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Questions tagged [correlation]

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

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Correlation between similar time-series (breakthroughcurves)

first of as a disclaimer - I don't have much background, and only a very basic education when it comes to statistics. I have a couple of break through curves (BTCs) with different tracers and I want ...
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Negative Correlation Fallacy [duplicate]

This is inspired by epsiode 4 of season 4 of Curb Your Enthusiasm. A major part of the plot of this episode is the weatherman, who just so happens to predict thunder storms when it is in fact very ...
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Which correlation test to use

I'm working with datasets on economic inequality and crime rates at the county level to produce correlation matrices. My economic inequality data has several variables, which are percentage of county ...
Steven Morrison's user avatar
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meta question: Understanding correlation vs. effect size

For some context: I've been looking at some meta-analyses on factors that explain happiness (well-being), because I wanted to check the happiness-claim of a certain philosophy and want to be happy in ...
CrossVal_Asker's user avatar
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Regression with dependent observations of only one individual

Last week, I received a task to plan an analysis that my team wishes to perform. My objective is to measure if one physician agrees with the outputs that a certain tool generates for a set of N ...
kKodorna's user avatar
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Effect-Size Analysis: Cohen's D, Pearson's r, or something else?

I am trying to do an effect-size analysis on dam release's effects on downstream temperature. I have a large dataset of data loggers taking temperature readings at various sites downstream from the ...
Matt Schaaf's user avatar
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Distribution of the correlation coefficient based on quadratic forms

Let $x,y$ be two independent random correlated vectors following the same multivariate (real or complex) centred normal distribution, and let $A$ be a non-negative linear operator. We can read here, ...
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Interpretation of ICC and Pearson's r correlation

I am calculating intraclass correlation coefficient (ICC) values for response values at two different timepoints. I am also correlating the response values at the different timepoints using Pearson's $...
Lee's user avatar
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Should one account for the known variance of fixed X when estimating its relationship with random Y?

In Aldrich (2005), and specifically in sections 10 and 11, the author describes the sufficient statistic for the parameter $\beta$ in the simple regression of random $Y$ on fixed $X$, with a bivariate ...
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Quantifying effect-size and correlation between two data frames

I am conducting an effect-size analysis on dam release and downstream temperature measurments. To do this, I am comparing the gauge temperature (the temperature of the water released from the dam) ...
Matt Schaaf's user avatar
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Can descriptive statistics of three ordered groups be converted into a correlation?

I know that a one-way ANOVA with two groups can be converted into a Standardized Mean Difference (SMD), that can, in turn, be converted into a Pearson correlation. Anyway, with two group means and ...
Federico Tedeschi's user avatar
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relating correlation to probabilities

Given two centered and scaled random variables $X$ and $Y$, can you relate the probability they have the same sign to their correlation? If the correlation is close to $1$, I am picturing the joint ...
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Association between more than 2 categorical variables

Is there a method that can detect an association between several categorical variables? I know that chi2 test Can help me with paired variables, but imagine the usecase with 5 variables and there IS ...
curious's user avatar
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Correlation alternatives / How to go about testing this relationship?

I have a large set of temperature data from upstream and downstream gauges. I am trying to find the influence of dam release on downstream temperatures. To do this, I am comparing correlation between ...
Matt Schaaf's user avatar
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Correlation alternatives / How to go about testing this relationship?

I have a large set of temperature data from upstream and downstream gauges. I am trying to find the influence of dam release on downstream temperatures. To do this, I am comparing correlation between ...
Matt Schaaf's user avatar
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Does it make sense to describe change in Pearson's correlation coefficient in percentage terms?

I am facing a situation where the correlation changes from .7 to .5 from time 1 to time 2 for data A and the corr changes from .3 to .1 from time 1 to time 2 for data B. The absolute magnitude of the ...
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What is the minimum Pearson sample correlation given a perfect sample rank correlation with no ties? [duplicate]

Let $(X, Y)$ be a random sample of finite size $n$ from a bivariate continuous distribution with unknown parameters $(\rho_{XY},\mu_X,\mu_Y,\sigma_X,\sigma_Y)$. Assume observed values are real numbers ...
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Appropriate Test for Measuring Change in Event Occurrence Over Time (RStudio)

I want to see if a training programme delivered to organisations to reduce the rate at which an event occurs actually has the intended effect of reducing said occurrence. Each organisation that is ...
girl-what's user avatar
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Correlation for Small Dataset?

I have an $x$ and a $y$ that I would like to find the correlation of to learn more about their relationship. Unfortunately, I only have $10$ points. Can I in good faith use the Pearson correlation ...
Camellia99's user avatar
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correlations and adjusting p-values

I want to determine the correlation and p-value between one variable and all of the others in an R data frame, so I created a correlation matrix with cor_mat, and ...
Steven Morrison's user avatar
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1 answer
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cor_mat , cor.test , and adjusting p values

I want to determine the correlation and p-value between one variable and all of the others in an R data frame, so I created a correlation matrix with cor_mat, and ...
Steven Morrison's user avatar
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Comparing the angle between PCA loading plots

I am analyzing temperature, precipitation, and snow depth in three datasets. I used PCA for the analysis, and I obtained angles of 13.1°, 19.6°, and 102.0° between precipitation and snow depth for ...
Arathi's user avatar
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Estimating correlation parameter from known value of bivariate normal distribution

I want to estimate the correlation parameter $\rho$ using the following expression taken from this paper (equation 10 on page 17): $$ \hat{s}^2+\hat{\mu}^2=N_2(N^{-1}(\hat{\mu}),N^{-1}(\hat{\mu}), \...
MysteriousBrit's user avatar
12 votes
3 answers
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What does it mean for observations to be uncorrelated and have constant variance?

I am learning about linear regression from the textbook Elements of Statistical Learning by Friedman, Tibshirani, and Hastie. In this section they suppose we have a set of training data $(x_1, y_1), \...
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Correlation and $z$-Transformation for Vectors With Correlation Structure

Consider a set of $p$ pairs $(x_1,y_1),...,(x_p,y_p)$, the sample correlation coefficient is $$r=\frac{\sum_{i=1}^p (x_i-\bar{x})(y_i-\bar{y})}{\sqrt{\sum_{i=1}^p (x_i-\bar{x})^2} \sqrt{\sum_{i=1}^p (...
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Comparison of two test metrics

I'm trying to compare two test metrics (Metric A and Metric B) to determine which one better predicts a delta value, which represents a Euclidean difference. I am unsure how to determining which ...
agf1997's user avatar
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I don't think this is conditional dependence, so what is it?

I am looking for the name of the following phenomenon. There are three random variables, $X,Y,Z$. We have $P(X,Y) \neq P(X)P(Y)$ and $P(Y,Z) \neq P(Y)P(Z)$. In other words, $X$ and $Y$ are dependent, ...
Wapiti's user avatar
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Calculating the mean and error for correlated measurements involving different estimators and quantiles

My goal is to find a way to report a mean $\pm$ error for different estimators and quantiles of the same distribution (same measurement). I am measuring the width of a distribution (Gaussian core and ...
nyw's user avatar
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Correlation of Group of Questions in Likert Scale answers

let's say that we have a response survey data frame with 6 columns.Each column is a question.Q1,Q2,Q3,...,Q6. The responses are from 1 to 5. 1 is translated to Very Bad,4 to Bad,3 to neutral,2 to good,...
Homer Jay Simpson's user avatar
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I would like some insight into what I have been working on here

I work in roofing sales which involves door-knocking at the entry level. Our daily numbers are printed in our GroupMe chat for our branch. I took it upon myself to do some analysis on those numbers. ...
therealchriswoodward's user avatar
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What is the best metric to use to discard annotators with low IAA (inter-annotator agreement) with all others?

This question is specific to ordinal data collected on the likert scale What is the best metric to discard annotators with low inter-annotator agreement (IAA) with others? from e.g., Cohen’s Kappa, ...
user2160809's user avatar
1 vote
1 answer
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Number of successes for correlated Bernoulli variables

The number of successes for a given set of independent Bernoulli random variables is described by the binomial distribution. However, I was wondering what could be said if the Bernoulli variables were ...
BullWebster's user avatar
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correlation test - assumptions and the test choice [duplicate]

I have to run correlation analysis between A and B and between C and B. A and B are continuous variables, B is dichotomous (0,1). I wanted to run Pearson correlation for A and B correlation but my ...
mike's user avatar
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What if path c’ has a negative coefficient, but X - > Y share a moderate to high Spearman correlation?

I am running a mediation model including the variables $X$, $M$, and $Y$. The Spearman correlation between $X$ and $Y$ is +0.4, while the direct path ...
Philipp's user avatar
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Correlation Coefficent is higher when likelihood of an event is lower, how does this occur?

I have different variables that I am interested in if they influence pass/fail rates. To see what variables I might use as a leading indicator, I've pulled different variables such as "tutoring&...
helloyellobird's user avatar
4 votes
2 answers
61 views

If R2 is not appropriate for non-linear ML algorithms such as Random Forests, can a Pearson or Spearman correlation be used as performance metric?

$R^2$ is not appropriate for non-linear models, such as Random Forest (RFs) models. https://arxiv.org/pdf/1611.03063 Is R-squared truly an invalid metric for non-linear models? https://...
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how to measure significance of improvement between two methods during modeling

Hello everyone I have two methods for developing models. I use a set of input features (set1) for training model1 and another set of input features which have (set1 features + extra set2 features). I ...
Rhea Bedi's user avatar
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Is it appropriate to use R² on filtering data?

At work, someone has built a dashboard to identify individuals likely to have higher value of the output variable. The approach involves fitting a OLS and measuring the R² value. They attempt to ...
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6 votes
2 answers
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Count predictor and binary outcome

Is a binary logistic regression the best approach when I have a count predictor and a binary outcome? Can I apply a multiple binary logistic regression model if I have more than 1 predictor that is a ...
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Higher order moments to evaluate strength of linear relationship between variables

Let $X_1,\dots,X_n$ be real random variables such that $\alpha_1X_1+\dots+\alpha_nX_n=0$ for some unknown $\alpha_1,\dots,\alpha_n$. If $n=2$, one can study the strength of linear relationship by ...
12345's user avatar
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What is the difference between direct effect and correlation in factor analysis?

I am reading the short course material of factor analysis from: https://www.hsph.harvard.edu/wp-content/uploads/sites/59/2016/10/harvard-lecture-series-session-4_Factor-analysis.pdf#page=38.00 Here, ...
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How to determine the correlation between a discrete variable and a continuous variable? [duplicate]

I have 9 conditions (discrete variables) with each having only two states: occurrence (corresponding to 1) and non-occurrence (corresponding to 0), resulting in a total of approximately 511 ...
Frontier_Setter's user avatar
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Pearsons Correlation more than one Variable

I have a question about the correlations (stats) I would like to know how the presentation assessments of students correlate to those of experts. 30 students and 3 experts evaluated a presentation ...
marc's user avatar
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1 vote
1 answer
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Expected test reliability for short, multiple-choice tests?

How might I calculate the expected test reliability (internal, e.g., KR-20) for tests of various lengths? What assumptions would underlie such calculations? Are there existing tables or calculators ...
Joel W.'s user avatar
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3 votes
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How to improve testing method B, if Bland-Altman analysis show a near-perfect correlation between the difference and the mean between method A and B?

I have two sets of measurements (two different methods), A and B. Correlation between the measurements is only modest. Therefore, I wondered whether there is some inherent bias in (one or both) of ...
pishcotec_a's user avatar
1 vote
1 answer
26 views

Rank correlations: what is the difference between spearman coefficient and $R^2$? [closed]

When the data are not normal, how can the Spearman rank coefficient be interpreted differently from $R^2$? As I understand it, when performing a rank correlation, the axes typically shouldn't show the ...
Alpha's user avatar
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1 answer
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Comparing two unequal groups over time?

I am new to rstudio and statistics in general so bear with me. I am trying to compare the changes over time between two different variables, but they come from very different sample sizes. I am ...
Matthew Schaaf's user avatar
3 votes
2 answers
160 views

Test for multicollinearity with binary and continuous independent variables

I have a question concerning multicollinearity: I have several independent variables. Some are binary and some continuous. The dependent variable is binary. Can I use the Pearson correlations to test ...
Lou's user avatar
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Looking for a suitable way to find groups of events

I have an excel file in which I have three columns. The first one is the name of an event, the second one is the moment the event starts and the third one is the time at which an event ends. Let's say ...
slow_learner's user avatar
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1 answer
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Correlation between proportion variable and categorical variable

I am interested in testing for the correlation between influenza activity and different periods (different decades). The variable influenza activity is a combination of two variables: ILI proportion (...
SMN's user avatar
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