Tagged Questions

19 views

Evaluating correlation: which test to choose

I want to evaluate the correlation between two samples of data (300 samples, 2 parameters). I've done some researches and I reached these conclusions (correct me if I'm wrong): Pearson's correlation ...
27 views

Should I compute both Pearson's and Spearman's coefficients of correlation?

I have been reading over some statistics notes, and certain things are introduced without motivation (note: I am a mathematician and not a statistician, so my stats knowledge is woefully inadequate, ...
34 views

Multidimensional Scaling in R with Spearman's Rank Correlation

I'm new to MDS, but I found some good starter code here (http://mhermans.net/static/postdata/r-examples/neighbours-mds/neighbours-mds-example.html) and which I borrowed for below. The code works fine, ...
79 views

How outliers can effect the correlation results (Spearman and Pearson)?

How outliers can effect the correlation results (Spearman and Pearson)? I have two series of data. The source of the data are different but both are temperature that are measured by different ...
214 views

If linear regression is related to Pearson's correlation, are there any regression techniques related to Kendall's and Spearman's correlations?

Maybe this question is naive, but: If linear regression is closely related to Pearson's correlation coefficient, are there any regression techniques closely related to Kendall's and Spearman's ...
78 views

How to manage correlation coefficients (Spearman, Kendall) with lists of different dimensions?

I have to compare two different lists of biomolecular annotations, and to find out their correlation degree. To do this, I have implemented a function computing the Spearman's rank correlation ...
141 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 ...
43 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 ...
842 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 ...
50 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) ...
107 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 ...
482 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 ...
90 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 ...
864 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 ...
153 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 ...
156 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 ...
922 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 ...
119 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 ...
652 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 ...
3k 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 ...
160 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 ...
107 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). ...
213 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 ...
926 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 ...
841 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 ...
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 ...
240 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 ...
171 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 ...
100k 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 ...
398 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 ...
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 $\alpha$?
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 $y_1 + y_2$, ...