# Tagged Questions

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### Interpreting the results of a GLM with two non-ordinal and “correlated (not sure of the term)” explanatory variables

Consider this data that are created by the following ugly code: ...
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### Two highly correlated variables where both correlate with a third: Correlation and Causation

My question is certainly quite basic for statisticians! Let's suppose Var1 and Var2 are highly correlated with a poor $R^2$. ...
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### 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, ...
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### How is covariation and homoscedasticity related?

How is covariation and homoscedasticity related? In my lecture notes for stats class we're told that an assumption pf Pearons correlation coefficient is that covariation must be linear, which I ...
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### Non significant Pearson correlations included in hierarchical regression?

I would like to perform hierarchical regression in which all variables are based on previous research/theory. But when I perform Pearson correlations, I found that some variables did not correlate to ...
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### Helmert Transformations

Let $Y_f, Y_1,..., Y_n$ denote measurements taken from a father and his n sons. It is assumed that $Y_f, Y_1,...,Y_n$ have equal variance with father-son correlation $ρ_f$ and equal correlation $ρ_S$ ...
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### Does zero correlation between 2 differenced series implies no cointegration between original series?

The question is related to this one. In this question @mpiktas gives an answer on why checking correlation is not enough but the answer doesn't seem completely correct to me for the following reason: ...
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### what is $\rho$ in the equation $b = \text{Cov}(X,Y)/\text{Var}(X) = \rho \sqrt{{\rm Var}(Y)} / \sqrt{{\rm Var}(X)}$ in regression

$\rho$ here has been termed a linear correlation. Does this correlation imply a structural or population correlation between two variables X and Y ?
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### Non-stationary series keep close to each other but correlation between growth rates is ~0 - how is this possible?

I have 2 (monthly) time-series that look like this: Economical intuition suggests that they are positively related and I can see this on the plot but if I compute correlation between their ...
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### If betas of two stocks are exactly the same

This is a very basic question - If two stocks have the same beta over same time period, does it mean they are 100% correlated over that time period? Beta, in a CAPM framework is defined as Cov (R1, ...
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### Use of linear regression or logistic regression when testing conditioned group differences

Background I have a colleague interested in a particular disease and specifically if the continuous variable $X$ is different between controls and patients. Preliminary results suggest that patients ...
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### Should I use Pearson Correlation or Linear Regression to show the linearity of two sets of numbers？

I have two sets of acceleration data in terms of time. In one set the acceleration increases more linearily than another set. How can I show the linearity difference of the two set of data best? ...
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### Regression on Negatively Skewed Data

I am trying to explore the relationship between a customer satisfaction rating and a response time (in days). I have been using linear, logistic and quantile regression, to no avail. I believe the ...
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### What correlation makes a matrix singular and what are implications of singularity or near-singularity?

I am doing some calculations on different matrices (mainly in logistic regression) and I commonly get the error "Matrix is singular", where I have to go back and remove the correlated variables. My ...
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### Simulate dependent variable using a linear regression and a correlation coefficient [duplicate]

I create a vector $X$ with $n$ values and I would like to generate another vector $Y$ such as $Y = aX+b$ and add some noise to $Y$ through a given correlation coefficient (e.g. $r=0.8$). It is ...
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### How to interpret parameter estimates correlated with the intercept parameter estimate?

I have performed a regression in SAS and extracted the estimated correlation matrix of the parameters, which includes the intercept. One of my variable parameters has a strong correlation to the ...
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### What is the analysis techniques for comparing two sets of ratings

Say, I have collected 50 comments. For each comment, I am planning to get 10 ratings from non-expert raters for the following criteria: "interesting vs. not interesting". Based on the plurality of ...
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### Correlating two variables at different levels

Imaginary example, but should work well for the purpose of this question: I'm doing a simple linear regression (or a correlation, with 1 IV and 1 DV) for 2 variables, for example the number of steps ...
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### Regression with correlated explanatory variables

I have variables of the following kind (coded in R): ...
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### Impact of some dimensions of one construct on the another construct in a 2-construct model

I have made a model consisting of two constructs, say parents and children, each with several dimensions and set of items (variables). I have used a mixture of Exploratory Factor Analysis (EFA) and ...
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### Attempting to investigate a relationship between one variable and another that has three possible values

I'm looking to investigate the relationship between a series of variables on a recurring basis. One variable will always be the dependent variable, and will take three possible values: ...
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### What to do With Curvilinear Relationships?

If I have determined a curvilinear relationship between my dichotomous y and continuous x, what should I do before running a logit regression? Should I log transform my x variable, etc?
### $r^2 = 35\%$, $r = 0.59$ How does a (pro) statistician formally interpret this correlation? Strong? Weak?
For fun and amusement, you wonder how well student grades in Course 101 can predict scores in Course 102. So, you do a regression on grades from both classes. If you got an r = .59 with $r^2$ = ...