Linked Questions

0
votes
1answer
179 views

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
0answers
76 views

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 ...
139
votes
5answers
523k 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 ...
87
votes
5answers
78k views

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?
22
votes
6answers
16k views

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 ...
28
votes
3answers
5k views

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 ...
22
votes
1answer
15k views

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 ...
17
votes
2answers
1k 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 ...
10
votes
3answers
49k views

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 ...
5
votes
3answers
15k views

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 ...
10
votes
3answers
21k 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 ...
8
votes
2answers
21k views

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-...
5
votes
2answers
3k views

Pearson correlation between a variable and its square

Here is my R code to get familiarised with Pearson's correlation. I generate values of $X$ from 1 to 100, then find the correlation between $X$ and $X^2$: ...
3
votes
1answer
8k views

Whether to use Spearman's rho or multiple regression to examine relationship between two Likert scales?

I am doing my thesis and have absolutely no previous experience in statistics. I have constructed several Likert scales by forming composites scores each based on 4-6 items which tests the level of ...
3
votes
3answers
3k views

Measuring linear correlation of non-normally distributed variables

How can I measure linear correlation of non-normally distributed variables? Pearson coefficient is not valid for non-normally distributed data, and Spearman's rho does not capture linear correlation. ...

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