Linked Questions
51 questions linked to/from Pearson's or Spearman's correlation with non-normal data
3
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3
answers
2k
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Pearson or Spearman? [duplicate]
After using the Shapiro-Wilk test for Bivariate Normality, I found different values of p. For the ones which were p<0.05 I used Spearman and the ones which were p>0.05 I used Pearson. Is it the ...
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0
votes
0
answers
4k
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How outliers can effect the correlation results (Spearman and Pearson)? [duplicate]
How outliers can effect the correlation results (Spearman and Pearson)?
I have two series of data. The source of the data are different but both are temperature that are measured by different ...
- 71
0
votes
1
answer
227
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Pearson's test of Correlation or Spearman's test? [duplicate]
I want to conduct a correlation analysis between two continuous variables. The first variable is age and second one is number of relapses. The age is non normally distributed, whereas the number of ...
0
votes
0
answers
111
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How to measure and interpret correlation between non-normal variables [duplicate]
How should I measure correlation between, for example, population size or crossover probability and time ?
Pearson coefficient seems like an obvious choice. However my data do not follow normal ...
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162
votes
5
answers
637k
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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 ...
user3636
104
votes
6
answers
100k
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Kendall Tau or Spearman's rho?
In which cases should one prefer the one over the other?
I found someone who claims an advantage for Kendall, for pedagogical reasons, are there other reasons?
- 21.9k
24
votes
6
answers
23k
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PCA of non-Gaussian data
I have a couple of quick questions about PCA:
Does the PCA assume that the dataset is Gaussian?
What happens when I apply a PCA to inherently non-linear data?
Given a dataset, the process is to ...
- 1,200
28
votes
3
answers
7k
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If linear regression is related to Pearson's correlation, are there any regression techniques related to Kendall's and Spearman's correlations?
Maybe this question is naive, but:
If linear regression is closely related to Pearson's correlation coefficient, are there any regression techniques closely related to Kendall's and Spearman's ...
- 3,979
25
votes
1
answer
18k
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What could cause big differences in correlation coefficient between Pearson's and Spearman's correlation for a given dataset?
The Pearson's coefficient between two variables is quite high (r=.65). But when I rank the variable values and run a Spearman's correlation, the cofficient value is much lower (r=.30).
What is the ...
- 1,229
17
votes
2
answers
2k
views
Why is Pearson's ρ only an exhaustive measure of association if the joint distribution is multivariate normal?
This assertion was raised in the top response to this question. I think the 'why' question is sufficiently different that it warrants a new thread. Googling "exhaustive measure of association" did not ...
11
votes
3
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Spearman's or Pearson's correlation with Likert scales where linearity and homoscedasticity may be violated
I am wanting to run correlations on a number of measurements where Likert scales were used. Looking at the scatterplots it appears the assumptions of linearity and homoscedasticity may have been ...
user3958
8
votes
3
answers
26k
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Is it logical to use correlation between percentages
I have two variables: the number of employees who work from home in the firm and the number of independent contractors in the firm - and I have this data for 70 firms.
I am trying to determine what ...
- 81
22
votes
1
answer
4k
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How to understand the correlation coefficient formula?
Can anyone help me understand the Pearson correlation formula?
the sample $r$ = the mean of the products of the standard scores of variables $X$ and $Y$.
I kind of understand why they need to ...
- 321
13
votes
2
answers
25k
views
Taking correlation before or after log-transformation of variables
Is there a general principle on whether one should compute pearson correlation for two random variables X and Y before taking their log transform or after? Is there a procedure to test which is more ...
- 3,333
9
votes
3
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29k
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Reporting coefficient of determination using Spearman's rho
I have two non-normally distributed variables (positively-skewed, exhibiting ceiling effects). I would like to calculate the correlation coefficient between these two variables. Due to the non-...
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