# Questions tagged [correlation]

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

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1answer
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### Can a random variable be uncorrelated with its product with a correlated random variable?

I have a random variable X, now I want to find a random variable Y such that Y is correlated with X, but Y is not correlated with the product of X and Y. Is it always possible?
0answers
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### How to estimate correlations between products of random variables?

I have three random number generators: A, B and C. I know pairwise correlations between them. In other words, I know what is correlation between A and B, B and C, and finally, A and C. I also know ...
1answer
16 views

### Is there a name for the graphs that R's corrplot library generates?

R's corrplot library can generate some rather stimulating graphs: I have an overpowered urge to see more of these, but I cannot find there name anywhere. What are they called? "corrplot" ...
0answers
9 views

### What value of spearman corr can be considered as high [closed]

I have got time series data of different physical parameters (like temperature, pressure, speed, etc.). Of course, the very first step I have to do is to check highly correlated features and drop them....
0answers
22 views

### Pearson correlation coefficient after transformation

For two random variables $X$ and $Y$, if I know the Pearson correlation coefficient $r=\mbox{Corr}(X,Y)$, is there a general way to obtain the correlation between $F(X)$ and $G(Y)$? Any assumption, ...
0answers
13 views

### What is the likelihood formulation that describes observations with correlated error

Consider we observe a sample $y_i$ that is distributed according to the Normal distribution $f_X$ with unknown mean value $μ$ and known variance $σ^2$. The likelihood that describes this sample is ...
0answers
29 views

### In R there is a problem of intercept and without intercept ,Pearson's Correlation does not follow! Why? (see the bolded resuls)

Xvec <- rnorm(200) Yvec <- 2.6*Xvec + rnorm(200) lmodxy <- lm(Xvec ~ Yvec) lmodyx <- lm(Yvec ~ Xvec) summary(lmodxy) Output ...
0answers
12 views

### correlation, get rid of group effect

I am doing my data analysis, but meet problems, don't know how to get rid of the effect of group... Description as follows: Two variables 'should' have a strong relationship; the trial was done in ...
0answers
12 views

### Testing the hypothesis of a specific effect size (eg. correlation between .3 and .8)

I am wondering how to test the hypothesis of a specific effect size (e.g., "There is a correlation between .30 and .50"). Of course, the null hypothesis would be that there is a correlation ...
0answers
20 views

### What is the difference between correlation and explained variance?

Is there any meaningful difference between these two statements? X is highly correlated with Y X explains a lot of the variation of Y
0answers
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### Covariance and correlation between OLS estimators for slope and intercept [duplicate]

I am a scientist and new to this group so apologies in advance if this has been covered before. In my work, I use experiments to calculate the slope and intercept of experimental data from a simple ...
1answer
9 views

### Differing P-Values on When Comparing lm() and pcor.test() for Partial Correlation

While reviewing partial correlation I ran across two methods for computation: use of bivariate linear regression (lm()) and partial correlation(pcor.test() from the ppcor library). I assumed the two ...
0answers
37 views

### The neural network returns a straight line [duplicate]

I decided to write a neural network to calculate the evolutionary track. I have: MIST tables with evolutionary tracks Dataset converter that converts tables to ...
0answers
5 views

### How to get KNN linearly hybridised by two similarities?

I'm writing a KNN (collaborative filtering) hybrid similarity recommender and I need some advice. It is based on this paper. I've currently got 2 datasets. The first one is ...
0answers
9 views

### How to model distributions of correlated variables and pick from it for montecarlo simulation

I have time data. Different variables with some degree of correlation among them. What I would like is to pick a sample from the distribution of those who have no or low correlation with the others ...
2answers
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### In a regression problem, having a variable highly correlated with our target messes up the optimization of the parameters?

In a discussion with a colleague, she told me that if a variable X_i in our design matrix (X) is highly correlated with our variable of interest (target, y, etc), it will make the regression unsovable ...
0answers
10 views

### Calculating correlation among different scales [duplicate]

I have conducted a small scale study investigating teachers mental health, covid-19 anxiety, work engagement and burn out levels. Now I would like to measure the relationships between the ...
1answer
12 views

### Pearson's R as a measure of noise between two linearly related variables

I know that the Pearson's correlation co-efficient the Pearson's correlation co-efficient $R$ is defined as: $$R=\frac{\mathrm{Cov}(X,Y)}{S_X S_Y}$$ and that $-1 \leq R \leq +1$ as a result of the ...
0answers
5 views

### What is the consideration to choose cohen d value (0.2, 0.5, or 0.8) to determine the sample size?

I am currently designing the proper sample size in my research about the correlation of two variables. I am using G*Power and using Exact test family and correlation: bivariate normal model ...
0answers
3 views

### Spearman Correlation For Filtered Data

I have two datasets that each consistent of 20,000 different Wald test results and I want to look at the correlation between the two datasets. Is it statistically correct to filter both datasets at a ...
0answers
3 views

### How do I use polychor() to get all pairwise comparisons within a matrix of input? [migrated]

I would like to do a polychoric correlation of all variables in my dataframe (15 columns, 300 rows). I need to use the polychor() function from the "polycor" library in R. Simply plugging in ...
1answer
26 views

### Correlation between nominal and ordinal variables

In my survey data I have two variables: One is an ordinal variable with 5-scale scoring from Agree to Disagree. My second variable is an nominal variable where the participants had to choose from 7 ...
0answers
15 views

### How to interpret cokurtosis results?

I calculated a cokurtosis matrix of the returns of multiple stocks. I obtained the following results but not sure how to interpret them. I understand that when two random variables exhibit a high ...
1answer
22 views

### How do I calculate the correlation coefficient between these two sets of data, taking into account the uncertainty values I have for one of them?

I have two sets of data, both of which have a varying pattern pattern. I believe that one set of data (in blue in my image) illustrates the cause of the pattern which shows in the other set of data (...
1answer
34 views

### How do you express the variogram $\gamma(u)$ in terms of correlation for a stationary process?

The Analysis of Longitudinal Data textbook by Diggle et al. (2002) mentioned twice (p48 f. and then on p82) that given the following definition of the variogram, \begin{equation} \gamma(u) = \frac{1}...
2answers
55 views

### Why important features does not correlated with target variable?

I'm testing if there is a relation between top important features and correlation between those features and target. I'm working on the titanic dataset. I plot the feature importance (using ...
2answers
25 views

### How to measure correlation between multi-item likert scales?

I recently conducted a online survey and are now having trouble deciding for the right analysis method. For example: I wanted to see if there is a correlation between Factor A and Factor B. However in ...
1answer
23 views

### Which Robust fit method to apply to exclude single outliers?

I got some data samples (a,b) and I am trying to calculate correlation between a and b. As I am new in this type of analysis, I have calculated Rsquared with linear regression method and got 0.5 as ...
1answer
27 views

### Why is the correlation between $corr(y, \hat{y}) = |corr(y, x)|$?

I had thought a property of correlation is that it is invariant to scaling and offsets $\hat{y} = x\hat{\beta}_1 + \hat{\beta}_0$, so $\hat{y}$ is just a scaled and offset version of $x$. So shouldn't ...
0answers
16 views

### Runnning a pearson's correlation for two variables that change from a third factor [closed]

I have a covid-19 dataset that I'm trying to analyze. This dataset is a time-series dataset and has many columns such as Date, number of new cases, and number of new vaccinations. To find out whether ...
0answers
17 views

### How to test whether extreme price deviations are correlated?

I have a panel data set of the minute-by-minute OHLC (i.e. Open, High, Low, Close) prices of Bitcoin from multiple exchanges. I would like to test whether the extreme price deviations (i.e. the ...
0answers
20 views

### A method to test whether two variables are not correlated

I want to test whether two variables are correlated. I was planning on doing a Pearson's correlation matrix, but I was wondering whether there was a better way to test this. Can anyone help?
0answers
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### What am I misunderstanding about the ACF and ACF plot?

I am using Python's statsmodels.tsa.stattools.acf on a series, specifying alpha: acf = acf(x, alpha=0.05). After this I'm using ...
0answers
9 views

### How to analyze dataset for an ecological study? [duplicate]

My independent variable is health care system (continuous and non normally distributed) and dependent variable are health outcomes(continuous) . This data is available for 40 cities. How should I ...
1answer
29 views

### What is the correlation coefficient I should choose? Spearman or Pearson? Dataset consists of 2000+ entries, less likely to be Kendall

I am doing the exercise, to analysie a dataset. Kilometres are: 1: <1000 2:1000-15000 3:15000-20000 4:20000-25000 5:>25000
1answer
39 views

### Why is a non-linear transformation a parameter?

This in reference to my answer at What model should I use to prove statistical significance?. I test the correlation between x and ...
1answer
37 views

### Spearman vs. Pearson for an evenly distributed variable. Can I just choose the coefficent with the stronger correlation?

I am doing my thesis using a a non experimental descriptive correlation analysis with continuous ratio data. One of the variables is unevenly distributed. I have calculated Pearson's correlation ...
0answers
15 views

### How do I calculate Correlation Coefficient using Mean Absolute Deviation?

I am trying to calculate Pearson's Correlation Coefficient using the product of the Mean Absolute Deviations (MADs) of my two lists as denominators instead of the Standard Deviations. Effectively, ...
0answers
14 views

### When should you use association instead of correlation measurements?

I have a data set in which the variables are all categorical. I was wondering if I can examine the data using both correlation measurements (Spearman) and association (Cramer V) or taking into account ...
0answers
10 views

### What does it mean that the correlation r is proportional to the slope beta of a linear prediction equation?

I computed two correlations r and two slopes beta for one independent variable x and two dependent variables y1 and y2. Does it make sense to get a result where the correlation r is stronger between x ...
0answers
13 views

### Compare correlation coefficients between groups from multiply imputed data sets

I have the correlation coefficients between two variables (scores on a screener and scores on the criterion measure) for students from different racial backgrounds, and I am interested to see whether ...
0answers
7 views

### How to determine the correlation if my plot shows two clusters?

Suppose i have a plot like this: As shown in the plot, there are two clusters: "no correlation" for the cluster on the left and "strong positive correlation" for the cluster on ...
0answers
14 views

### Finding the statistical significance of a Matthews Correlation Coefficient (MCC) in binary classification (what is a good MCC)?

I have a very imbalanced dataset. Thus, I am using MCC to evaluate the performance of various ML algorithms. It appears that literature is entirely lacking in ways to evaluate how good an MCC score is....
0answers
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### How to combine both correction for restriction of range and attenuation?

I have two measurements obtained by two different scales that I want to correlate. Because of the nature of the sample I should use both a correction for attenuation and a correction of restriction of ...
1answer
30 views

### Chatterjee's Correlation: Understanding & Implementation

As a lay person I'm having trouble understanding how Chatterjee's formula as defined produces a correlation between two time series when it only references one of them. Pearson's/Spearman's ...
0answers
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### How can I interpret singular value decomposition analysis?

I am trying to understand singular value decomposition analysis. I compared two gridded atmospheric data. The Mode 1 has 79.5% squared covariance fraction. Modes 2 and 3 have 3% and 2%, respectively. ...
0answers
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### Is this regression model valid X/Z = B0 + B1*X + B2*Z? [closed]

In other terms can I explain a variable with the others variables that are used to compute this variables? What are the implication for my model?
1answer
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### Correlation matrix for likert scale variables?

I am working on analyzing data from a questionnaire, and I am unsure whether I have chosen the correct analysis for my research. I have chosen regression correlation, but I might be wrong. Any input ...
0answers
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### Correlation coefficient to use for data with non linear relationship

I am working with the following y = x^2 data type for my test studies ...
0answers
19 views

### Causality of variables in PCA

Is there any statistical method that shows the causality of a set of variables? In PCA it is possible to determine the correlation between two variables. So, the question is, if X and Y are positively ...