Questions tagged [coefficient-of-variation]
A measure of dispersion expressed relative to the mean, used for positive variables. Equals the standard deviation divided by the mean.
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R-squared and sample size
I was wondering if R-squared is affected by the sample size? Is adjusted R-squared also affected?
The reason behind this though is, that i have run a multiple linear regression on two samples. The R^...
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1answer
71 views
Standard Deviation (SD) vs. Coefficient of Variation (CV)
Which of the following two data sets is more dispersed? Assume that both data sets are normally distributed.
Data Set A: $\mu_A = 1$, $\sigma_A = 1$.
Data Set B: $\mu_B = 10$, $\sigma_B = 1$.
...
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3answers
101 views
What's the best method to measure relative variability for non normal data?
I have a set of data that states the volume required each month for the next 12 for 750 raw materials.
I would like to determine the variability in the demand for each material, and categorise the ...
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15 views
Methods to quantity the applicability of an regression to a larger population
Simple question I believe, but I am not as sharp on my stats as i would like to be. I have 66 items with a calculated value associated with them, due to data restraints I was only able to find a "...
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2answers
49 views
Comparing standard deviation with coefficient of variation
I have series A that is daily levels of a stock index, from which I calculate daily returns, then calculate the std dev of the daily returns, and multiply by (250)^0.5 to get annual std dev of returns ...
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10 views
How should I compare variability across repeated measures in a single trial vs variability across measurements across repeated trials?
I have collected some data from different subjects in 2 different ways. In the first way, each subject performed one long trial, I segmented the data captured and and calculated a variable value for ...
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1answer
43 views
Standard Error over the mean: a valid 'modified coefficient of variation'?
At my work, we have used a 'modified Coefficient of Variation', defined as the Standard Error over the mean, and I wanted to ask if there is any statistical justification for this. We are interested ...
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22 views
Coefficient of variation and residual standard deviation
From my knowledge, coefficient of variation and residual standard deviation are highly correlated. Such that if we find a significant change in one, we will find a significant change in the other. In ...
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24 views
is coefficient of variation better measure of highly variable features?
I am trying find highly variable features (genes in my data) for downward consensus clustering analysis. I have used variation, median absolute deviation and coefficient of variation (CV) for finding ...
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199 views
ANOVA on time series Data
I’ve been dealing with this problem for quite a time. I’m running an experiment with plants growing them with Compost A and Compost B. I’ve been measuring the pH each day at the same time and keeping ...
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1answer
513 views
Is there an R function that performs LASSO regression on multiple imputed datasets and pools results together?
I have a dataset with 283 observation of 60 variables. My outcome variable is dichotomous (Diagnosis) and can be either of two diseases. I am comparing two types of diseases that often show much ...
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38 views
Calculating the probability of exceeding a given return
I have calculated the return of an investment with cost and benefit data as 80% with a 4.6% coefficient of variation. However, I need to carry the analysis further by calculation the probability of ...
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coefficient of variance's significance
As far as I know, the coefficient of variance (CV) is used for measuring consistency of any variable. But should one always depend on CV for taking decisions, especially when means the are different?
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1answer
252 views
Can coefficients of variation be compared if the samples differ in size? [closed]
I have to do a study for trying a sanitary product that has an acceptance criterion for the %CV repeatability and %CV reproducibility of the measurands. The acceptance criterion of the performance of ...
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148 views
comparing two sets of coefficient of variation values
I have two sets of coefficient of variations (cv):
ste1 = c(cv1, cv2, ..., cv15)
set2 = c(cv1, cv2, ..., cv15)
how can I compare set1 with set2? which test should I apply?
I know that if I want to ...
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1answer
187 views
Robust analogues of Mean, CV and Skewness
I need to characterize the mean, CV and skewness of my observed data (it is gamma-like distributed). This data is an artifact (outliers) enriched, so I decide to use robust statistics: median, ...
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1answer
646 views
How do I calculate the average coefficient of variation?
I'm a biochemist and I usually compare the variability of my measurements in terms of coefficient of variation (CV) since I can "visualize" the deviations more easily in terms of percentages deviation ...
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67 views
How to compare mean and standard deviation of two different spatial distance calculations?
I am calculating spatial distances between two 3D datasets formed by xyz points in two different ways:
In the one way I am calculating the shortest distances between each point in dataset A (red ...
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15 views
significance testing of unequality of coefficient of variation in multiple samples
I'm performing a study on inter-doctor variation. For that, I'm studying a diagnostic instrument that has around 100 items that all have to be rated. Some are dichotomous, some ordinal. Several ...
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Model the CV of response variable as a function of CV of predictors
Suppose I have a big county that has 10 farms. In the county, the planting of a crop could happen between March to April. I collected for a given year, the planting date of a crop across the 10 farms ...
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14 views
Distribution of extremes of measurments considering repeated measures
I'm working with measurements for a large sample set and need to quantify the expected extremes. The measurements obviously have some degree of random noise simply in the measurement itself (for the ...
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1answer
91 views
Using coefficient of variation in lab testing
In order to determine the accuracy of a specific method, I need to determine if the results are statistically precise. In the example below, I am taking a sample from 7 individuals and running their ...
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801 views
Inconsistency between coefficient of variation (CV) and geometric CV
Geometric CV seems to be an appropriate measure for log-normalized data. Also, according to the discussions mentioned in theorems 1 and 2 of here, it seems to me that CV and geometric CV are both ...
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Can I compare the average coefficients of variation?
I have two datasets. The first shows a populations choices for mode of transport (3 modes) in 6 different areas. The second shows the same populations responses to concerning attributes (13 ...
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28 views
Coefficient of variation for nonparametric data [duplicate]
Is it appropriate to use the coefficient of variation (CV) for non-parametric data?
I'm not sure whether it is appropriate since you use the mean of the data to calculate it together with the SD. ...
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42 views
Generalised coefficient of variation?
Consider the CV for a given random variable $X$:
$$ CV_X = \frac{\sigma_X}{\mu_X}$$
Now, say I also have random variable $Y$. Let us define:
$$ CV_{X,Y}= \sqrt{\frac{\text{Cov}(X,Y)}{\mu_X \mu_Y}} $...
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dependency of the deviation to the measurement level: how to test normality?
A machine measures the height of some plants. In the context of industrial quality procedures, we repeat the same measurement Hi 10 times and expect the ...
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13 views
How to compare two distribution where each point is not from a independent sample
columns are samples and rows are genes. There are two groups.
I calculated coefficient of variance (CV) for each group so for each gene there are two CV one for group A and one for group B. I ...
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1answer
27 views
What does the author mean by “scaled version” of standard deviation?
I was trying to understand how to use XYZ analysis when I came upon this article. The author says that using coefficient of variation of an item (which is a ratio of standard deviation and average ...
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1answer
68 views
Coefficient of variation values?
I'm doing an assignment on which I'm analyzing a data sample of roughly 1400 soccer players from Europe and I'm not sure how to interpret the coefficient of variation, to be honest.
For instance, ...
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0answers
45 views
How to compare annotations by two groups?
I have two groups of test persons that manually created multiple annotations for different underlying, unknown values (each person created multiple annotations). I'd like to find a statistical test ...
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1answer
93 views
Comparing variability of measures across time
I am working with some data where I have measurements for two outputs (Output A and Output B) for 5 participants in an experiment. Each of the 5 participants have both their Output A and Output B ...
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19 views
Coefficient of Variation across Prediction Intervals
I've run into an odd problem that I have a simple answer to but would like to know if there's something deeper to it.
I have a data set with 7 observations, each with 2 variables (X,Y). I then run a ...
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53 views
Handle data with high variation
I'm analyzing som product data that shows sells over the past day, week and month. In some cases I have a very high number but in most cases this number is quite low, and this is affecting quite a lot ...
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“covariance” , “covariate”, “coefficient of variance”?
Could you please explain what is the difference of these "covariance" , "covariate", "coefficient of variance"?
I would appreciate example from biology if possible
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527 views
Relative Standard Deviation (RSD) of more than 100%
Relative standard deviation (RSD) is defined as:
$$
RSD = \frac{100 \times s}{\overline{x}}
$$
where $s$ is the standard deviation and $\overline{x}$ is the mean.
How should a RSD of 170% for a ...
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Is there a statistic or metric that measures variation (or deviation from mean) in a time-dependent manner?
I am evaluating two time series. One has a larger Coefficient of Variation (CV) than the other. But I have also noticed that one of the time series has longer consecutive deviations from the mean. ...
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What is the proper method for calculating the Coefficient of Variation of a rate?
I have been asked to evaluate the variation between movement rates of fish within different systems (rates are in km/day). I have between 25-100 samples in each system. I understand that when ...
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2answers
77 views
Is coefficient of variation appropriate here?
I am in charge of a large number (100+) of batch computing processes and I am looking for a way to quickly identify which of the processes are 'healthy'.
The processes run every day and a duration ...
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484 views
Is a gamma distribution adapted when the coefficient of variation is roughly the same across observations?
Each observation is a distribution of values. Computing the mean $\mu_i$ and standard deviation $\sigma_i$ for each observation $i$ showed that the coefficient of variation (CV) is roughly constant ...
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190 views
How to compare coefficients of variation for lognormal data?
I want to compare the variability of two log-normal samples. They are being summarized as Coefficient of variations (CVs) and I want to test if one sample's CV is different from the other's.
To ...
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621 views
Alternative for coefficient of variation due to negative observations
I have several measurements of trees over time (different vegetation indexes).
Each measurement is in a different scale, some also include negative values (e.g. NDVI).
I need to compare the ...
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1answer
573 views
Reproducing Feltz and Miller's (1996) “Asymptotic Test for the Equality of Coefficients of Variation from K Populations”
I'm trying to compute the D'AD test statistic described in Feltz and Miller's (1996) Asymptotic Test for the Equality of Coefficients of Variation from K Populations. I'm attempting to use to R ...
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44 views
Different sample size calculations for variable and 1-variable
I am trying to use coefficients of variations ($CV$) to calculate sample size necessary to detect a difference of means ($\mu_0$ vs. $\mu_1$) for a variable that takes on values $x_i \in [0,1]$. I ...
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1answer
1k views
Coefficient of Variation with Population Median
I have 2 non-normal population datasets where the median is a better measure of central tendency.
To compare the spread of these 2 populations, can I calculate the coefficient of variation (CV) with ...
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1answer
1k views
Comparing coefficient of variation
I have three sets of data sets each 10 to 20 data points. I want to test if the coefficient of variation is the same across all the sets. Please suggest relevant methods.
I came across papers by ...
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72 views
Including the variation within a sample when comparing between samples
I want to include the variation within a sample when analysing the variation between samples.
Say I have sample A, B, C.
Sample A was analysed three times with the values: 2398, 2383, 2411
Sample B: ...
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1answer
3k views
Good ICC, bad CV or vice-versa, how to interpret?
I am studying the reproducibility of different methods using the Intra-Class Correlation (ICC) and the Coeficient of Variation (CV). Some methods are presenting an excellent ICC (~.90) and a poor (for ...
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1answer
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Coefficient of variation of correlation values
I have the following problem that I am not sure of whether I treat it correctly:
I run repeated simulations, where the output of a single simulation replicate is a single correlation value. The ...
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43 views
How do I calculate the cv for observation errors from a time series of actual values and a time series of values with observation error?
I have a time series of actual values.
I also have a time series consisting of values with observation error.
Assuming that the observation errors are normally distributed, independent of one ...
