The rank-correlation tag has no wiki summary.
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1answer
102 views
Understanding the p-value in Spearman's rank correlation
I have some pairs of datasets (n=200 or thereabouts), of samples which are non-negative and not normally distributed. I think these pairs of variables are related, ...
2
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1answer
82 views
Canonical correlation analysis with rank correlation
Canonical correlation analysis (CCA) aims to maximize the usual Pearson product-moment correlation (i.e. linear correlation coefficient) of the linear combinations of the two data sets.
Now, consider ...
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0answers
24 views
How to prove that the east teams are higher in the ranking that west or vise vera?
If we want to compare the rankings of teams that are from east or west, how can we show that east or west have higher rankings than other?
Example
...
1
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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 ...
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50 views
Comparing the relationship between two sets of data where the one of the sets has more values than the other
I am working on a questionnaire with which I am supposed to find the relationship between one parameter and the other parameters, but the stationery parameter has six values and all the others have ...
2
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1answer
119 views
Choosing the right correlation coefficient
Let $X \in \{0,1\}^{n \times m}$ be a matrix with $n,m \geq 600$.
I want to calculate the correlations between the columns of the matrix $X$. To be more precise, I need the correlation matrix $C \in ...
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2answers
193 views
How to test for a monotonic relationship between two variables, without assuming a specific functional model?
I'd like to test the hypothesis that there is a monotonic relationship between two variables, without assuming a specific model. What is the most robust (i.e. lowest probability of type-II error) way ...
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0answers
206 views
Are random variables correlated if and only if their ranks are correlated?
Assume $X,Y$ are continuous random variables with finite second moments. The population version of Spearman's rank correlation coefficient $ρ_s$ can be defined as the Pearson's product-moment ...
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0answers
141 views
Rank Correlation Statistics Comparison
I am trying to understand the relative behavior of the following rank correlation statistics:
Spearman coefficient
Kendall Tau / Concordance percentage
Normalized Gini coefficient (area under curve ...
2
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0answers
49 views
Relative scoring system without much effect from outliers
I am trying to assign scores to phone's specifications to calculate a final rating score for each phone. However, when I was scoring based on megapixels. I found that one of the phones 'A' has a 41MP ...
0
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1answer
445 views
Beginner's question—Dealing with ordinal data (scoring of a medical effect)
I'm a biology PhD student dealing with ordinal data (scoring of a medical effect: 0–3 points) for the first time and I'm looking for information regarding differences in treating ordinal numbers in
...
1
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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 ...
1
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1answer
466 views
Calculating statistical significance between dependent Spearman coefficients
I have a set of scores on a specific dataset given by human evaluators, let's call it HJ. I also have the scores of two computer models on the same dataset, let's ...
3
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1answer
972 views
Spearman's rank correlation for a beginner: Sample size and Interpretation
I am a computer scientist performing research, which includes calculating the Spearman rank correlation of two lists, one ranked by a human, another by a computer program.
I have the following ...
2
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1answer
286 views
How to combine many Goodman-Kruskal gamma measures?
I have 5 samples (from the same population). I want to calculate the Goodman-Kruskal gamma ($\gamma$) for the population, based on the gamma of the 5 samples ($G_i$).
Each data has 2 ordinal ...
2
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0answers
223 views
Comparing entries in correlation matrices
I am trying to compare entries in a 10x10 Spearman correlation matrix to determine whether one entry is closer to another entry than it is to a third entry.
The caveat is that I actually have 1000 of ...
2
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1answer
530 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 ...
1
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0answers
53 views
What is the best way to treat popularity for ranking?
I have items for purchase and I have statistics how much each were purchased. I want to use this amount for ranking them. The simple guess is to ...
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2answers
566 views
How to analyze responses to a survey involving rating 5 factors on a scale of 1-100? [closed]
I am conducting a survey where I ask respondents to rate five factors on a scale from 1 to 100 on how much the factor affects an individual's perception of the value of a particular product.
How can ...
5
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1answer
1k views
How does the Goodman-Kruskal gamma test and the Kendall tau or Spearman rho test compare?
In my work, we are comparing predicted rankings versus true rankings for some sets of data. Up until recently, we've been using Kendall-Tau alone. A group working on a similar project suggested we try ...
3
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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 ...
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2answers
2k views
Significance test on the difference of Spearman's correlation coefficient
(Thanks a lot for the quick responses! I did a poor job of asking the question, so let me retry.)
I do not know how to find out whether or not the difference between two Spearman's correlations is ...
9
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2answers
449 views
Which robust correlation methods are actually used?
I plan to do a simulation study where I compare the performance of several robust correlation techniques with different distributions (skewed, with outliers, etc.). With robust, I mean the ideal case ...
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0answers
384 views
How do I compare individual likert scale items
I am looking to compare individual likert scale items.
I measured respondent's level of agreement (in a 5 point-scale) for several items (e.g. from 1 to 5 how much is A competent to treat your ...
2
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1answer
205 views
How to analyse a study looking at relationship between one set of five items (predictors) and a second set of five items (outcomes)
My study is about customers’ perception of the effectiveness for a Malaysia corporate Weblog. In my study, customers’ perception of the effectiveness defined as perceived ease of use, perceived ...
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0answers
83 views
Is there an equivalent of ARMA for rank correlation?
Hi
I am looking at extremely non linear data for which the ARMA/ARIMA models do not work well. Though, I see some autocorrelation, and I suspect to have better results for non linear autocorrelation.
...
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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 ...
