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# Questions tagged [correlation]

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

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15 views

### Generate correlated complex Gaussian random variables in MATLAB

$X1$ and $X2$ are circularly symmetric complex Gaussian random variables with a correlation coefficient of $\rho$. I would like to generate these two random variables in MATLAB. The real and imaginary ...
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### Does significant correlation imply at least some common underlying cause?

If the correlation was significant enough (however you define it), does it necessarily show that there is some underlying cause even if it's not direct causation?
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### Spatial correlogram of time series

I have the dataset: ...
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### Correlation for priors in BLRM with EWOC in R package OncoBayes2

I'm trying to reproduce results in this protocol with OncoBayes2 package to learn BLRM with EWOC (Neuenschwander 2008) in dose finding studies. In section 14.2.2.1 (appendix 2) of the protocol it ...
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### Does statistical association and dependence only include linear and nonlinear correlations

I know there are linear correlation measures such as Pearson that might not capture all cases of statistical dependence or nonlinear correlations. I know there are also nonlinear correlations, which ...
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### Can statistical units measured per thousand inhabitants be bigger than 1000?

I found some data on the number of self-employed people per one thousand inhabitants in Europe here. However, in the year 2020, for instance, some statistical units have over one thousand self-...
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### Correlations can be compared with the Comparing Correlations ('cocor') package or R - but what if one of the variables is ordinal?

Let's say I want to compare the correlation of BMI and blood pressure in two independent groups and see, whether there is a difference between the correlations (whether the correlation is stronger in ...
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### Testing correlation coefficients from two bivarate poisson

I have datasets from two bivariate poisson distributions, $BVP_x(\lambda_1, \lambda_2, \lambda_{12})$, and $BVP_y(\lambda_3, \lambda_4, \lambda_{34})$ respectively. Now we know the correlation ...
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### What are some relevant statistic calculations?

I applied a test for attachment and 2 different tests for internet addiction to 114 highschool students. All tests have a Likert scale 1-5. My hypothesis is that the attachment and internet scales ...
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### Testing correlation coefficient of two bivariate gaussian

I have datasets from two bivariate normal distributions, $\mathcal{N}(\mu_x, \Sigma_x)$, and $\mathcal{N}(\mu_y, \Sigma_y)$ respectively. Now we know the correlation coefficient for these two ...
• 121
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### How do I deal with many zero values in terms of correlation?

I am currently working on my master thesis. I have determined a simulation model for tax returns and to verify this I would like to use true values. I would like to determine the correlation between ...
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### Should similarity matrix must always be converted into a dissimilarity matrix for hierarchical clustering?

Background Hi all, I need some clarification on my approach if it's correct or not. I have a matrix (M_ij) with user ratings of images. The users (i) are on the horizontal axis and the images (j) are ...
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1 vote
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### Understanding the Difference Between Independent and Dependent Variables

I'm new to statistics and I'm struggling to grasp the distinction between an independent and a dependent variable. For instance, if I want to examine the correlation between daily COVID-related deaths ...
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### Testing the significance of a multiple R value from a multiple regression

I'm an AP Statistics student (high school senior) doing a final project investigating the correlation between an "overall score" as the response variable and five different "subscores&...
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### Parameters Correlation in STAN

I am fitting a simple normal distribution in stan through R. The distribution depends on two parameters, $\mu$ and $\sigma$. Here the sample code: ...
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### Is the correlation method used within your dataset problem dependent?

Question Say I have a dataset $D$ with $N$ features that are trying to predict a target $y$. I would like to build a model from $D$ and part of that process is removing correlated columns to reduce ...
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### Can I apply PCA to combine correlated variables into one variable? [closed]

I have a dataset with 11 observations and 11 features. I want to use linear regression for estimating the coefficients by using OLS method. I know it is not advisable to use linear regression with ...
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### How to deal with a large dataset when implementing clustering?

I am working with what I believe is quite a big dataset, with $17$ columns (each corresponds to one variable) and $41714$ rows (each corresponds to one observations). My goal is to implement ...
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### Can I compare Pearson's r and Spearman's rho with Fisher's r to z transformation?

I'm using the tool in the following website to compare correlation coefficients: http://vassarstats.net/rdiff.html The tool uses Fisher's r to z transformation to ultimately compare two correlation ...
1 vote
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### How to make an correlation analysis in Python or R beetween two strings? [closed]

I want to make a correlation analysis of two nominal columns, the "advocates" column and the "company" column, the advocates in this case are processing the companies, the data ...
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### Is there a z transformation for the correlation of non-normal distributions?

I'm writing code to calculate if the correlation between two random variables is significant. I've recently come across Fisher's z transformation as a method for finding significance. But from reading ...
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### How to measure time-dependant inhomogenity?

At t = 0 my two variables x und y do not correlate. Due to an event, at t = 1 x und y suddenly correlate.... Is there a way to measure the the disorder of the two variables at t = 0, so that I can say ...
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### Half paired t-test?

I have data where all individuals have an observation at time 1, but then only half of the individuals have an observation at time 2, and I want to compare the means of times 2 and 1. Is a standard t-...
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### Estimate the threohold of reject region by Bootstrap

I am studying the Bootstrap method and encountered a question about how to estimate the reject region. Suppose we have observed a sample $\{(X_i, Y_i)\}_{i=1}^n$, I aim to investigate the linear ...
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### Finding patterns of volume worked - Productivity Mix Correlation

I am trying to generate labor standards (the amount of productivity per hour an employee should be accomplishing) based off of historical data volumes. I do not have the start and end time that a ...
1 vote
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### Using multiple individual regressions Y~X_i to find the best two combination of predictors

Problem Statement Let's say I have multiple solved OLS regressions of the form $Y \sim X_1$, $Y \sim X_2$, ..., $Y \sim X_n$ I want to find which best two combined are the best predictors combined, ...
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### Joint Distribution of Correlated Binomial and Negative Binomial Variables

Let $x$ and $y$ be correlated negative binomial distributions, $x\sim~NB(p_1,n_1)$ and $y\sim~NB(p_2,n_2)$ respectively with correlation $\rho$. Can we derive their joint distribution analytically? ...
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### Chi-square: correlation or comparison test?

I find some references and discussion state that Chi-square test used for comparison analysis, but some said for correlation also. I am confused, so Chi-square is test for correlation or comparison? ...
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### How do I use many highly correlated continuous variables in a logistic regression?

Low Blood Pressure (BP), below a threshold, say 90 mmHg, is associated with worse outcomes in surgery. The depth (how low the BP gets) and the time spent at that depth are both associated with worse ...
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### Insignificant correlation between the variables that were tested to be highly significant in the other study

I have this burning question that variables are not significantly correlated to one another, where the other study I refer to keeps claiming that those variables (bullying victimization and ...
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### Simulations for moving Hidden Markov chain

In the setup for a moving Hidden Markov chain study of some birds, I have to make a simulation study to investigate possible consequences of assuming that the different variables are conditionally ...
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### The introduction of a new variable made my coefficient of interest flip sings : what can I say about correlation?

I am currently studying the relationship between academic freedom (independant variable) and university rankings (dependant variable) using OLS. Each individual is a university, and my variables (...
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### multivariate pearson correlation analysis

So I have got a set of data, which consists of the abundance of each butterfly species in each sampling point, and the temperature of their respective sampling point. Can I first do a Spearman ...
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### what is the difference between a multiple group ratio analysis and computing correlation?

I'm very new to all this so please bare with me. All advises and corrections are welcome. Context I have the following dataset: ...
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### Feature Selection: Select top best features based on feature scores produced by different algorithms

I like to do feature selection and I am using multiple feature selection algorithms provided by sklearn. What I have done is, use a bunch of feature selection algos and get the score for each feature. ...
1 vote
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### Can I remove correlated features before cross validation?

I am working on a high-imbalanced (80-20 ratio), high-dimensional dataset (200 sample size, 300 features) where all variables are highly correlated. Can I remove the perfectly correlated (using ...
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### Variance low and ceiling effect - split by median`?

I heard that a sufficient amount of variance/heterogenity is needed in order to get reasonable results for a correlation test. Why is that and what solutions exist when variance is too low? Is ...
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### How to calculate P value in polychoric correlation

I see that I can get polychoric correlation coefficients using package girth. I have following data: ...
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### Different results of t test and biserial correlation?

I was wondering whether it is possible that a t test and a point biserial correlation can give different results (t-test shows groups differ significantly, correlation implies that variable does not ...
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### Finding covariance between internally studentized residuals

Consider a linear regression model $\boldsymbol y=X\boldsymbol\beta+\boldsymbol\varepsilon$, where $\boldsymbol y$ is an $n\times 1$ response vector, $X$ is an $n\times p$ matrix of covariates (fixed),...
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### Use t-statistics to measure between group differences

I have read a paper (https://doi.org/10.1038/s41591-023-02296-6) in this paper, fig 5, the authors point out: between-group differences (disease versus health, t-statistics, two-sided) in body (n = ...
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### How to examine the relationship between items on one questionnaire with scores on another?

How would I go about examining which items on one questionnaire are most associated with the overall score of another questionnaire and each sub scale of this second questionnaire?
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### Differencing, taking logs or squaring does not fix nonstationarity. What to do?

I want to test for correlation in a time series model. However, all four independent variables and the dependent variable are non-stationary. I tried taking first, second and third differences but my ...
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### Can I use log-log OLS with no constant to measrue the relationship between two variables in a non-normal distribution?

I am trying to measure the relationship between the price of a futures-contract and the current price of the underlying asset on the day of purchasing said futures-contract. For this I have a dataset ...
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### How to calculate the variance of the weighted sum of two stationary time series with autocorrelation?

I have two stationary time series $X(t)$ and $Y(t)$ that I know are correlated to each other but they also each have autocorrelations. Each has a credible interval band for each time series at every ...
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### Showing uncorrelatedness of related random variables

There are two random variables defined as follows: $X \in \mathbb{R}^n$ ($n$-dimensional random vector) and $X \sim N(0, I)$ where $I$ is an identity matrix $Y \in \mathbb{R}^m$ ($m$-dimensional ...
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### Methods for comparing 2 independent datasets with some overlapping variables

So I have 2 data sets one with dimensions 100000x8, and the other 30000x20000 and want to if possible understand how these can be mapped onto each other. Of the 20000 variables in the second dataset ...
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### The behaviour of the chatterjee correlation coefficient with binary data

Using the house price data from kaggle and xicorpy, I have done some experimentation about how Chatterjee correlation coefficients behave in comparison to Pearson. ...