Questions tagged [correlation]

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

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How do I correlate the increase in value of two seperate scales?

I am using two scales on a same set of population 3 times over the course of treatment, one of the tools/scales is HAM D (with values that are non continuous ie 1,2,3) and the other is Eortc h&n ...
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interpreting correlation between a target varialbe and Fouriers coefficients

my dataset is composed by a set of time series, and a target variable. So to analize the correlations between the time series and the target variable, i am extracting features from the time series, ...
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Constraining correlations between two latent variables using CFA

I am running a model using CFA (laavan package) in R. Three-factor model fits the data well (for both female and male groups), the correlation between latent variables are different though, I'd like ...
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Attrition bias with online text data (causality)

I have a dataset of online Reddit posts for unemployed individuals in two neighboring U.S. states, where unemployed workers in a given state received higher unemployment insurance UI benefits than the ...
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Simulate correlated Bernoulli variables where the sample distribution is exactly the same as the population distribution [duplicate]

Is there a way to generate two correlated variables with a Bernoulli distribution where the sample distribution is exactly the same as the population distribution? I can easily generate a pair of ...
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Estimating of PD based on another model

my problem might not be easily solvable, but I am looking for some advices/ ideas as well. I have few bank segments(Corporate, SME, Retail) in which I estimate the probability of default based on some ...
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Joint distribution of X and Y given both of X and Y are random variables from normal distribution, but X and Y are correlated with ${\rho}$ [closed]

The difference between being two independent random variables and being uncorrelated?
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Pearson and non-zero correlation

I have data from a genetic experiment, where we have two lenght measurements from each subject (one for each chromosome). In normal conditions I would expect both variables to be normally distributed ...
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Influence of within-set pair-wise correlations to CCA (canonical correlation analysis)?

I am trying to understand the importance of observed within-set pair-wise correlations, to canonical correlation analysis (CCA). Let's say my Y set is 'health'. Y is made up of two types of variables ...
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How to generate two matrices with given (constrained to) column-wise and row-wise correlations in R? [closed]

I would like to generate two matrices X and Y, of the same dimensions (n x ...
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Use covariate from original article in correlational meta-analysis?

I am conducting a correlational meta-analysis with r as the data. I've found lots of articles that aren't looking at my association of interest primarily (let's say X and Y), but include one or both ...
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How to deal with high skewness and kurtosis

I have two dependent variables (soccer dataset) that I'm interested in. They have the following skewness and kurtosis: Variable A: % of minutes played --> Skewness: 0.145 | Kurtosis: -1.03 ...
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Simple Linear Regression Question: How does correlation between X and Y affect MSE?

Suppose we know that the correlation between $X_1$ and $Y$ is $\rho_{X_1Y}$ and the correlation between $X_2$ and $Y$ is $\rho_{X_2Y}$. Furthermore, suppose $0 < \rho_{X_2Y} < \rho_{X_1Y}$. Now, ...
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The PDF of the random variable Z=Y+Y*X

I have two independent random variables, $Y$ and $X,$ where $Y$ is a random variable with a Gaussian distribution and a zero mean.  $X$ is a random variable with a Gaussian distribution and a zero ...
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Correlation bounds on transformations of two random variables

Suppose I have 3 real-valued random variables, $X, Y, Z$ and their pairwise correlations, $\rho_{XY}, \rho_{YZ}, \rho_{XZ}$, and I am tasked with finding a 2d function $f$ such that $f(X,Y)$ has ...
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How do i explain the difference of correlation between mean income and total income?

I am doing a report on the complaints made to the municipality by the people of an italian city. I'm doing the part of the analysis where I try to understand where people complain the most. The ...
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Cross-correlation of cumulative sum of cross-correlated random variables

Let's say we have two random variables a and b, which are correlated. Will their cumulative sums (A and B) be correlated too? I find it logical that corr(A,B) = corr(a,b). I am bit rusty in my ...
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Sequence of statistical tests when analysing [closed]

When doing statistical testing analyses, which test is best to start with i.e., Normality then Correlation then Reliability then Factor analysis then Descriptives then hypotheses testing or the ...
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Why is data whitening (decorrelation) not tried with a post multiplication of a whitening matrix?

The general procedure of whitening(decorrelating) a data $X$ with dimensions $(D, n)$ (n being the number of samples) rests upon finding a matrix $W$ with dimensions $(D, D)$ such that the transformed ...
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How to get correlated output from multiple tensorflow probability distributions

I'm building a tensorflow probability model that will output multiple (2+) predictions where the outputs will be draws from learned probability distributions. It currently looks something like this: <...
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Kruskal-Wallis DV/IV relationship

I have conducted a Kruskal-Wallis test in a bid to determine the impact of a student survey's rotated component on attendance. The attendance is ranked with discrete values from 0 - 4, and the ...
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Spearman's partial correlation in R : ppcor or RVAideMemoire?

which is preferable for Spearman's ? RVAideMemoire::pcor.test() or ppcor::pcor.test() ? I'm running a set of partial ...
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How many "effective" observations from sliding window sampling?

I have data on the trajectory of a particle and am interested in the displacement of the particle in a given time period. In particular, I have information on how much a particle has moved in each ...
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How to calculate correlation between two categorical variables in SPSS?

I have two types of variables. One is Gender (Male, Female) and the other is Satisfaction (1,2,3,4,5). Is it possible to calculate the correlation between these two variables? If so, what type of ...
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Do covariates correlated with residuals in generalized linear models make estimates not consistent or other problems? [closed]

Do covariates correlated with residuals in generalized linear models make estimates not consistent or make other problems? Economists raise an issue about endogenous variables in OLS and do some 2SLS ...
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Comparing correlations between two variables across subgroups

I have the following experimental design. I elicit two continuous variables per subject, call them X and Y. Subjects are separated in four groups based on levels of a categorical variable, call it Z. ...
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Confirmatory Factor Analysis: Inter-correlation between latent variables vs. cor.test of these latent variables

I am quite inexperienced in the field of statistics and have the following problem. (I work with the statistical software R) I have given students a knowledge test and would like to calculate ...
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Best fit line of bivariate normal data passes through extrema of level sets

I am learning about the idea of correlation in statistics, and I came across the following Statement: the best fit line of bivariate normal data passes through extrema of level sets. That is, if $(X,Y)...
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What is the 'right' slope formula of a regression? deltas or Pearson?

this may be a silly question, but still: I've been told that the slope formula equals the rise/run ratio, like this: $$ m = \frac{rise}{run} = \frac{y_2 - y_1}{x_2 - x_1} $$ in which rise equals ...
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How to remove the correlation parameter for categorical variables with lmer

Dear CrossValidated community, could anyone help me understand what the workaround is to remove the correlation term within a linear mixed effects model random effect structure that includes ...
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What happens to the Correlation coefficient for a multilevel random intercept regression?

Suppose we have a two level random intercept regression model: that is, for i = 1,...n, $$X_{i} \sim N(\mu_{xi}, \sigma_{xi}) $$ and $$Y_{i} \sim N(\mu_{yi}, \sigma_{yi}) $$ where $$\mu_{yi} = a_{i} +...
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Non-parametric measures of covariance?

We have non-parametric measures like Spearman's correlation and Kendall's correlation in addition to Pearson's correlation. What about covariance? I guess one can normalize the variables to have zero ...
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Correlation between people in a study and the probability of survival

I have a somewhat strange assumption that I am trying to validate. I am probably not going to explain this very clearly because I don't have a really strong statistical background so please bear with ...
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Which method is appropriate to measure correlation when data are not linear or monotonic?

I have 2 datasets. Now, I want to check the correlation between these 2 datasets. I have plotted datasets in a scatter plot and plotting shows that they do not follow linear or monotonic relationships....
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Can we isolate the effect of two different control variables in a semi-partial correlation?

I know that we are able to use a partial correlation when we want to correlate X and Y but Z affects both of them and that we may use a semi-partial correlation when we want to correlate X and Y and ...
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Yearly average correlation vs Monthly average correlation

Based on this question, I am seeing negligible correlation between temperature and precipitation. Since, the data points represent annual averages for 42 years, will it make sense to correlate the ...
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How to statistically determine if two files have identical content?

I'm writing a duplicate file finder application, and I do not want to have to read every byte of every file to determine which files are duplicates. Hard drive storage is segmented into clusters of X ...
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Is circular correlation maximized by points laying on a square grid on the plane?

Background Circular correlation is given by: $$R_{\operatorname{circular}} \triangleq \frac{\sum_{i=1}^m \sin (x_i - \bar x) \sin (y_i - \bar y)}{\sqrt{\sum_{i=1}^m \sin (x_i - \bar x)^2} \sqrt{\sum_{...
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Nonlinearly-Correlated Brownian motions across different times and representation with independent processes

This is a more wide-net question of https://mathoverflow.net/questions/430053/two-increasingly-correlated-brownian-motions-and-williams-decomposition. I posted this in MO, but I thought perhaps stats-...
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Converting Cohen's $d$ to Pearson's $r$ $\ne$ calculated Pearson's $r$

I was calculating effect sizes for an analysis and noticed by chance that Pearson's $r$ calculated from Cohen's $d$ with a conversion formula is not the same as when I calculate the correlation given ...
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How do I calculate the weighted variance, $\sigma^2$, of a set of $N$ random variables considering their correlation $\rho$? [duplicate]

In a finance textbook of mine, there is an equation for calculating the variance $\sigma^2$ of a portfolio of two risky assets (i.e. random variables) $X$ and $Y$ by considering the correlation $\rho$ ...
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How to compare granger causality with 2 stationary time series of different sizes?

I want to compare 2 time series using granger causality. I found that one time series is stationary by itself without any transformations. But another time series requires differencing to make it ...
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Generate a random variable with a defined correlation to an existing variable(s) considering copula

In this question it has been described how to generate a random variable with a defined correlation to an existing variable. My question is what happens if I want to have a specific pattern of ...
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Why is correlation only defined between two variables?

I am an MBA student is taking statistics courses. Our statistics prof was teaching us about correlations in statistics. We learned about Pearson's Correlation of Coefficient which is defined as the ...
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How to compute the variance for this process?

I have a sequences of random iid non-correlated positive integers sampled from some (unknown) distribution $\boldsymbol X=[n_1,n_2,...,n_N]$. From it, I built another sequence in the following way: $$ ...
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Meaning of "average correlation" in Var$(\bar X)$

From some process I got a series of values. I want to compute the variance of the mean from this series. The series is built with contiguous sub-series. In each sub-series the values are correlated. ...
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Use Sensor Data to Improve Render Time Predictions

I have several computers networked together to render 3D animations faster (a local render farm). I wrote a program that logs various sensor information while the render node is running to help me ...
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Scatter Plot Interpretation for Temperature and Precipitation

The precipitation data points don't make a straight line along the blue regression line and most of them are present between 24.25-25.25 °C (approximately). What does this tell me about the ...
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Improving Cronbach Alpha after removing highly correlated questions [closed]

I am currently conducing a cronbach alpha analysis on some questionnaire data and the cronbach scores are low. I have created a correlation matrix to see which items are highly correlated and which ...
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What should the diagonal values be in a correlation matrix with Stuart–Kendall Tau-c?

I'm trying to calculate a correlation matrix for ordinal variables in R. Kendall rank correlation coefficient, seems a good option, as it "is a statistic used to measure the ordinal association ...
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