# Questions tagged [correlation]

A measure of the degree of linear association among a pair of variables.

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### Electron-electron interaction term in Hatsugai-Kohmoto model [closed]

Hatsugai-Kohmoto (HK) model contains interaction between electrons that is not local in position, but is local in momentum space. Moreover, it is an interaction that conserves center of mass of ...
1 vote
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### Permutation testing: Which variable should be shuffled?

When conducting a permutation test, which variable should be shuffled? Let's say I have two variables X and Y, and my test statistic is the correlation coefficient between the two variables. To test ...
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### model.matrix correlations of discrete

I have the following full factorial design and I would like to evaluate the factors independency. ...
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### Nature of electron-electron interaction in Hatsugai-Kohmoto model [closed]

In Hatsugai-Kohmoto model of strongly correlated electrons, there is an interaction term that tells us that electron-electron interaction is local only in momentum space. After Fourier transform, we ...
1 vote
31 views

### Non-positive definite matrix problem for desired correlation structure

I want to derive a correlation matrix such that block1 is 0.1 within itself, block2 is 0.1 within itself and 0.7 with block1, and the remaining variables are 0.01 within itself and with other blocks ...
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### Why would quartile plotted against percentile not be a straight line?

In the famous Dunning-Kruger paper perceived and actual scores are plotted, with quartile on the x axis and percentile on the y axis. The message is the perceived scores, and the actual scores are ...
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1 vote
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### If there is a high correlation between two variables, should we expect the high linear regression coefficient?

I have a data set with multiple features, let suppose $x_1,x_2,x_3,x_4$ and my dependent variable is $y$, when I compute the correlation matrix for $y,x_1,x_2,x_3,x_4$ then imagine the correlation ...
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### What is the best way to represent Spearman’s correlation graphically?

For my thesis research I have to do Spearman’s correlation tests on a set of ordinal variables. I would like to represent the correlations graphically to include them in the report and give a clearer ...
• 101
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### statistical criteria for grouping questions in questionnaire data analysis and treat averaging the respond on these groups as continuous variable?

In questionnaire data analysis, if you as a statistician received data after designing and filling the questionnaire by respondents, and encounter pre-determined groups of questions that are claimed ...
25 views

### Change in Correlation after Imputation of Missing Outcome Data for Machine Learning Prediction Task

I am attempting to generate a predictive model for a continuous outcome using machine learning models. However, some observations in the original dataset have missing outcome data (and missing ...
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1 vote
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### Prediction based on correlation

I know -- correlation does not mean causation. However, I need a "best guess" estimate for the following scenario: Variable A = Starting Point: 4,5 (SD=0,5) Variable B = Starting Point: 300 (...
1 vote
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### Cross Correlation Techniques for Time Series Data [closed]

I am working with time series data and am currently using cross correlation on my data. I can use different techniques like spearman, pearson, and kendall. I was wondering if beyond that, there are ...
1 vote
21 views

### How to calculate the value (wind direction) of "maximal effect" in a linear-circular correlation?

I am trying to evaluate the effect of wind direction (circular variable) on a dependent linear variable. I have used circular-linear regression to find the correlation coefficient between the two ...
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### Correlation matrix from pairwise correlations with specified structure

I need to simulate multivariate normal samples with a pre-specified correlation structure. The structure is such that the bigger the (GPS) distance between two points, the smaller the correlation (...
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### Should p.values be adjusted when comparing correlations of differently sized groups?

I have performed a series of correlations between several variables (all of them are continuous). Some of these correlations were conducted with the entire sample (which is composed of two independent ...
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### How to interpret an autocorrelation function (ACF) plot of residuals? [closed]

I have an autocorrelation plot of residuals. Does it show correlation? It is for a time series with monthly data.
1 vote
50 views

### Difference between y against x, x^2 and sqrt(y) against x in a linear model

Suppose that we have a response variable y which is known to have a quadratic relationship with a predictor variable x. What are the differences between fitting a linear model of y against x and x^2, ...
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### Categorical variable to be predicted from continuous variables with an idea: "maximise boxplots distance"

I am not sure the title is easy to understand, but this is because I'm struggling to find out if my question is machine-learning related, or just correlation-related, or anything else. Context: I have ...
1 vote
9 views

### How to analysis the correlation of one value corresponding to multiple values

For example, there is a school teacher's answering score corresponding to multiple students' answering scores (which like 1 for unlikely, and 5 for very likely). For analyzing the correlation of this ...
31 views

### Point-Biserial Correlation vs Pearson's Correlation

I know that when looking at the correlation between a binary and a continuous variable we should use point biserial correlation. Today I was looking at some data and mistakenly used Pearson's. When I ...
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### How to find what categorical variables explain a continuous dependent variable?

I am currently working on a statistical analysis for a project, I have a dependent variable ($y$) that represents delays in days, it's continuous and take integer values. I also have a set of over 90 ...
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### Parametric or non-parametric if a variable is distributed normally and another non-normally distributed

I have 2 variables that I'd like to know if one (a concentration of a substance in a biological fluid) is dependent on the other (the percentage of inhibition of this fluid over the substance). I'd ...
1 vote
20 views

### Interpreting fisher’s Z transformation and correlations

Part of my planned analysis in a paper is testing the difference in strength of correlations between depression and other things like social relationships and quality of life. This test is set up with ...
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### Determine whether two binary sequences are correlated

I have two arrays of 2048 binary values (1 and 0) and I'd like to find out if their content can be considered correlated. I'd like to have less than 1:1000000 chance of a false positive in determining ...
23 views

### How to perform a breakpoint analysis on these two variables (Survey Score and Total # of Outages)?

Here is a snippet of the data: I believe both of these are discrete variables. I want to first determine if a correlation exists. Would I utilize Kendall’s Rank Correlation? Second, I want to create ...
1 vote
13 views

### Time series that are correlated in levels but not first differences

Is it correct to say that the two time series are correlated in levels, but not first differences? $$x_{t}=\phi t+u_{t}\\ y_{t}=\rho t+\epsilon_{t}$$ where $\epsilon_{t}$ and $u_{t}$ are mutually ...
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### Which correlation test should I utilize to compare score data and total number of an event?

I have two fields in my dataset. The first field has records that return a final score (0-5) from the customer. The second field has records that show the total number of customer power outages. I ...
13 views

### Multivariate Time Series Clustering with Affinity Propagation

I'm trying to implement the clustering procedure described in the paper that follows at the link https://www.hindawi.com/journals/wcmc/2021/9915315/, but I get to the algorithm 2 described and I get ...
I have two random variables $X$ (price of a commodity) and $Y$ (default rate of that commodity), that are correlated through $\rho$. $X$ follows a log-normal distribution and $Y$ has not enough ...