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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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47 views

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^...
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: $\mu_B = 10$, $\sigma_B = 1$. ...
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 ...
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 "...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
95 views

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? ...
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 ...
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 ...
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, ...
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 ...
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 ...
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 ...
14 views

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 ...
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 ...
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 ...
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 ...
97 views

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 ...
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. ...
42 views

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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. ...
94 views

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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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: ...
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 ...