Questions tagged [correlation]

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

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Relationship of Conditional Correlation Matrix to Conditional Covariance

If the correlation matrix, $\Sigma_{Corr}(X)$, is related to the covariance matrix, $\Sigma(X)$, by the following relation: $\Sigma_{Corr}(X) = (\text{diag}(\Sigma(X))^{\frac{-1}{2}}\Sigma(X)(\text{...
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Correlation of a poisson RV and binomial RV

My problem is something like this problem We have $ X = Pois (\lambda)$ and $Y|X = binom (X , p)$ Where p is a known constant. And I want to calculate the correlation of $X$ and $Y$. I read the ...
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How to simulate dichotomous survey responses such that all possible response patterns are included and all inter-item correlations are positive?

I am trying to simulate 1,000 datasets of 10,000 simulee responses to a 10-item survey (yes/no questions). These datasets should meet two requirements: 1) there needs to be a random number of simulees ...
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how can I permute an uncorrelated sample matrix into a correlated sample matrix?

I have obtained an M×N sample matrix(called A) from N variables. Each variable is sampled separately by its marginal distribution. So there is no correlation between each column of this sample matrix. ...
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Addition or subtraction of lag terms in the autocorrelation expectation formula?

I have some confusion about autocorrelation. In my notes I have defined, $$r[k] = E[y[n]y^*[n-k]]$$ Is this the standard way of writing autocorrelation? What are conditions such that $r[k] = r[-k]$?...
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is it correct to use a Pearson correlation test on transformed data (log, boxcox)

I am trying to study the correlation between 2 variables non-normally distributed. These are the values (n. 134) of measured level of a substance (bisphenol A) in urine in mothers and relative ...
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Use of correlations between predictors

How is the correlation between two predictors in a data set to be interpreted if there are numerous predictors in the data set? When calculating this correlation in a naive way by just considering the ...
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pingouin rm_corr for repeated measure ordinal data in python?

I have a similar situation to this question: Repeated measure correlation in Python Where I have repeated measures from participants since they fill out a questionnaire each day. I can use pingouin'...
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Correlation between continuous and categorical variables [closed]

I need to measure the strength of correlation between two variables, one continuous (can assume to be normally distributed), the other categorical. Then if the values are normal and evenly ...
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Correlation among variables-generating function

I have three independent variables and want to have a mathematical equation relating them and the dependent variable. I am assuming the (number of calls)/(total products sold) to be dependent variable ...
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Auto-generation of function using multiple variables [closed]

I have three independent variables and want to have a mathematical equation relating them and the dependent variable. I am assuming the (number of calls)/(total products sold) to be dependent variable ...
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Is it possible to convert a logistic regression coefficient onto the same scale as a Pearson correlation?

Background I have recently conducted a meta-analysis in the realm of clinical epidemiology using a multilevel logistic regression model. I fit the model in R using the brms package, with the ...
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How to derive p value of whether there exists a difference (given before and after correlation, averages, and standard deviations)?

I am trying to solve the following question: A chemical refining process is monitored before and after the plant is shut down and cleaned. At 40 randomly selected outputs, before cleaning, ...
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Correlation matrix: decline in correlation

I performed a correlation matrix with Python. The following variables were included total_equity,net_income,...
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'rma.mv' function output- fisher Z or raw correlation

I would like to ask a question regarding the output of the rma.mv function. I had raw correlations which I transformed into Fisher's Z correlations using the 'escalc' function. Then, I performed a ...
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Need to rank all variable for Spearman's rho?

I have decided to use spearman's rho for the correlation of my paper since whatever I do with my dependent variable, it doesn't turn normal. I read that spearman (also Kendall) can be used with ...
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How can I compare win results to a roster value for sports team? [closed]

Given two sets of numbers, one is an roster score 0-100, the other is amount of wins 0-16. IE, Atlanta 50 roster, 8 wins. I have this data for an entire league(32 teams) and I want to see what ...
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Relationship between change in one variable in relation to another

I have on variable that is number of visitors. I am trying to investigate if a recent increase in another variable has caused or related to an increase in the number of visits. I have run some ...
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Fisher transformation

I am currently working with panel data, namely its correlations. The data is three-dimensional. I am looking for a way to aggregate the correlation coefficients. I found a model which uses the Fisher ...
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Carrying out correlations tests (Pearson/Spearman) between variables with repeated measures [closed]

I have a set of users, each one described by a vector of real values in the range [0;1]. E.g. user 1 is described as [0.2,0.4,0.8] where each entry is associated with columns c1,c2,and c3. I also ...
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Comparing Modelled/sampled distance time graphs

I am comparing the journey times of modelled vs observed of vehicles along a set of roads. Usually this would be done visually but obviously the line will always be biased to appear to be correlated ...
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Relationship of two variables over multiple time points

I am very inexperienced with statistics, so any help is appreciated! I would also greatly appreciate any recommended reading as well. We have a cohort of 10 subjects, whom we have looked at two ...
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Single-pass computation of weighted Pearson correlation coefficient

The Pearson correlation coefficient for two sets $X=\{x_1, ..., x_n\}$ and $Y=\{y_1, ..., y_n\}$ with cardinality $n$ is given by $$ \rho = \frac { \mathbb{cov}(X, Y) } ...
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How is clustered data and correlated data related?

I am confused about the connection between clustered data and correlated data. Let's say we have a two-level data where level 1 refers to students and level 2 refers to schools. I assume we can also ...
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Seemingly arbitrary upper bound on correlation between two binomials

I know I'm doing something wrong, but I cannot find what it is, although it's a rather simple deduction. The context is genotypes as binomial random variables, but I managed to express the problem in ...
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How to test whether a correlation is equal to 1?

I am interested in an inferential test available in R which tests whether Pearson's $r = 1$ instead of whether $r = 0$. It would be good if the test allowed the correlation matrix and number of ...
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Correlation matrix categorical variables

What is the correct way to build a correlation matrix with only categorical variables? And in the case of a mix between categorical and continuous? In the case of only continuous variables Pearson ...
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How to interpret the relationship between MI score and correlation score [closed]

I am confusing about the relationship between MI score and correlation score. I've searched for some information and know that: ...
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Should items with low intercorrelation be removed before EFA to avoid many items with low communalities?

I am attempting Exploratory Factor Analysis (EFA) in R, using principal axis factoring in the psych package. Background: 221 participants indicated the extent of their agreement on 61 statements, ...
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How do I interpret the results of this SPSS paired samples t test?

Paired samples statistics (table 1): pretest score mean= 41.6667, post test score mean= 93.3333, N=3 Paired samples correlations (table 2) Correlations= -.277 , Sig.=.821 Paired samples Test (Table ...
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Transfer entropy and the sign of relationship

Transfer entropy (TE) measures the amount of directed transfer of information between two random processes, $X$ and $Y$. In other words, through the TE we can quantify the amount of information that ...
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Using Pearson correlation coefficient in sparse data

I have been using the cor function in R to compare correlation between my variables. The data did pretty poorly with 2/3 of them having a correlation close to 1 with some other variable. However the ...
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Substituting correlated predictors with an interaction term

Assume you have a linear model with two predictors $y = \beta_0 + \beta_1x_1 + \beta_2x_2$ and you find out that $x_1$ and $x_2$ are correlated and VIFs are over 5. I read that you can remove the co-...
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“Associative” Correlation

For 3 random variables, $X,Y,Z$ all with zero mean If $E[XY]\ne0$,$E[YZ]\ne0$ then can we say $$E[XZ]\ne0$$ Alternatively $E[XY]=0$,$E[YZ]=0$ then can we say $$E[XZ]=0$$ Or even $E[XY]=0$,$E[YZ]...
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What exactly is the test called for the significance of a correlation?

I am not sure if it even has a name, but when we look at the p-value for example from scipy.stats.pearsonr what is the test name that is used to test for the null ...
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There is a known Pearson Correlation between $X$ and $Y$, and there is a perfect rank correlation between $Y$ and $Z$, what is cor(X,Z)?

This is a problem that has arisen in building a simulation model. I want to control the marginal distributions of two random variables $Z$ and $X$, and separately control their (positive) correlation. ...
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Correlations between distance matrices with multiple factors

I have some data for the relatedness of different individuals, the distance between them and whether they belong to the same group. I want to know: is there a significant effect of group identity on ...
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Interpretation of scatterplot of rank of variables

I am unsure how to interpret the second of two scatterplots I created. The first scatterplot shows a slight negative correlation between the variables (n=14, population not sample). This ...
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How do I understand “Ballentine” diagrams of variance for a univariate OLS regression?

I recently learned about the use of Ballentine [sic] diagrams to illustrate some principles of linear regression. There appear to be a few different implementations of this principle. Notably, in some ...
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Error-bars on split half reliability

Say I administer a test to 30 students. I randomly divide the test questions into two parts and score each half for each student. I then calculate the correlation coefficient between scores on each ...
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How to generate a vector that has zero correlation with another vector (in R)?

Suppose I have a vector v1 with values in the set {-1,0,1} ...
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Why is my correlation matrix dropping that many NA?

I am trying to build a correlation matrix among documents per topic on a Latent Dirichlet Allocation model by text2vec, getting a doc_topic_distr matrix like below, with only first 5 documents, it's a ...
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Interpreting a significant correlation in a small sample

I found a correlation between two variables: Variable A is dichotomous, with values 1 and 2 (for yes/no) Variable B is continous (score, 0 - 50) They correlated with each other. However, my sample ...
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Covariance/Correlation of Multivariate Normal

Suppose $\mathbf{Y} = (Y_1, \dots, Y_n)'$, where $\mathbf{Y} \sim N(\boldsymbol{\mu}, \boldsymbol{\Sigma})$. I'm interested in the details of how one goes about finding $$\text{Corr}(Y_i, E[Y_i|\...
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Correlation vs Lasso for Feature Selection

I read from literature that the following two methods can be used for feature selection prior to model development: 1. Correlation factor between target and feature variables (select those features ...
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Correlation vs Regression

I am a physician and I'm always in doubt when I need to use a regression model. I have 92 samples and for each one I have the gene expression levels of 50,000 genes. I performed a correlation test ...
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What is the relationship among MAPE, coefficient of variation andcorrelation coefficient?

I’m doing some regression tasks and I was confused by the relationship among MAPE(mean absolute percent error), coefficient of variation and correlation coefficient. Fortunately, I found similar ...
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What is the correlation between two durations or intervals?

How can I calculate the correlation between two duration? (Or should I calculate them differences in time series as in the links below?) For simplified example I have a dataset that is a bunch of ...
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Correlation Between Surfaces

Suppose I have a set of data that defines a three dimensional surface for each point in time. So you can imagine a surface that is continuously changing across time. Suppose I have a second surface in ...
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Adjust probability to preserve correlation

I'm doing my final project in psychology about correlation perception and want to implement this experiment: Let's say we have two variables - coffee consumption and alertness (with values: yes or no;...