Tagged Questions
2
votes
1answer
30 views
How does randomization testing for correlating two variables work?
I was going through OpenIntro Statistics[http://www.openintro.org/stat/textbook.php] and came across two case studies in the first chapter
Discrimination against women during promotion - Page 42
...
1
vote
1answer
154 views
How to test for serial correlation of a time series itself (not residuals)?
We know that Ljung-Box test can be used to test for the residuals of a fitted model. But to test for the serial correlation of a time series itself, is there a way to do that?
2
votes
1answer
122 views
Jointly stationary random process
If two wide-sense stationary processes $X(t)$ and $Y(t)$ are uncorrelated, then the cross correlation is
$R_{XY}(t_1,t_2) = E\{X(t_1)Y(t_2)\} = E\{X(t_1)\}E\{Y(t_2)\}$,
which will be a constant, ...
21
votes
2answers
6k views
What is covariance in plain language?
What is covariance in plain language and how is it linked to the terms dependence, correlation and variance-covariance structure with respect to repeated-measures designs?
2
votes
1answer
503 views
Kendall's tau and independence
Kendall's tau is an association measure between two random variables, say $X$ and $Y$.
If $X$ and $Y$ are independent, then $\tau = 0$. However, $\tau = 0$ does not imply independence because ...
4
votes
1answer
223 views
Manually transforming two dependent variables according to their correlation matrix in R?
I have two continuous variables, X and Y, that are correlated - they are not independent. To correct for non-independence, I have a known correlation structure, a matrix S.
If one calls ...
2
votes
1answer
178 views
An inconsistency between the concept of “subindependence” and the chi-square test for independence?
Two random variables are defined as subindependent if their covariance is zero--in other words, if they are uncorrelated. The latter link notes that "not all uncorrelated variables are independent. ...
2
votes
3answers
614 views
These two variables are almost uncorrelated. What else can I say?
I have two variables for some districts in the UK:
Number of crimes per habitant
Median yearly income
Here's what it looks like:
I would like to determine if there is a dependence between the ...
1
vote
0answers
250 views
Do two variables need to be independent in order to obtain a correlation?
I would like to find the correlation between two variables. It was suggested to me that two variables should be independent; otherwise it is not meaningful statistically to calculate a correlation. ...
