1answer
26 views

Types or Methods of Testing Correlation

Suppose I have two variables, which have over 500 data points per variable (though they are not continuous on timeline). what other kind of methods or test in can use in R to test the correlation? ...
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0answers
10 views

Regressing multiple categorical variables with a continuous variable

For some research I'm doing, I want to see if fish color variation correlates with vegetation type across lakes. I have frequency data for vegetation type (16 levels) at each lake (8 lakes). I have ...
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0answers
9 views

dplR package and subsets of dataframe for within-plot correlation of tree ring widths

What I want to do is simple: instead of checking the correlations of my whole database of tree ring series, I want to be able to do so by plot. Basically I ran into the trouble of having insufficients ...
0
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1answer
17 views

Correlation over time in a group of subjects with repeated measures

I have a dataset on two disorders, one measured on a continuous scale, and one with three categories (which can be collapsed into a yes/no variable if necessary). The two disorders have been measured ...
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1answer
12 views

Report Correlation or Squared Correlation?

I am computing the Spearman correlation between the ranks produced by different teachers for the same exam session. Now, I have seen in the case of Pearson correlation, that the squared correlation is ...
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0answers
25 views

Trend Decomposition

I have a time series of daily advertising revenue. The series shows various trends that are noticeable at long-term scales, such as over the course of a few months, but also many smaller ...
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0answers
18 views

Correlation between binary and categorical variables [duplicate]

what kind of correlation should I use in the case of having one dependent binary variable (has been to the doctor in the past few months) and one independent categorical variable, i.e, education?
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3answers
41 views

Help w/ finding correlation between unemployment rate and home prices over the same time period?

I am interested in analyzing the correlation between nationwide home prices and nationwide unemployment rates, both of which are leading economic indicators. I have data on nationwide home prices by ...
2
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1answer
27 views

Are there levels of cointegration?

I've seen someone describe two timeseries as being highly or not very highly cointegrated much the same as you'd describe two timeseries as being highly or not so highly correlated. I don't believe ...
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0answers
10 views

Correlating Repeated-Measures from different conditions in a single relation

I have 29 respondents, each with 6 trials, each trial in a different condition. I measured per trial: correct, experienced complexity (1-7) And I measured once per respondent: Task Proficiency (1-7) ...
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1answer
13 views

Should I measure and analyze two highly correlative dependent variables?

In a study, I have measured two dependent variables. They are closely correlated, both theoretically and mathematically (r = 0.9). As an example, think of body height and foot size as dependent ...
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1answer
28 views

Binary and Continuous Correlation

I'm confused about finding correlation in these two cases with using Excel: 1- Correlation of two binary variables : (Male/Female,Interest to Coffee(Yes/NO)) 2- Correlation between one continuous and ...
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0answers
30 views

Negative / Inverse Correlation Confusion [closed]

I have run across a problem that I don't know how to correctly answer. Since correlations range between -1 and 1, how would I find the likelihood of a "rogue" pairing occurring? Using the example ...
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0answers
18 views

Optimal method for identifying correlation of a stock price and various moving average durations for Python

I am trying to find the optimal method in trying to find the relationship between daily stock price and rolling correlation of another stock. For example, let's say I have a hunch that there is a ...
3
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0answers
24 views

How do I convert $\eta^2$ to Pearson's r?

I am doing a meta-analysis of associations between sets of variables that are essentially all continuous. However, many studies operationalised them at 'lower' levels, and I have (converted to) most ...
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0answers
22 views

Measuring correlations between 10 nominal variables in SPSS

I am trying to find out how I should measure correlation between the answers to 10 nominal variables (with 0 and 1 as only answer options) at the same time. I can't use cross tables for this because ...