# Questions tagged [kendall-tau]

A measure of concordance between two random variables based on ranks.

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### Measure alignement between continuous and binary variables

I am trying to compare different evaluation metrics to assess performance of LLM-based solutions. To do so, I was planning to compute different metrics values (continuous outcome) and compare these ...
36 views

### Kendall's Tau Correlation for dataset with multiple types (binary, categorical, ordinal, continuous)

I have a dataset of many variables of varying data types (binary, categorical, ordinal, continuous), and I want to find the correlations between them. I encoded the binary as (0,1) and one-hot encoded ...
19 views

### How to test similarity between multiple medical differential diagnoses?

I have multiple observations collected by doctors where they give the differential diagnoses, the 10 most probable diseases (d). I want to calculate the inter-observer similarity. my data looks like ...
66 views

### How to interpret the sens slope function in R with daily data?

I'm currently working with Sen's slope calculation for from "trend" (R) 30 years of daily data. The following output: ...
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### How do I test the significance of a distribution of tau coefficients?

I have (I think) a simple question. I estimated rank-orderings on a variable from a sample of 225 people, and I'm interested to know whether they generally correlated with a "correct" rank-...
167 views

### Weighted Spearman Rank correlation proof

I have been searching for alternate measures to compute spearman rank correlation that incorporates some sort of weighting in the calculation. I came across this paper by David C. Blest on weighted ...
1 vote
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### How to Compute Weighted Kendall's Tau for Health Data?

I am analyzing a dataset that includes sequences of patients and their associated health values, both provided by different doctors. Each sequence represents the treatment order, and the health values ...
21 views

### Comparing two ranked list with scores

I want to compare two ranked lists with items and their confidence scores assigned by the model. The lists are non-conjoint, i.e. can have different items. The number of items is the same for both ...
141 views

### The difference between Z and Kendalls Tau in Mann-Kendall

In Mann-Kendall test there are 3 values, p-value, Z-value and Kendalls Tau value. What I want to know is what the difference in concept between Z and Kendalls Tau, as I read that both of them indicate ...
47 views

### An overall agreement coefficient for each subject

There are two paired data sets. Each suject has 80 variables gathered from CT scan and the same 80 variables gathered from MRI. How to obtain a global agreement coefficient (Inter-rater reliability) ...
39 views

Let’s say I want to measure the correlation between two variables, both measured on a ratio scale. Let’s say however that the relationship between the variables isn’t linear (so I can’t calculate ...
1 vote
434 views

### What is the difference between mk.test and MannKendall function in R

I have daily meteorological data for 30 years and I want to apply the Mann-Kendall test to check the trend. Firstly, I would like to ask if I should use yearly or daily data because I get different ...
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### Kendall rank correlation coefficient's p-value

I'm trying to compute a p-value for a two tailed test following Wikipedia formula which indicates that: one computes Z, and finds the cumulative probability for a standard normal distribution at -|Z|....
171 views

### Is it possible to do correlational analyses on unmatched data? Trying to understand a research paper

My stats knowledge is average but not great, so I apologise if this is something I just haven't come across before. Basically, I've just read a paper which seems to state that it has conducted ...
622 views

### Why does the formula of Somers' D remove number of Y ties in this formula?

I am researching how to calculate Somers' D in python for a discrete dependent variable and continuous independent variable, I found this answer on stack overflow: https://stackoverflow.com/questions/...
1 vote
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### Correct or incorrect interpretation of scatter plots: a comparison among the Pearson, Spearman and Kendall correlations

Cross-reference overlapping question: "Interpretation of a scatter plot: an unclear correlation" I have 3 scatter plots, where 3 variables are plotted against each other as follows: Plot 1: ...
1 vote
174 views

### How to compare multiple Kendall's tau results?

Looking for a bit of help on how to "aggregate" Kendall's Tau values from a meta-analysis To offer a conceptual view of the data: let's say I have 40 different "studies" that each ...
332 views

### Impact of having negative Box-Cox lambdas on a Tau correlation matrix

I'm trying to make the marginal distributions of my data easier to fit by first applying a Box-Cox transformation and then standardizing the transformed data. My concern is, as this is a multivariate ...
481 views

### Slope estimator robust to repeated values

I have a hydrologic dataset that contains many repeated values (in my case, 0s), and I want to understand whether there has been a trend through time. Here is an idealized example of what the data ...
134 views

### Upper and lower limit for number of categories in ordinal data

I want to categorize a variable on ordinal scale and give them values of 0,1,2,3... etc. Are there any upper and lower limits for number of categories for it to be considered ordinal data. I want to ...
194 views

### Kendalls Tau, for Exponential marginal Distribution

My Task is the following! $X_1 \sim Ex(2)$ and $X_2 \sim Ex(1/2)$ find a distribution so that $\rho_{\tau}=-0.85$. I have a little problem finding this distribution. Has anyone a clue what copula I ...
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### Which correlation method to us?

I am debating whether to use Pearson's correlation or Kendall's tau on a set of data. While linear relationships among subsets of the data are reasonable, I am deeply skeptical that they exist ...
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### Why don't my confidence interval and p-value match for Kendall's Tau?

I'm trying to examine the relationship between two samples of ordinal scale values, by computing Kendall's Tau and its corresponding confidence interval (CI) and p-value. I used the R function cor....
192 views

### Kendall's $\tau$ and Spearman's $\rho$ correlation coefficients inequality

I came across the following inequality: $$\frac{1+\rho}{2} \geq\left(\frac{1+\tau}{2}\right)^{2} \tag{1}$$ where $\rho$ denotes Spearman's correlation coefficient and $\tau$ denotes Kendall's rank ...
58 views