Questions tagged [correlation]
A measure of the degree of linear association among a pair of variables.
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For Granger Causality, what inference can be made if p is < 0.05 for ssr based chi2 test, but larger for everything else for a specific lag?
I am running a Granger causality test using statstools in Python, but am struggling to interpret the results correctly. It is my understanding that if the p value < 0.05, one can assume high ...
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8 views
How to assess “reliability” for a non-stationary time series compared to a reference
I have two arterial pressure measurement devices, one of which is the reference. My goal is to assess reliability compared to the reference and the variables (demographics, passing time, etc.) ...
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1answer
21 views
Are the standard errors in the coefficients of a linear regression corellated?
Lowly physical scientist here so please excuse my ignorance.
I have a data set of thermal expansion coefficient, $\alpha$, against temperature, $T$ that I fit with a linear regression.
From this, I ...
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22 views
Pearson correlation calculation [on hold]
I need to calculate the Pearson correlation coefficient for 2 different variables, easy, but with time series. I have 2 different variables (68 in each) data from 2009 to 2018.
What would be the ...
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1answer
13 views
Compare values within the single variable
I have a 5 categories of the occupations — starting from jobs with low physical effort like an IT guy, to the labor-intensive occupations like coal-mining etc. The categories are numbered from 1 to 5. ...
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15 views
Haul's Correlation-based Feature Selection (CFS) formula spread
I want to use the Correlation-based Feature Selection (CFS) proposed by Haul. I found this formula
where $r_{zc}$ is the correlation between the summed components and the outside variable,
$k$ is ...
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0answers
9 views
Trends in sighting records over time [on hold]
Let's say I have a sighting record (binary sequence) for a species over time in some region, with a 1 indicating presence and 0 ...
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31 views
Is there correlation in these pictures?
Is there correlation in these pictures? Thank you
I tried:
C = [a b];
cov(C)
I got
0.0001 0.0029
0.0029 1.0668
And ...
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0answers
9 views
Dynamic Copula Toolbox in MATLAB [on hold]
I am trying to use MATLAB's Dynamic Copula Toolbox v 3.0.
I already have my PITs (estimated prior). I have to following code so far:
...
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0answers
20 views
Model residuals vs test “residuals” correlation
Suppose I have an autoregressive univariate model fitted with a given period, so we obtain residuals produced in that process. We want to know the correlation of that residuals with other variables of ...
2
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1answer
50 views
Minimum variance of the mean for $n$ correlated random variables
If $X_1,\cdots,X_n$ all have the same variance equal to 1, then $0\leq \mbox{Var}[\bar{X}]\leq 1$ where $\bar{X}=(X_1 + \cdots + X_n)/n$. The upper bound is attained if $\mbox{Cov}[X_k,X_l]=1$ for all ...
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1answer
43 views
Repeated measures correlation as mixed model
I'm writing this question to better understand how to set up a mixed model to estimate a linear relationship between two variables from repeated observations.
Suppose the variables $X$ and $Y$ are ...
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13 views
Correlation and Regression analysis
I have two theoretical questions:
1) In a correlation analysis for example sales x price, if I have monthly sales data with a very large variability and with a non-normal distribution, do I need to ...
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0answers
20 views
Significance testing correlations with few data-pairs: how necessary is Fisher Transformation? Alternatives when it appears innapropriate?
Apologies for large post/question:
I presented 116 subjects with displays of frequency distributions for 2 groups of data and asked subjects to provide subjective ratings on a 10 point Likert scale ...
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1answer
14 views
How to compare coexpression networks from two conditions with different sample sizes [closed]
I have gene expression data from two conditions having different sample sizes i.e 8 and 32. I want to build a correlation among all genes (for both conditions) for comparison. So, I used "psych" ...
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16 views
Distribution of Conditionally Dependent Random Variables
How would I find the distribution (or approximate distribution) of $X_t + Y_t$ given
$$X_t\sim \operatorname{Normal} (0,1)$$
$$Y_t\mid X_t\sim \operatorname{Normal} (f(X_t),1)$$
where $f(\cdot)$ is ...
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1answer
13 views
Repeated measure correlation in Python
I'm trying to see if there's correlation between two variables over days for different individuals.
I have 100 individuals' data over 60 days. For each day, I have the distance traveled on that day ...
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19 views
Comparing vectors by regression coefficients
I have two vectors $Y_1$ and $Y_2$ both of which are known to be a function of observations in a design matrix $X$. Also, both $Y_1$ and $Y_2$ suffer from noise to a great extent. I am interested in ...
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1answer
31 views
Dimensionality Reduction - Feature Selection
For example, we have a dataset in which the samples contain 400 features. In this case, if we try to perform classification, we get very low accuracy because our learning model will become very ...
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22 views
Correlation does not mean causation
You went camping and could not fall asleep due to the fact that fir cones
fell on the tent with a certain frequency, and nearby there were
chuckles from a couple of friends from a nearby tent. ...
2
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1answer
64 views
Bootstrapping ordinal correlations? How to deal with the effect of duplicated observations?
When dealing with ordinal correlations (e.g. Spearman's Rho, Kendall's Tau), one can non-parametrically test the null hypothesis of no correlation by a random permutation test (shuffling one of the ...
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62 views
EDIT) Bayesian prediction using regression
I have a very basic, introductory statistical background but learning Bayesian analysis with Bayesian Data Analysis(A.Gelman) and I desperately need any hint to help me grasp a concept.
As long as I ...
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1answer
37 views
Use cor instead of acf function?
I would like to have the same results using acf() function and cor() on a very easy ts. Unfortunately I am not able to. I ...
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0answers
40 views
Posterior as prior for correlated parameters [closed]
I want to use the posterior distribution of the model parameters $\theta$ given data in the time frame $[0,t]$ days, $P(\theta|y_{0:t})$; as a prior for the parameters in the time frame $[t+1, t+n]$ ...
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21 views
Notation problem with sparse regularized correlation matrix
I am trying to apply a specific method to obtain a sparse correlation matrix $R$ from a regularized correlation matrix $\Sigma^{\delta}$, which was computed from $N$ observations of a multivariate ...
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1answer
29 views
Correlations - multiple observations & multiple observers
I haven't found quite this question on here.
I have a data set that typically requires generalizability theory to untangle however I now face a question I believe g theory can not answer.
17 ...
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0answers
16 views
Correlation between discrete and binary variables
I have a binary variable representing happiness. This variable can take binary values of 0 (not happy) and 1 (happy).
I have another discrete variable representing valence (representing if emotion is ...
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1answer
11 views
Association of binned data
this is my first question here, hoping you all can help.
I have tenure and age data for an organization that has been binned already, and unfortunately don't have access to the actual ages/tenures of ...
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2answers
49 views
Finding Relationship between Categorical and Continuous data
A subset of my dataset looks as follows where cells in "cat1_ids" column contains list of "cat1" categories and cells in "person_id_list" column contains list of persons id. There are 2000 "cat1" ...
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0answers
4 views
is it possible to estimate a tetrachoric-like correlation between a latent index and another binary variable?
Suppose I have three binary variables, $Y_1$, $Y_2$ and $X$. I think $Y_1$ and $Y_2$ have associated latent (normal) indices $Y_1^*$ and $Y_2^*$, but $X$ is just a dummy variable for gender. The ...
3
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1answer
47 views
When to stack histograms?
I'm working on a personal data analysis project, and I'm comparing the frequency count of survivors of a particular natural disaster, between males and females. I want to use these histogram(s) to ...
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1answer
21 views
Can I use Spearman's rho?
I'm taking a research class for Social Work and this is not my strong suit, so please be kind. :) The system that I have to do my statistical testing includes only the following tests: (ANOVA, Chi ...
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9 views
correlation between a continuous and multinomial variable
I would like to find the correlation between a continuous (dependent variable) and a categorical (multinomial) variable. I found that the appropriate test is Eta (η) coefficient, however, I haven't ...
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8 views
Data set with linear correlated clusters [closed]
I have been looking for real-world data sets on platforms such as UCI or Kaggle. What is meant with "data set with linear correlated clusters"?
In a regression we compute one regression over the ...
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1answer
23 views
How do I analyze the correlation between Likert Scales? [duplicate]
I have 7 different Likert Scales each consisting of 4 Likert items. In other words, I have 7 variables (Likert scales) and 28 Likert items (questions).
I tested for reliability using cronbach's aplha ...
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0answers
27 views
Coefficients of correlation and determination, linear regression
The decision-maker has two advisers arguing with each other.
The problem is the following. There is a disease the cause of which is unknown. Some external factors are believed to promote its ...
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0answers
16 views
Dissertation Results. X and Y non-correlation, but then X significantly predictive in regression model. Why? [duplicate]
I just finished my dissertation results and trying to interpret them and very confused. Basically, X and Y are not correlated but then when I put X in my regression model with a few other variables X ...
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22 views
The definition of the partial correlation
The partial correlation between say two variables $X$ and $Y$ with partialling out the effect of two other independent variables say $U$ and $V$ is equal to the correlation calculated on the residual ...
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17 views
One-sided confidence interval for correlation coefficient
Consider this question,
Let $(X_1,Y_1),(X_2,Y_2),...,(X_n,Y_n)$ be independent and identically
distributed pairs of random variables with $E(X_1) = E(Y_1), Var(X_1)= Var(Y_1) = 1$, and $Cov(X_1,...
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29 views
Will LASSO choose variables that are highly correlated with the outcome variable?
Suppose we have access to an outcome variable $Y_i$ and a $p$-dimensional vector $X_i$ for $i=1,\ldots,N$. We run a LASSO regression of $Y$ on $X$ for every penalty/shrinkage parameter $\lambda$ in an ...
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1answer
23 views
How close to the critical value to be accsepted? [closed]
What if this number 12.32056265 is so close to the 0.05 critical value which is 12.59. Can it still be a significant value with a positive correlation? Or is it then with the critical value of 0.10 ...
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0answers
20 views
EDA of Time Series Data (System Logs)
My project is about exploring time series data - system logs of all desktops in a large organisation. The idea is to see whether this data can be used for:
(A) diagnostics
(B) anomaly detection
The ...
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0answers
11 views
Studying the relationship between non-inependent variables
What are some approaches to studying the relationship between two non-independent variables?
When doing linear regression to study the relationship between two variables, it is assumed that your "x" ...
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1answer
32 views
Erdem correlation for time series
I found a python code on GitHub and I'm trying to understand it for using it on my project.
I am studying tweets collected from twitter, and I have the evolution of the frequency appearance of ...
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0answers
9 views
is there any other use cases where correlation is applicable besides bivariate normal distribution?
per this professor, correlation is applicable for bivariate normal distribution.
besides bivariate normal distribution, is there any other use cases such as other bivariate distribution where ...
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1answer
19 views
Inferential Testing
I am currently working on my dissertation, which is investigating the relationship between working memory capacity and problem-solving ability. I have two independent controls task 1 and task 2, both ...
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1answer
28 views
When is it reasonable to assume that the covariance matrix is positive definite?
I know that any covariance matrix must be positive semi-definite, but are there any regimes where it is reasonable to assume that covariance matrix is postive definite.
I want to use this to be able ...
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0answers
52 views
What is the geometric meaning of correlation matrix
I recently read this article explaining the geometric meaning of covariance matrix.
http://www.visiondummy.com/2014/04/geometric-interpretation-covariance-matrix/
My question is : is there an ...
6
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1answer
88 views
Correlation: If $Z^2$s are correlated, it doesnt imply that $Z$s are correlated?
I read in my lecture slide that if $Z^2$s are correlated, it doesn't imply that $Z$s are correlated, but I don't understand it. Any example will be welcome.
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3 views
Finding dependence of output variables on input variables
I want to perform a regression using neural networks. My input has 5 parameters [a, b, c, d, e] and the output is 4 variables [x, y, z, w]. Total number of observations I have is 1000.
I wanted to ...
