Questions tagged [correlation]
A measure of the degree of linear association among a pair of variables.
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questions
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Spearman 𝜌 as a function of Pearson 𝑟
It is common to talk about the linear correlation, Pearson's 𝑟, between two random variables $\{(𝑥_1,𝑦_1),(𝑥_2,𝑦_2),…,(𝑥_𝑛,𝑦_𝑛)\}$ as having two components: a) the copula and b) the marginal ...
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How can I find the correlation (if any) between performance and equipment type?
I have a dataframe of car race data that looks something like this:
...
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1answer
29 views
Should I use normalized data for correlation calculation or not?
I write down a script to calculate correlation to remove highly correlated variable before feature selection and ML model building.
...
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1answer
39 views
Which correlation coefficient shall i take for comparing stock returns
I replicated momentum-strategy returns for different markets and want to show that I have done it "right". I got research data for comparison and want to calculate the correlation between this data ...
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Correlation between 1D spatial categorical variables
I have two sets of data, representing presence/absence variables which vary along an axis (N=1e6):
position, value
1, present
2, present
3, absent
4, absent
..
...
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1answer
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What's does “group size” mean when comparing correlations?
I have a very naive questions when it comes to comparing correlations. I want to compare two correlations using the cocor package in R.
The two correlations show ...
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Linear regression: an input variable as a multiplication/addition of other input variables
We have ways to identify collinearity in a multiple regression (using input variables' correlation matrix) and remove collinearity by dropping some of the collinear input variables.
But what can be ...
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9 views
use the total data or separate it into correlation matrix?
I have a dataset where with doses of a product that will interact with a nozzle and form a spray of specific drops. And from these drops, I have several variables that I would like to correlate with ...
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What is the best way of finding the correlation with dependent observations?
We have two measures X and Y that we apply on each class 30 times as follow:
...
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1answer
36 views
magnitude of correlation
Another question has gotten me thinking about testing more than just correlated/not correlated. Let's say that I have some data and find the correlation to be $0.15$. However, I then realize that ...
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2answers
33 views
Correlation between ordinal and continuous data
I'm trying to find a test to establish the correlation between a certain value of a substance measured inside the skin (continuous: 0,65 or 1,15 etc.) and the bacterial load found on the skin (ordinal:...
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If two lognormal distributions have correlation $\rho$, what is the correlation between the log of those distributions?
Suppose I have $X,Y$ which are lognormal with correlation, $\rho$, what is the correlation between $log(X)$ and $log(Y)$? I tried working it out analytically and I'm getting that you have to ...
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In EFA, what is the advantage of dealing with missing data via an E-M estimate of the correlation matrix rather than individual data points? [on hold]
Edited for clarity of language and to change the context of the question
I am running EFA on 61 variables (221 participants) and have missing data arising from 'don't know' answers (likely MCAR; ...
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1answer
56 views
Can a relationship between x and y be modeled, if all the data points fill the area under a curve?
I'd like to derive an equation that enables me to calculate y based on x.
I'm having troubles figuring out how to do this as my data doesn't form a line/curve, but rather creates an edge (image below)...
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1answer
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find subset of n variables (aggregated with OR) most correlated with target [closed]
I have 25 variables and I'm trying to find a subset of the variables that maximize the correlation between (X1 OR X2 OR.. Xk)
and the target variable. The variables are of the type 'in how many ...
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16 views
Test if two values of Kendall's Tau are significantly different?
I want to use Kendall's Tau to check rank correlation in some data. I have two sets of data, and hence compute two values, $\tau_a$ and $\tau_b$.
How do I test if $\tau_a$ is significantly different ...
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1answer
65 views
Dynamic Time Warping vs Cross Correlation
Consider the following data frames:
> df1
value
1 6
2 2
3 3
4 1
> df2
value
1 3
2 8
3 4
4 5
I want to find the ...
3
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1answer
84 views
Correlations between two sequences of irrational numbers
If $x$ is an irrational number and $b$ an integer, let's define
$g(x,k) = \mbox{Correl}(\{nx\},\{nb^kx\})$.
Here $k=1,2,\cdots$ is an integer. The brackets represent the fractional part function. ...
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1answer
29 views
Need to randomize rank order,
I have a ranking of items, $X = (x_1, \ldots, x_n)$. I want to obtain a random sequence $\hat{X}$, which is a permutation of $x_i$, such that the expected rank-correlation (say, Kendall) between $X$ ...
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1answer
21 views
How to find correlation if we have continuous and categorical variables present in my dataset as features and target is again binary
I am working on classification problem where I have categorical and continuous features however the target is binary.
What is the best way to check correlation with respect to target variable.
Also I ...
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0answers
18 views
Estimating variance in a random process
Suppose that $(X_t)_t$ is a random process, and that I am given just one realization of it, through the sample $(x_t)_t$. Suppose I want to estimate the variance $var(X_{t_0})$ for a given $t_0$. What ...
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Multivariate bayesian inference: learnig about the mean of a variable by observing another variable
I want to derive a Bayesian learning procedure where I don't only learn from my own signal, but also from other signals which are correlated to mine.
I thought it could simply work with Bayesian ...
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Average of correlations over time
I currently work on my bachelor's thesis and analyse the correlation between 13 countries over a time period of 117 years. I built a correlation table and now want to say somethin about the average ...
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Bayesian Comparison of Dependent Correlation Coefficients
I would like to compare the correlation coefficients from two different models of the same data points. One of them is the raw bivariate data (Value vs Time), and the other is given a biologically-...
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0answers
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Multivariate Linear Regression - Heuristic approach, using the residuals
I am studying multivariate linear regression, trying to fit by the rule of thumb a multivariate model that predicts a target dataset $T$ over three datasets $D_1,D_2,D_3$, (blue, orange, green), all ...
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How to measure the affect of previous results on future ones
I have a collection of 50+ students (of varying ability - although I am unsure how this is distributed - but normally is probably a decent assumption). For each student I have exam results for the ...
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1answer
24 views
t-test with negative and positive variable values?
I have two variables (A and B) that are correlations, i.e. with values between -1 and 1.
I would now like to test whether variable A differs significantly from B. Can I use a t-test for this?
Or ...
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1answer
13 views
What is the difference in meaning between the Pearson Coefficient and the error from a least squares regression line?
From what I understand, the Pearson Coefficient determines if there is a linear relationship between some data. However, doesn't the error from a least squares regression line also do basically the ...
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1answer
26 views
CFA: scaling of measured variables/indicators
I'm running a latent variable analysis with:
166 observations
21 continuous variables
using the R package lavaan
A simple run of ...
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0answers
33 views
Correlation between two variables.. but does it make sense?
I'm a grad student and I'm struggling with my first paper.
I found a correlation between two variables and it turns out to be statistically significant.
The variables are log-transformed. The data ...
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1answer
18 views
correlation and ANOVA can they yield disparate results?
I am analysing 3 tests applied to the same sample of students. I correlated the results and then ran an ANOVA to check for statistical significance and a post-hoc test to see where the difference ...
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2answers
50 views
How do I obtain the sets of variables whose correlation coefficients are all above a certain threshold?
I have a set of variables, some of which are very similar to one another. I am seeking to break these variables into subsets, each of which only contains variables whose pairwise correlation ...
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What happens If the variables are highly correlated in multivariate sampling allocation problem
I am solving a multivariate sampling allocation problem where the variables of interests are highly correlated. Now If I take only one variable of interest and calculate the univariate sampling ...
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1answer
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Why is fisher transformation necessary?
I read that the correlation coefficients have to be converted by using a fisher-transformation when one wants to test their significance (like here When is Fisher's z-transform appropriate? ).
I ...
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Barlett's test of equal variances vs pearson correlation
What is the purpose or rather difference of a Bartlett's test of equal variances compared to pearson correlation?
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Suggestion for a statistical test
I hope this is the right forum for chemometrics related questions well. Imagine that we have a list of tabulated molecular properties for 40 different molecules such as A) dipole moments B) water ...
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1answer
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Best Way To Illustrate Survey Data Correlation
I have a question regarding the validity of the methods behind this graph I created.
On the Y-axis we have objectively measured food intake (daily energy intake) and on the X-axis we have "hunger ...
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1answer
56 views
Quantitatively assess if independent variables are sufficient to determine dependent variable behaviour
I have the matrix of the independent variables X with dimensions n_samples x m_features and a vector ...
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1answer
28 views
Is It Necessary To Adjust The Coefficient of Determination (i.e. R²) When Using Non-Parametric Bootstrap?
Is it necessary to adjust the coefficient of determination when using non-parametric bootstrap to estimate the regression coefficients? If yes, can you perhaps clarify with an example?
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Correlation between two 3d arrays [closed]
I know that a is related to b is related to c. I have data for two years: In 2018, d=10. In 2019, d=0. I would like to know the correlation between a, b and c, for both d=0 and d=10 in order to ...
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What is the best correlation coefficient to use in order to compare how similar two second degree polynomial functions are?
This will likely be a lament question, but then again I am a lament in the area of statistics. Please accept my apologies for that in advance. :)
Suppose you have 2 data sets:
Dataset 1:
some values ...
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1answer
34 views
Comparing Numerous Macroeconomic Time Series in R with Varying Stationarity
I have a TS object in R with 78 variables. These all represent different macroeconomic indicators. The last variable is a balance of some kind that I want to compare each of these indicators. ...
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1answer
33 views
How we can prove this relation for Kendall's tau
I found the relation below while studying the measure of dependence. How we can prove this relation about Kendall's tau?
$$
\tau = 4\int\int H(x, y)\, h(x,y)\, dx\, dy - 1
$$
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1answer
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Is there such thing as a 'Time Series Analysis', where it can be determined how statistically different two populations are over time? [closed]
I have two sets of data; male resident deer and male foreign deer. This data contains the daily average distance of each population to the nearest road, 100m on day 1, 450m on day 2, ..., day 365.
...
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1answer
48 views
Comparing Kendall's Tau values
I have a single ordinal outcome called RATING, and a series of continuous covariates (P1, P2, P3, etc). I have used Kendall's Tau statistic to assess the concordance/correlation between RATING and ...
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Finding related variables
I have read this and this question, but non of them answers my question properly. I am not very familiar with concepts of stat, so please bear with me.
I have 2 types of variables, type A (circles) ...
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2answers
48 views
Suitable correlation test for two categorical variables
I have two categorical variables (sample 500+). One is a nominal independent variable which compromises of 6 possible values in the dataset (the numbers 1 to 6 represent a category a respondent has ...
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0answers
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metrics on strength of linear relation
I would like to know what are the available metrics to describe the strength of linear correlation between two variables, spearman or ...
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1answer
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Measuring mutual dependencies between variables. The most fundamental relation
One has a simple dataset of 3 independent variables, e.g., x, y, z.
Now:
y and z are logically connected (this is known a priori) and indeed a nice & tight correlation (small scatter) between ...
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Dichotomous control variable in partial correlation
I'd like to work out the strength of the relationship between two continuous variables (an imaging parameter and behavioural score) whilst controlling for age and gender. I was going to perform ...
