Tagged Questions

0
votes
1answer
41 views

Calculating a correlation with yes/no answers?

How do you calculate a correlation, that similar to Spearman and Pearson forumlar when you are only comparing one variable (age) to answer given by yes and no. As ages goes up more likely to answer ...
0
votes
0answers
11 views

Are correlations transitive between manifested construct variables and other set of variables?

I have seen here that correlation is not transitive, but I wanted to know if such argument applies when we model our assumptions over a construct. More specifically, in my model, I have a construct ...
-1
votes
2answers
190 views

Spearman's Correlation using Stata

I am trying to use Stata for the first time to calculate Spearman's Rank Correlation for differences in weight and hemoglobin between annual visits for a small dataset. Do I enter the differences with ...
0
votes
0answers
43 views

Spearman's Coefficient with excluded ranks

I've got a dataset where I apply one of two transformations to get two scores, Score A and Score B. I then rank Scores A and B and for simplicity's take decide to keep only records where rank(score A) ...
1
vote
1answer
60 views

Spearman rank recommended n size

Is there a recommended n to test for Spearman's rank correlation? I have 2 lists of around 10,000 items. I read that Spearman's rank correlation is fine between 10-30 , can I use spearman to compare ...
2
votes
1answer
182 views

Spearman correlation in the presence of many ties - how to spot a problem?

I'm testing the hypothesis that there's a monotonic relationship between two variables. I think I should use a Spearman rank correlation test, since my data don't necessarily meet normality ...
3
votes
0answers
59 views

What are the main different/alternative correlation estimators?

I'm looking to learn about the main/popular alternatives when it comes to estimating correlations that I've missed in the following list. The best answer will provide a reference (can be Wikipedia), a ...
3
votes
1answer
472 views

Reporting coefficient of determination using Spearman's rho

I have two non-normally distributed variables (positively-skewed, exhibiting ceiling effects). I would like to calculate the correlation coefficient between these two variables. Due to the ...
1
vote
2answers
89 views

How one can improve correlation (higher rho values) on non normal distributions?

No matter what class or book I see, the normal distribution is always advocated. I have been trying to find ways to assess relationship between variables for non normal distributions, most of which ...
0
votes
0answers
116 views

Scipy Spearman and Pearson [closed]

I had a quick question, I have a table of names with counts, think of it as a frequency distribution. I want to calculate the correlation between two tables, my question is do I need to transform the ...
1
vote
1answer
127 views

Effect of treatment on correlation between two sets of variables

Imagine I wish to see the effect of some treatment on the correlation between two groups of variables, which I measure with Spearman's rank correlation coefficient. Treatment A gives a Spearman's ...
4
votes
2answers
535 views

What does it indicate when the Spearman correlation is a definite amount less than Pearson?

I have a bunch of related datasets. The pearson correlations between pairs of them are typically definitely larger than the spearman correlations. That suggests any correlation is linear, but one ...
1
vote
1answer
115 views

I have a statistic, how do I calculate its distribution?

I am comparing images for correlation. The images are all correlated, but I would like to determine when one pair is much more highly correlated, relative to another pair. I am using as a statistic ...
2
votes
1answer
531 views

Spearman or Kendall correlation?

I would like to assess the correlation between a 7-category ordinal variable (X) and a number of other variables some of which are ordinal with 3-6 categories, others are continuous and a couple are ...
3
votes
1answer
2k views

How to calculate a confidence interval for Spearman's rank correlation?

Wikipedia has a Fisher transform of the Spearman rank correlation to an approximate z-score. Perhaps that z-score is the difference from null hypothesis (rank correlation 0)? This page has the ...
3
votes
1answer
143 views

What are other good ways of finding out the degree of similarity between lists?

I have a ground truth list, call it A, and I have different methods for generating lists that should be somewhat similar.. I want to decide which method of these generates a list that is most similar ...
4
votes
0answers
103 views

How to average Spearman correlations? [duplicate]

Possible Duplicate: Averaging correlation values I have a number of users, and for each user I have 2 ordered lists of items (one is from observation, one is generated by an algorithm). ...
1
vote
2answers
163 views

Why are all the spearman's rho correlations with one variable low when the other variables all have moderate correlations?

I was wondering what could be the reasons for a very low Spearman correlation, as low as 0.01-0.06. Basically no correlation even exists! All my other variables have moderate correlations except any ...
4
votes
2answers
727 views

Pearson and Spearman correlations - how to determine if they are “similar”?

I would like to know if there are any rules to determine if Pearson's r correlation values are similar to Spearman's rho? For example, if r = -.207 and rho = -.282, are these similar enough to just ...
2
votes
2answers
552 views

Can Spearman's correlation be run on z scores?

I understand the logic of standardising raw data that is based on different scales into z scores so that they can compared, for example comparing a score of 75 out of 100 in one test versus 65 out of ...
12
votes
1answer
2k views

What could cause big differences in correlation coefficient between Pearson's and Spearman's correlation for a given dataset?

The Pearson's coefficient between two variables is quite high (r=.65). But when I rank the variable values and run a Spearman's correlation, the cofficient value is much lower (r=.30). What is the ...
4
votes
0answers
239 views

Adjust a large set of Spearman correlation analyses for multiple testing [duplicate]

Possible Duplicate: Threshold for correlation coefficient to indicate statistical significance of a correlation in a correlation matrix Context I am doing an exploratory study to ...
1
vote
0answers
161 views

Spearman correlation of two Weibull distributions

Is there a way to find the Spearman correlation between two Weibull distributions? I need it as a parameter in a copula function for the joint Weibull distribution. I learned that using the Pearson ...
14
votes
5answers
67k views

How to choose between Pearson and Spearman correlation?

How do I know when to choose between Spearman's $\rho$ and Pearson's $r$? My variable includes satisfaction and the scores were interpreted using the sum of the scores. However, these scores could ...
8
votes
1answer
305 views

Measuring correlation of trained neural networks

I am training an artificial neural network (backpropagation, feed-forward) with non-normal distributed data. Beside the root mean squared error, literature does often suggest the Pearson correlation ...
5
votes
2answers
2k views

How to estimate a critical value of Spearman's correlation for n=100?

I have searched a lot, and I can only find tables that show critical values up to n=30. Can someone provide, or point me to, a simple method of estimating this value for different $\alpha$?
7
votes
1answer
271 views

Are there bounds on the Spearman correlation of a sum of two variables?

Given $n$-vectors $x, y_1, y_2$ such that the Spearman correlation coefficient of $x$ and $y_i$ is $\rho_i = \rho(x,y_i)$, are there known bounds on the Spearman coefficient of $x$ with $y_1 + y_2$, ...