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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 ...
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 ...
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 ...
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?
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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-...
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 $X^2$: ...