# Questions tagged [kendall-tau]

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

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### Which correlation test to use

I'm working with datasets on economic inequality and crime rates at the county level to produce correlation matrices. My economic inequality data has several variables, which are percentage of county ...
57 views

### Interpretation of non significant results of the Mann-Kendall Trend Test

I am currently conducting a study on several climate datatsets, and am using the Mann-Kendall Trend Test to check if my Time Series Data contains monotonic (rising or falling) Temperature Trends. To ...
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### When we can use kendall tau correlation? [duplicate]

I am seeing in my field that some are using Kendall's tau rank correlation and some are using Spearman's rank correlation. Can you please explain the main difference and when to use Spearman and when ...
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### Predicting the order/ranking of continuous observations

I have a problem that is kind of similar to ordinal regression, but not the same. If I understand it correctly, in ordinal regression we try to predict ordered labels, e.g. the number of stars a book ...
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### Exact sampling distribution of Kendall's tau under independence (no ties case)

I am looking for an R package for calculating the CDF and the inverse-CDF of the sample Kendall's tau (*) under the null assumption of independence, in the case of no ties. (*) Just to be clear, I am ...
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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 ...
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### 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 ...
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### 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 ...
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### 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-...
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### 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 ...
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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 ...
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### 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 ...
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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 ...
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### 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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### Different software (scipy, matlab) giving different p-values (KendallTau)

I'm working on a software codebase transfer between Python (scipy) and Matlab, and am wondering if anyone has any insight as to why I'd be getting different p-values when calculating the p-value for ...
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### What should the diagonal values be in a correlation matrix with Stuart–Kendall Tau-c?

I'm trying to calculate a correlation matrix for ordinal variables in R. Kendall rank correlation coefficient, seems a good option, as it "is a statistic used to measure the ordinal association ...
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### Statistics, Data Analysis, SPSS

I'm currently analyzing the data of an experiment and faced a couple of questions. I want to test the hypothesis that: Variable A predicts Variable B. The two variables are the results of 2 tests. ...
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### Kendall correlation is significant but cross correlation is not significant

I have time series data and I am confused about the output of correlation and cross correlation. This is my data: ...
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### Best way to aggregate multiple rank correlation coefficients? (Kendall Tau)

I am testing a search engine which operates over a corpus of documents. For simplicity, let's say the corpus is quite small and consists of only fifteen docs, like d1, d2, d3, ... , d15. And, as an ...
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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 ...
1 vote
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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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### 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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### 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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### 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 ...
1 vote
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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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### 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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I was looking up the definition of Kendall's tau-b and noticed that there seems to be two distinct equations floating around: Equation 1 (Wikipedia): $\tau_b = \dfrac{n_c - n_d}{\sqrt{ (n_0 - \sum ... • 35 2 votes 1 answer 701 views ### 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|.... • 163 0 votes 1 answer 199 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 ... 2 votes 0 answers 701 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/... • 21 1 vote 0 answers 461 views ### 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: ... • 33 1 vote 1 answer 213 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 ... 0 votes 0 answers 354 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 ... • 215 2 votes 2 answers 532 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 ... • 145 2 votes 1 answer 152 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 ... • 10.1k 0 votes 1 answer 212 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$. I have a little problem finding this distribution. Has anyone a clue what copula I ... • 1 0 votes 1 answer 103 views ### Which correlation method to us? I am debating whether to use Pearson's correlation or Kendall's tau on a set of data. While linear relationships among subsets of the data are reasonable, I am deeply skeptical that they exist ... • 215 2 votes 1 answer 484 views ### Why don't my confidence interval and p-value match for Kendall's Tau? I'm trying to examine the relationship between two samples of ordinal scale values, by computing Kendall's Tau and its corresponding confidence interval (CI) and p-value. I used the R function cor.... • 23 4 votes 0 answers 195 views ### Kendall's$\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 ... • 69 2 votes 2 answers 66 views ### Two vectors$x,y$whose Kendall´s tau is zero but there exists a function$g$such that$y=g(x)$I need to construct two$10$X$1$vectors$\overrightarrow{x}, \overrightarrow{y}$, such that Kendall´s$\tau $is zero but there exists a function$g$such that$\overrightarrow{y} = g(\...
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 ...