Questions tagged [correlation]
A measure of the degree of linear association among a pair of variables.
5,366
questions
2
votes
1answer
33 views
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?
0
votes
0answers
10 views
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 ...
1
vote
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" ...
0
votes
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....
0
votes
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, ...
0
votes
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 ...
2
votes
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
...
1
vote
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 ...
2
votes
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 ...
0
votes
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
0
votes
0answers
10 views
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 ...
0
votes
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 ...
-2
votes
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 ...
1
vote
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 ...
0
votes
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 ...
2
votes
2answers
48 views
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 ...
0
votes
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 ...
0
votes
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 ...
0
votes
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 ...
0
votes
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 ...
0
votes
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 ...
1
vote
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 ...
0
votes
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 ...
1
vote
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 (...
3
votes
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}...
3
votes
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 ...
1
vote
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 ...
2
votes
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 ...
1
vote
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 ...
0
votes
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 ...
1
vote
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 ...
0
votes
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?
1
vote
0answers
12 views
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 ...
0
votes
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 ...
-1
votes
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
2
votes
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 ...
1
vote
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 ...
1
vote
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, ...
0
votes
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 ...
0
votes
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 ...
0
votes
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 ...
0
votes
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 ...
0
votes
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....
1
vote
0answers
13 views
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 ...
1
vote
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 ...
0
votes
0answers
21 views
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. ...
1
vote
0answers
39 views
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?
1
vote
1answer
32 views
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 ...
0
votes
0answers
17 views
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
...
0
votes
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 ...
