The Pearson product-moment correlation coefficient is a measure of the linear relationship between two variables $X$ and $Y$, giving a value between +1 and −1.

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45 views

Pearson's correlation for non-linear data

It's known that Pearson's correlation is able to measure trends for an observed sample $y$ and a possible linear relationship with a simulated data $y^{(s)}$, being $+1$ if $y^{(s)} = a + by$ and $b &...
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14 views

What is the best analysis to do to test for a correlation between 3 different variables?

I have 3 likert scales which I have put together into a survey to about 60 participants. I would like to investigate their relationship. I know I am looking at correlation - and think that multiple ...
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4answers
385 views

A p-value greater than 0.05 means that my results are meaningless?

I just came across a correlation factor of 0.70 but p-value 0.054, does this mean that my correlation factor is completely meaningless and I should try to provide more samples?
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1answer
31 views

How to compare two correlation factor values?

In case I have two models, one of them has correlation factor of 0.7 and the other one has 0.85 how can I compare them? Is it meaningful to say that there is a relative increase of ...
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7 views

Correlating model with measurements, trend vs absolute accuracy

I'm trying to compare results predicted by a complex model with measured results and don't know what the best method would be to do so. RMSE could give you an idea of the models absolute accuracy, but ...
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2answers
37 views

binary value in rcorr (spearman)

We study the acceptation of students to the university according to different criteria. The parameters x are quantitative values. The parametre y is binary value, it is the result, if the student is ...
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1answer
50 views

What is the explanation for having a Pearson's correlation coefficient significantly larger than the Spearman's rank correlation coefficient?

What is the explanation for obtaining a Pearson's correlation coefficient value that is significantly larger (a factor of ~2) than the Spearman's rank correlation coefficient value (on the same data)? ...
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0answers
15 views

comparing between data from a questionnaire and an accelerometer

I am planning a study were I need to compare between questionnaire and accelerometer data, so basically I was thinking about pearson's and spearman's correlations (if you have another idea anyway I ...
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0answers
10 views

Using pearson correlation to compare factor loading between two groups

I have two groups (one placebo, one drug) in which I measured a few variables. I performed factorial analysis separately for the two groups and then I want to compare the factor loadings between the ...
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1answer
26 views

n/m asymptotics and logistic regression goodness of fit tests

in the case of logistic regression, say our model has $p$ covariates and we have $J$ distinct covariate patterns (distinct combinations of the values of the p covariates) and we have a total of $n$ ...
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2answers
192 views

A way to show Simpson's paradox is happening in the data

I'm not entirely sure what I am talking about is Simpson's paradox, because an opposite relationship does not appear when you combine two data sets, but merely a different one. Still, I think it is ...
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0answers
10 views

Why would Conversions and Conversion Rate not correlate strongly?

Do any of you know, or have thoughts about, why website Conversions and Conversion Rate would not give a strongly correlating r-value (pearson)? When analysing some data I'm getting r-values of around ...
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1answer
23 views

Inferencing from Pearson correlation and multiple linear regression

My hypothesis is: Company size (CSIZE) is positively correlated with Return on Assets (ROA). I create a Pearson correlation matrix in Stata using pwcorr csize roa ...
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24 views

Do I have a correlation here or not?

I am writing my thesis at the moment and I am pretty new with statistics. I tired to google around but I don’t know what to do anymore, since I don’t really find an answer in this case. I hope you can ...
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0answers
141 views

How to extract distribution information from descriptive statistics?

In my thesis, I am trying to perform a Monte Carlo simulation with a set of parameters, where I take a random value from a known distribution to calculate a singe run of the simulation. However, for ...
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0answers
22 views

Pearson's r and Cohen's d

I am analyzing the relationship between 3 variables (identification rate (ID) of students with disabilities, per pupil expenditures (PPE), and graduation rate (GR)) in the following format: 1. ID - ...
-1
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1answer
206 views

Correlation between two 2D arrays

I could not find anywhere, how to calculate correlation between two arrays. Say I do have Array1 with X and Y values and also Array2 with X and Y values. I tried to do some calculation and inserting ...
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0answers
15 views

R - Pearson correlation in assessing multivariate regression performances

How to assess the performance of the multivariate regression outputs in different scenarios using Pearson's correlation in R ? Is it a straight process to compare the correlation of expected values ...
0
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1answer
32 views

Weather information inversion

Supose I have a dataset containing mean temperatures for each month. In my region this means -Celsius in winter months and positive values in other months. I need to inverse this data. Have no ...
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21 views

Bias of sample correlation for discrete distributions

Is there a proof showing the bias (or lack thereof) of the sample Pearson's correlation for discrete interval variables? In particular, I am interested in how such a proof handles the expected value ...
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1answer
31 views

Pearson's r and what its value represents and how it varies?

this question was asked in Basic Statistics Course on Coursera website. What can you conclude about a Pearson's r that is bigger than 1? Options: The correlation is very high. This is impossible. ...
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15 views

Excel function (or macro) for cross-correlation between dichotomous or binary (e.g., 1 or 0) variables?

I have an Excel spreadsheet with columns of different variables that are dichotomous or binary. These variables can take on values of either 1 or 0. I want to find cross-correlations between any two ...
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0answers
19 views

Reverse solve chi-squre statistic to find number of observations

I am trying to prove that two proportions are equal with 95% confidence. I have a total population Tp (10000), and wins in that population of Wp (2000). My sample size is Ts (1500). I need to solve ...
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1answer
45 views

How can I combine nominal with ordinal data to build a unique variable?

I performed an Interview with 44 questions Protocol. The structure of questions is based on 18 variables. Major variables are coming from theory. Every major variable consists of 3,4 or more question ...
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13 views

Several variables in correlation matrix output

I'd like to improve a big correlation matrix output correla, because I want to see significante values (p<0.05) but with my code is very dificult to find ...
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0answers
12 views

Comparing Self-Report Data to Binary results

I have two sets of data: DES scores (self-report) and whether dissociation was experienced during an experiment (yes or no). My sample size is 83 (71 no, 12 yes). I want to know if high DES scores are ...
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1answer
54 views

Are Pearson test and Chi-square test the same

I'm a bit confused with Chi-square and Pearson. I know Chi-square is: Chi-square = E (sum of) (Oi - Ei)-square / Ei What would the Pearson formula be if it is different? I don't think it is ...
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56 views

Where does the argument “Pearson's correlation coefficient assumes normality” come from?

Related1: Pearson's or Spearman's correlation with non-normal data Related2: How robust is Pearson's correlation coefficient to violations of normality? Related3: Why is Pearson's ρ ...
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2answers
60 views

Interpreting correlations

Please may someone help me understand how to interpret a positive correlation i have found between a variable and the demographic of ethnicity. Basically i have found ethnicity to be positively ...
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13 views

Correlation and then a multiple regression

I have used a pearson correlation to see if certain variables that other people have found to predict the Dependent variable do occur (so I can use them as covariates later on). I then wanted to do a ...
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25 views

Pearson correlation after aggregation

The following table represents values about a variable Y observed in five people; I know the age of each person. ...
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0answers
13 views

Is there a way to find the components that contribute in a relevant way to the correlation?

Given two vectors $x$ and $y$ of size $N$, suppose that they are not correlated in the subspace composed by $M$ components, but are correlated in the remaining $F=N-M$ components. I would like to ...
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0answers
15 views

Pearson correlation of neural responses with it's linear estimation

I am trying to anderstand the following fact: Suppose I have a linear estimation of a stimulus: $ \hat{s} = \mathbf{w}^T(\mathbf{r} - \mathbf{f}(s_0)) + s_0$ where $\mathbf{w}$ is a vector of ...
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17 views

How to compute Pearson Correlation between 2 given vectors? [duplicate]

I have to code this in C# Can you explain step by step in the below given example? vector 1 : [0.3, 0, 1.7, 2.2] vector 2 : [0, 3.3, 1.2, 0] Ty very much This ...
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2answers
69 views

Why is the pearson correlation between the 40 and 60 percentile much lower than with the full range?

Intuitively given the definition of pearson correlation coefficient, I thought at first that partitioning the full range to the data between the 20 and 40 percentile (closer to the median/mean for ...
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13 views

How to compute correlation when deviations on a variable are known

I have two vectors $X$ and $Y$. $Y$ is a binary vector (i.e. takes values between $0$ and $1$). I have a standard deviation vector $d_X$ corresponding to $X$, i.e. $d_X(i)$ is the standard deviation ...
2
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2answers
104 views

How to calculate 95% CI for Cohen's q?

I have two questions with respect to comparing two correlation coefficients. Cohen (1977) suggested to use Cohen's q to compare two Pearson's correlation coefficients by first transforming r with ...
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1answer
49 views

Correlation analysis among large number of variables

How can I check correlation among large number of variables? I can check the scatter plot between every pair of variables and pearson coefficient r if the number is ...
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28 views

What statistical tests to use?

My topic is on A Study of Budget Slack and the Influence of Budget Participation on Budget Slack. My research objectives are to study the relationship between budget participation, procedural fairness,...
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1answer
567 views

What is the distribution of sample correlation coefficients between two uncorrelated normal variables?

I want to compare observed bivariate (Pearson's $\rho$ and Spearman's $\rho$) correlations coefficients with what would be expected from random data. Assume that we measure, say, 36, cases across ...
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20 views

Is Pearson correlation on graphs a valid approach to compare undirected weighted graphs?

I have came to several instances where researchers use Pearson correlation to compare edges of two graphs to find out if they are similar. For example, given two symmetric adjacency (proximity) ...
0
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1answer
18 views

converting a chi-square with more than one degree of freedom into a pearsons r

I want to run a power analysis for a study using correlations between two continuous variables. Previous research with the variable I am interested in used a Kruskal-Wallis test to look at differences ...
8
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1answer
159 views

Two Sample chi squared test

This question is from Van der Vaart's book Asymptotic Statistics, pg. 253. #3: Suppose that $\mathbf{X}_m$ and $\mathbf{Y}_n$ are independent multinomial vectors with parameters $(m,a_1,\ldots,a_k)$ ...
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0answers
26 views

Calculate within and between group correlation

MY DATA: A surveys which contains 2 different questionnaires on the same subject which were taken by n=800 patients (i.e., timepoint) (#1 questionnaire: 5 questions which reach a total score of 0-42, ...
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1answer
178 views

K-Means Clustering using modified correlation (1 - pearson correlation coefficient)

I am trying to implement k-means clustering on a 6x6 data set that looks like this: 2 3 6 0 1 7 4 9 9 6 2 2 0 1 7 9 5 0 2 3 2 7 8 3 8 2 9 2 3 1 8 0 0 1 7 9 Using ...
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0answers
22 views

pearsons vs spearmans [duplicate]

-two sets of samples (n=10) for each. each set has one outlier. -input is log-transformed and pareto-scaled values of intensity levels of different metabolites in each of the 20 samples, as detected ...
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0answers
42 views

Pearson correlation with missing values

I am trying to correlate dendrochronological data with climate data. The first one is acquired directly from trees, the second one from various stations from around the world. According to the formula ...
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0answers
21 views

Confusion about Matthew's correlation coefficient being equivalent with Pearson's r

It has been suggested that Matthew's correlation coefficient (MCC) is actually the application of Pearson's r to binary variables (Relation between the phi, Matthews and Pearson correlation ...
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144 views

Why is Pearson Principal Component Analysis so much more common than Spearman or Kendall PCA?

As I understand it, Pearson PCA finds eigenvectors of the Pearson correlation matrix. The result is a coordinate system with dimensions that are linearly uncorrelated. But, a Spearman PCA does this ...
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50 views

Is Pearson Coefficient applicable to my data (mixed variable types)?

TL:DR is Pearson correlation acceptable for a binary variable? For my study I have measured and determined a "change in anxiety" in a group of students (the change has been found significant with ...