Linked Questions
155
votes
8
answers
304k
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Pearson's or Spearman's correlation with non-normal data
I get this question frequently enough in my statistics consulting work, that I thought I'd post it here. I have an answer, which is posted below, but I was keen to hear what others have to say.
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- 45.7k
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
55
votes
4
answers
14k
views
Fast linear regression robust to outliers
I am dealing with linear data with outliers, some of which are at more the 5 standard deviations away from the estimated regression line. I'm looking for a linear regression technique that reduces the ...
- 3,284
38
votes
3
answers
18k
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How do the Goodman-Kruskal gamma and the Kendall tau or Spearman rho correlations 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 ...
- 570
18
votes
5
answers
2k
views
What regression/estimation is not a MLE?
I just rigorously learned that OLS is a special case of MLE. It surprises me because the popular and "reliable" sources such as researchgate and this do not mention this most important connection ...
- 885
12
votes
2
answers
32k
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Is it "okay" to plot a regression line for ranked data (Spearman correlation)?
I have data for which I calculated the Spearman correlation and want to visualize it for a publication. The dependent variable is ranked, the independet variable is not. What I want to visualize is ...
- 602
5
votes
1
answer
13k
views
transformation to normality of the dependent variable in multiple regression
Is it really important to normalize dependent variables in multiple regression or are there any exceptions?
My model is providing better results with more significant hypothesis when the DVs are not ...
- 69
10
votes
3
answers
598
views
How to motivate undergrads to take an Intro to Math Stats course
How would you motivate an undergraduate student to take an Introduction to Mathematical Statistics course, if they know that much of their time will be spent proving results they've already seen in ...
10
votes
2
answers
6k
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Is parametric equivalent to linear?
Some supervised learning techniques, such as GLM (e.g., logistic regression), are linear and parametric. On the other hand, one of the claimed advantages of nonparametric supervised learning ...
- 6,217
6
votes
2
answers
5k
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 $X^2$:
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- 61
4
votes
1
answer
2k
views
What are the general methods for parameter estimation in statistics?
I have a task to estimate the probability of evolution selection of a given node.
The only parameter estimation method I can think of is using the law of large numbers, i.e., use the proportion to ...
- 489
4
votes
1
answer
2k
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Other ways to find line of "best" fit
The most common methods I've seen to find a line of best fit are Least Squares regression and median-median. Are there other good ways? Is there a way to minimize the absolute value difference and ...
- 41
4
votes
2
answers
717
views
How to calculate Hodges-Lehmann estimator of slope in rank regression?
Suppose we have $n$ paired observations $(x_1,y_1),(x_2,y_2),\ldots,(x_n,y_n)$, where $y$ is the response variable and $x$ is the covariate. Consider a simple linear regression model $$y_i=\alpha+\...
- 11.6k
6
votes
1
answer
272
views
Are prediction and distribution-fitting ever not the same thing?
Intuitively, it seems to me that, if one is able to make accurate predictions about a variable, then one has also (perhaps implicitly) produced a good estimate of its marginal or conditional ...
- 12.8k
0
votes
1
answer
2k
views
How to represent a Spearman correlation with a line?
Working in health science research. We have generated correlations between two variables. This is the amount of two proteins in the system.
I wanted to make a straight line with slope, but the values ...
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