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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Remove column which has weak correlation between other

I have data set which contains 12 feature columns. The last one has Pearson correlations between 0.001 and 0.09. For Spearman and Kendall correlations are worth. Can improve the performance of ...
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11 views

Confuse about spearman or pearson correlation/ chi square test? [on hold]

If I'm stated of answer YES or NO answer about respondent opinion on differences between private and public school in terms of school syllabus, school environment, school performances, teacher ...
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2answers
126 views

Why is Pearson parametric and Spearman non-parametric

Apparently Pearson's correlation coefficient is parametric and Spearman's rho is non-parametric. I'm having trouble understanding this. As I understand it Pearson is computed as $$ r_{xy} = ...
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1answer
40 views

Making two vectors uncorrelated in terms of Kendall Tau correlation

Assume that we have two normalized $n\times 1$ vectors $\bf x$ and $\bf y$. In terms of Pearson correlation, these two signals are uncorrelated if ${\bf x}^T {\bf y} = 0$. Now, assume that ${\bf x}^T ...
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18 views

Does Pearson correlation need mutual rated items in collaborative filtering?

I am working on collaborative recommender system and for computing user x user similarity I use Pearson correlation coefficient. My recommender system works with movie ratings. I need to make sure I ...
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2answers
52 views

The meaning of scale and location in the Pearson correlation context

According to wikipedia, pearson correlation is scale and location invariant. Does scale refer to "variance" and location refer to "mean" ? Thanks.
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12 views

How to find anti-correlated subsequences in correlated time series?

Say I have two time series $X_t$ and $Y_t$ (with $ 1 \leq t \leq N$), which have a high positive Pearson correlation. Say I also have reason to believe there are subsequences $X_{tj}, Y_{tj}$ (where, ...
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1answer
43 views

Relation between $R^2$ and the covariate correlation matrix

I'm quite new to Statistics and I'm facing a problem. Is there any relation between $R^2$ and the correlation matrix of the covariates? A short example is (case with 2 covariates) : A7 ~ A1 + A2 ...
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65 views

Can we combine two groups to enhance power for analysis if there are no group differences on the variables?

I am reading a peer-reviewed paper on psychology and found the author use pearson r on sex (nominal variable): The correlation table And then the authors conclude no gender difference on all ...
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16 views

To obtain Pearson type III parameters and shift value

How to obtain Pearson type III parameters and shift value? I am using R and if you can give me an instruction, it would be helpful. I have used pearsonFitML function from PearsonDS package, but I can ...
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1answer
28 views

Is this the right way of finding the Pearson coefficient?

I want to see the effect of discounts on sales. The discount is always 100 off and occurs in select months. I want to see what effect the 100 discount has on sales. I found the Pearson coefficient to ...
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12 views

Standard deviation of squared sample correlation coefficient

Suppose I have two vectors of samples from Bernoulli random variables and I would like to compute (at least approximately) the standard deviation of the estimated Squared Pearson correlation ...
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1answer
109 views
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14 views

Assesing the probability of error of an estimate given the Pearson correlation coefficient

Let $X$ and $Y$ be two random variables with a Pearson correlation coefficient of $R>0$. Let $\{(x_i,y_i)\}_{i=1}^N$ be $N$ pair realizations of both random variables. Given $E>0$, what's the ...
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45 views

non normal data - bootstrap pearson r or kendall tau?

This may be a follow up on these questions: Pearson's or Spearman's correlation with non-normal data How robust is Pearson's correlation coefficient to violations of normality? ...
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1answer
69 views

Testing correlation and the t-statistic used in Simple Linear Regression

Given $H_0$ : $\rho=0$ and $H_A$ : $\rho\neq0$, we use the test statistic $t_{n-2}$ , which is $\frac{r\sqrt{n-2}}{\sqrt{1-r^2}}$. I have to show that $\frac{r\sqrt{n-2}}{\sqrt{1-r^2}}$ equals ...
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1answer
21 views

Elements of first list in Kendall must be ordered?

Two ways to execute a Kendall tau test (in R): ...
5
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2answers
70 views

How to get p-values or confidence intervals for pearson correlation coefficient when the sample is small and potentially non-Gaussian?

The p-values provided by the built-in Matlab and Pylab Pearson correlation functions are stated to be inaccurate for small sample sizes, or when the samples are not normally distributed. The python ...
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21 views

Correlation of two means, with known variance

I would like to estimate the correlation of two variables, A and B. For the first variable I have made three independent ...
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2answers
174 views

How to use Pearson correlation correctly with time series

I have 2 time-series (both smooth) that I would like to cross-correlate to see how correlated they are. I intend to use the Pearson correlation coefficient. Is this appropriate? My second question ...
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1answer
109 views

Correlation choice when attribute values are given in intervals

I am trying to find the correlation between two continuous variables but the values of one of them are originally given in intervals ([1-5] ,[6-9],...). What is the best approach to deal with this? ...
4
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1answer
37 views

Problem with Application of Pearson's Chi-Squared test

I'm using Pearson's chi-squared test to to compare the knowledge of two independent groups on knowledge about contact lens. But the number of respondents in group A is n = 200 and the number of ...
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0answers
63 views

Fisher exact test (9x2) vs pearson chi-square (SPSS)

I am doing one analysis where I have 9 different conditions and only two options as outcome. I have done a pearson chi-square test, and in some of the cases I violated the assumption that expected ...
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2answers
91 views

Cross validation with Pearson correlation coefficient - is testing one tailed enough?

My method of cross validation is to first split my sample into two sub-samples, with 80% respectively 20% of the observations, and then to correlate the predicted values of my model (created with the ...
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20 views

Correlation parameter with small nonlinear sample like hour / day of week?

I have a dataset of magnitudes Y which gives the scale / magnitude of some event. Each event is also timestamped: Y = [(time1,mag1), (time2,mag2),...] I want to ...
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1answer
74 views

Generate random correlated categorical variables

Lets say I want to generate 100 observations of 2 likert scaled, normally? distributed variables with 10 categories (1-10) and a pearson correlation of f.e. ~0.8. I am aware that using pearson ...
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1answer
53 views

Pearson Correlation has quizzy results

I investigated experiments with SPSS and following values were out. I have a question that in which case is possible to get Feature 1 in Group A+B as significant p<.05 while either Group A and B ...
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14 views

Should I use pearson correlation or MI test?

I'm relatively new to statistics hence my confusion. I am trying to measure the relationship between SMEs who do business in two markets and the level of tax compliance costs they face. The premise is ...
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1answer
13 views

Pearson Correlation of Device Values

I have a device which obtains velocity based values over a period of 1 minute (average). I also have another device with which I am comparing that device. Now the velocity values can be quite random, ...
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2answers
39 views

Student's test for correlation coef

In one of the articles I found such a statement: The significance of the correlation coefficient was then verified using Student's t test for independent variables Is this incorrect or did I ...
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31 views

Comparing two different questionnaires but both on a 5-point likert scale

I have three self-reporting questionnaires, all on a 5-point likert scale. Is it possible for me to use a Pearson moment correlation to compare the summation of measures between two questionnaires? If ...
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1answer
42 views

Why can't we add all the individual Pearson's $r$'s in a multiple regression and calculate $R^2$ based on this sum?

Why can't we add all the individual Pearson's $r$'s in a multiple regression and calculate $R^2$ based on this sum? Is there an easy mathematical explanation to this as $r^2$ is squared and don't add ...
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1answer
57 views

What is the relation between multiple-regression and pearson's r?

What is the relation between these two, not $r^2$, but Pearson's $r$ and multiple $r$?
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53 views

Cross-correlation vs. Pearson Correlation

In general terms, what is the difference(s) between cross-correlation with lag = 0 and Pearson correlation?
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102 views

Testing uniformity of data

I need to test if a vector of observed values are uniform distribution. Lets assume: This values are not a sample, but my entire universe. I have a dataset of 12000 observations, where most of the ...
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1answer
520 views

How to interpret Matthews correlation coefficient (MCC)?

The answer for the question Relation between the phi, Matthews and Pearson correlation coefficients? shows that the three coefficient methods are all equivalents. I'm not from statistics, so it ...
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182 views

How to determine the correlation between data sets with the same period but different sample rates?

I am trying to determine the correlation between two sets of data points which span the same time period (20 minutes) but have different resolutions. The first set was recorded at 1-minute intervals, ...
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33 views

Is the following statistical analysis valid/correct? And if so, what is it called?

I've used a method of statistical analysis based on my own insight to determine if age correlates with a variable X over time. Each participant has a different number of records for X with different ...
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1answer
50 views

Does the ratio fallacy apply when calculating a Pearson's correlation between one ratio variable and one absolute variable (no common term)?

Am I committing the ratio fallacy when I calculate the Pearson's correlation between a variable x/y and a variable z, with no common terms? I have found a similar question to mine here but the reader ...
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17 views

test multiple samples correlation

I have two samples with multiple variables. I compute pearson correlation coefficients between each variables pairs within each sample. How can I compare efficiently corresponding pearson coefficients ...
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64 views

Significance testing between two sets of Pearson's correlation coefficients

I have been reading through questions here to find an answer to my question but didn't find a satisfactory one. Here is my scenario: I have a system computing an algorithm on each of 100 units (so ...
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3answers
185 views

Correlation using Logistic Regression and Pearson

I am so sorry, I am beginner in statistic analysis, I have project using R to analyze the correlation between dependent variables and independents variables. In this case I have two dependent ...
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58 views

Point Biserial correlation coefficient in Java

I've recently installed Apache Commons Math library to help me with some basic statistics in my project. Basically, what I need is to calculate the correlation coefficient for 2 arrays, which I can ...
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21 views

Inter-rater reliability

Two raters have scored essays based on five criteria. I would like to calculate inter-rater reliability (IRR). Should I calculate IRR on each criterion or just the total score of five criteria? ...
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2answers
80 views

Next steps after obtaining a significant Pearson coefficient

Lets say I have an R value of .5 and therefore an $R^2$ value of .25, and a p value < 0.001. (All through the stock cor.test function in R). Is there a way to isolate those cases/observations ...
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19 views

Comparing two pearson coefficents w/ r^2

I have three variables, x,y, z. My sample n is about 17,000. My pearson coeficients & r^2: for x -> z it is 0.187, 0.034 for y -> z it's 0.311, 0.096 testing for significance, I receive a ...
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271 views

SPSS: Pearson's r not significant but confidence intervals do not include 0

I have calculated the value of Pearson's r between two variables in SPSS, two tailed. Sample size is 81. The r value is -.21. The p value is .06. When I compute the 95% confidence intervals using ...
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2answers
312 views

Correlation analysis: Spearman's $\rho$ is significant, but Pearson's $r$ is not - with likert scale

I am doing a correlation analysis testing summated likert scales. However, one of the correlation analysis shows an unsignificant pearsons r (p = 0.068), BUT spearman's rho is 0.044. What should I ...
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36 views

Can the formula developed by Olkin und Siotani (1964) also be used to compare correlations from Spearman's $\rho$ and Cramér's $V$

The followgin formula is normally used for comparing two Pearsons $r$ correlations: Can this formula also be used to compare correlations from Spearman's $\rho$ and Cramér's $V$?
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107 views

How to interpret Pearson's $r$, Spearman's $\rho$, Cramér's $\phi_{c}$ and Cramér's $V$ correctly?

Is it right that both Cramér's $\phi_{c}$ (and consequently Cramér's $V$ as well) are similar to the Pearson correlation coefficient, $r$, (and so, to Spearman's $\rho$) in its interpretation, as it ...