# Questions tagged [kendall-tau]

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

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### How to perform a breakpoint analysis on these two variables (Survey Score and Total # of Outages)?

Here is a snippet of the data: I believe both of these are discrete variables. I want to first determine if a correlation exists. Would I utilize Kendall’s Rank Correlation? Second, I want to create ...
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### Can i use a kendalls tau in place of a pearsons correlation and then do a multiple regression?

My data does not meet the assumptions for a pearsons test, so instead i plan to use a kendall's tau correlation. my question is can i cotinue on with a multiple regression? if not what statistical ...
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### Generalize Kendall tau distance to ordered groups?

If we have two ordered lists, e.g., A=[1,2,3,4,5], B=[3,5,4,2,1], then we could use Kendall tau distance (which is 0.8) to ...
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### Quantifying agreement of ordinally ranked sequences

I've been using a very particular set of closely related metrics to quantify how well two ranked sequences agree with one another. I'd like to know if this way of thinking is well-known and if any of ...
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### Significance test for partial rank correlation

Given variables $X$ and $Y$, and control variables $Z_1,Z_2,\cdots Z_n$, I want to compute the partial rank correlation and its p-value. Preferably using Kendall's Tau (although I'm aware of 1). While ...
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### Discrepant results: tau coefficient and linear regression

I have two continuous variables $x, y$ that are not normal, but whose logarithmic transformations are normal and meet all assumptions for linear regression. In R, I evaluated their correlation through ...
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### Mann-Kendall test for multiple groups

I'm currently working on a problem, where I want to test weather there is a trend in the course of a certain metric in an animal, where I wanted to use something like the Mann-Kendall test. The ...
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### Kendall's Tau B Rank

Our study is about ranking 30 blue chip stocks in the Philippine Stock Exchange (PSE). We want to know the validity of a ranking method called The Technique for Order of Preference by Similarity to ...
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### What is emperical version of Kendall's tau and can be used as a dependecy measure?

I know Kendall's tau as a commonly used measure of dependency. I read that it is inconsistent as an independence test, and hence, another version of consistent Kendall's tau has been introduced and ...
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### Can you provide a dataset (of n=50) where Kendall's Tau is greater than Spearman's Rho by at least 0.45?

That means that: τ(x,y) > ρ(x,y) + 0.45 I find it very hard to generate this dataset since if there's a linear correlation in the data - it will probably show up if we use any of the correlation ...
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### Kendall's statistic of concordance - multiple datapoints from each participant?

I'm reviewing a study that has used Kendall's statistic of concordance (as they have termed it). This has been used to evaluate correlation between two sets of data - these are two sets of ...
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### Is there any literature on the interpretation of kendall tau values?

I am writing a paper on a financial topic and need a citation for an interpretation of the tau values I got from my analysis. I am unsure at which point values are high/low enough to be considered a ...
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### Which items in two ranked lists are ranked significantly different?

I have 91 items ranked by different demographic groups of questionnaire participants. The rank lists for each group are all the same length and contain identical items. I understand that I can perform ...
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### Can Kendall Tau/Spearmann correlation and Multiple Linear Regression be used together? it is continuous data in which IVs are not normally distributed

I have one dependent variable and 3 main Independent variables (the 1st IV has 7 factors that are scored individually, thus, making it 9 Independent variables). I want to see the correlation between ...
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### Conditional kendalls vs partial kendalls

I read about conditional kendall's tau for independent test. I also found partial correlation kendalls tau test. My question is, are they different? If yes, how? I tried to calculate the conditional ...
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### How to determine the strength of the mutual information value

I am reading about mutual information dependency measures. I found that it ranges from $0$ to infinity. I have one simple question. How can I measure the strength of the dependency using this method? ...
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### Kendall's Rank for Normal Distribution and Correlation

Is there a closed formula to compute the Kendall rank correlation coefficient from r? The new book by Kahneman, Sibony and Sunstein, Noise a Flaw in Human Judgment, has a statistical metric Percent ...
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### Kendall's coefficient of concordance

In my study, I am assessing information needs of farmers (n=60). The farmers were asked to respond about the information needs in a 5 point continuum ('not needed' to 'most essential'). I have to ...
1 vote
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### Is Kendall's tau adequate to test for a non-monotonic relationship?

Goal Networks can have so many nodes that it's hard to study them. That is why in some cases nodes are clustered together. I am looking at whether the betweenness of a node is maintained after the ...
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### How can I perform a meta-analysis on Kendall's tau?

Goal Networks can have so many nodes that it's hard to study them. That is why in some cases nodes are clustered together. I am looking at whether the betweenness of a node similar to the one of its ...
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### How to extend rank correlation to the continous case/infinite dimensions?

First let's assume that I want to compare two discrete distributions $d_1$ and $d_2$, but that I am not interested in their absolute values. Rather, I am interested in knowing how these two ...
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### Test statistics for hypothesis that values in one group always larger than the other group

Assume $x_1, x_2, \dots, x_n$ belong to group $A$ and $y_1, y_2, \dots, y_m$ belong to group $B$. We want to test if values in group $A$ are smaller than values in group $B$ as values in B. I design ...
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### Using Kendall's W or Kendall's Tau?

So I have a dataset of 5,000 observations annotated by two respondents each, which comes out to 10,000 unique annotations. In these 10,000 unique annotations, I had 600 unique respondents, with the ...
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### Kendall’s Coefficient of Concordance (W) is different when calculate with two formula: SPSS VS python

I used the Friedman test to compare three repeated measures and I use Kendall’s Coefficient of Concordance (W) to get its effect size. SPSS uses this formula: F (from Friedman test)/n_f (k-1), and I ...
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### Determination of sample size for a Kendall's tau correlation, one variable ordinal and the other continuous

I'm a bit stuck at the moment. I have a study where we are comparing a new method of strength measurement that will give output in lbs of force versus the standard methos of grading it on a 0-5 ...
1 vote
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### what the difference between Pearson correlation and Kendall's tau tests can tell us?

i plotted Pearson correlation with p-values of the insignificant correlations and did the same for Kendall's tau, then i have computed the difference between the two tests, and obtained the below plot,...
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### Isn't it okay to correlate acceleration with calorie regardless whether acceleration contains gravity or not?

What I am trying to do? Let's think, there are some diabetic patients and I am interested to find whether acceleration (when they will run to do physical exercise) correlates with amount of spent ...
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### Bivariate probability inequality into an integral

I am having a hard time understanding one (I assume simple) part of a proof (see the link below if you want the whole thing). Let the two bivariate continuous random vectors: $(X_1,Y_1), (X_2,Y_2)$ ...
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### Is it okay to use Pearson or Spearman Correlation when using only one participant's data?

What I am trying to do? Let's assume, I have a data set which consists of only one student's marks of two semesters' courses. In semester 1, he has taken 15 courses and failed to achieve good marks. ...
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### Kendall distance significance testing

Recall, Kendall distance is a manipulation of Kendall tau, in that it only considers discordant pairs, and therefore is a dissimilarity measure. It ranges from 0-1 and is calculated as follows: \$d= \...
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### Which correlation formula should be used when we add up many measurements of the ordinal type?

Let's say, I have two set of questions; one set is to detect depression (var1) where the response of each question is in Likert scale and another set of questions to detect hopelessness (var2) where ...
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### correlation within ranks

Is it possible to know if a set of rankings are internally correlated? For example, if you ask to rank 5 cars as their favorite from [wrangler,hummer,Lamborghini,Porsche,camry] these cars are not ...
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### circular ranked lists

I have two lists which are circular, in that given list ['A','B','C','D','E'] 'A' and 'E' are the same distance apart as 'A' and 'B' and so on. Given I have rankings R1=['A','B','C','D','E'] R2=['...
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