Questions tagged [kendall-tau]
A measure of concordance between two random variables based on ranks.
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Test if two values of Kendall's Tau are significantly different?
I want to use Kendall's Tau to check rank correlation in some data. I have two sets of data, and hence compute two values, $\tau_a$ and $\tau_b$.
How do I test if $\tau_a$ is significantly different ...
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1answer
50 views
Can you use Kendall's Tau to compute covariance matrix?
I am working with multivariate archimedean copulas, and I am wondering how I can extract a covariance matrix out of them? I can get Kendall's Tau matrix of correlation so I was thinking that maybe I ...
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1answer
29 views
Need to randomize rank order,
I have a ranking of items, $X = (x_1, \ldots, x_n)$. I want to obtain a random sequence $\hat{X}$, which is a permutation of $x_i$, such that the expected rank-correlation (say, Kendall) between $X$ ...
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14 views
rank correlation test with multiple comparisons
I have run a single algorithm on a 50 problems with 3 different values for a parameter(tiebreak). The algorithm's job is to rank candidate values for a parameter(split) that will be fed into another ...
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1answer
53 views
Comparing Kendall's Tau values
I have a single ordinal outcome called RATING, and a series of continuous covariates (P1, P2, P3, etc). I have used Kendall's Tau statistic to assess the concordance/correlation between RATING and ...
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21 views
Patton's Symmetric Joe-Clayton copula
I am currently trying to apply Patton's Symmetric Joe-Clayton Copula, described in his "Modelling Asymmetric Exchange Rate Dependence". I am currently looking for the closed-form relation (if there is ...
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1answer
90 views
Why Kendall's Tau-c?
Wikipedia tells us: (link)
Tau-c (also called Stuart-Kendall Tau-c) is more suitable than Tau-b for the analysis of data based on non-square (i.e. rectangular) contingency tables.
What does $\...
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8 views
Modified Mann-Kendall trend test on hourly data?
Hi have a ten year dataset of hourly readings of water quality parameters (pH, temperature, dissolved oxygen, turbidity and specific conductivity). Since the data is on an hourly basis, it probably ...
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22 views
Correlation of ranked ordered list
Suppose I have n=3 of ranked ordered list of items:
R1=<i1, i2, i3>
R2=<i2,i1, i3>
R3=<i1, i2, i3>
I want to compute the correlation of an ...
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0answers
23 views
Comparing a predicted order of events to actual order of events
Sorry about my somewhat limited knowledge of statistics, it's just this is a tad too complex for my knowledge of the subject.
I'm running a competition where entrants are told what events happen, and ...
2
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0answers
24 views
How do I choose between Kendall's tau and Spearman's rho correlations? [duplicate]
I am trying to choose between the two correlation tests. I am trying to see if a trait is correlated with the area of a habitat patch for a number of different habitat types. The data is non-...
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30 views
Estimating Pearson correlation for multivariate t distribution using Kendall rank correlation
I had a task to generate a certain amount of samples for $(X_{1},X_{2})$ with a bivariate $t$ distribution $t_{2}(\nu,\mu,\Sigma)$ and then estimate Pearson's correlation coefficient $\rho$ by using ...
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1answer
356 views
Mann Kendall test in R with missing data
I am trying to run a Mann Kendall test on community dissimilarity for streams sampled roughly monthly, but with NA values for some months where conditions prevented data collection. From what I am ...
2
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1answer
108 views
Sample size calculation for Kendall's Tau in reproducibility study
Can anyone help with justifying (or rubbishing) a couple of aspects of a sample size calculation for a grant proposal.
A pilot study gave significant results for the correlation of a continuous (non-...
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0answers
36 views
Why does rank correlation only depend on copula, and not on the margins, if the margins are continuous
I read that for continuous margins, then Rank correlation only depend on copula and not on the margins. However, it is not the case for the non-continuous margins. Is that because the Kendall's tau (...
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1answer
37 views
Reference request for Kendall's Tau
I need some reading suggestions on Kendall's Tau at undergraduate level . I am not able to find some good material on the above topic . Please help me out .
EDIT: To be more specific ,I want some ...
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1answer
144 views
Correlation, Scatter graph [closed]
I have river flow rates for two separate rivers
The data produced this scatter graph for both rivers
https://i.imgur.com/jVnWF3t.png
What is the best type of correlation to use here?
Spearman, ...
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1answer
123 views
Which type of correlation should I use here? [closed]
For this data, I am looking at the relationship between bee population (1000s of bees) and area of genetically modified crops (km2).
I have generated a scatter graph using this data:
Question:
What ...
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1answer
146 views
Kendal's tau correlation if only one variable is ordinal
I have a vector with 3000 data points consisting of values on a likert scale from 1 to 9. It is ordinal data without normal distribution. Now I would like to calculate the correlation of this vector ...
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0answers
10 views
Kendalls u-coefficient to calculate overall consistency of pair comparison experiments
I have 8 conditions. In a pairwise experiment, I am comparing 28 pairs: condition1 vs condition2, condition3 vs. condition 4, condition1 vs condition3, condition4 vs, condition2, etc etc.
Each ...
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139 views
Multiple regression to maximize Kendall's tau
I've seen methods for maximizing Kendall's tau using regression with a single independent variable, e.g. Sen's 1968 article. I'm interested in fitting coefficients in a multiple linear regression ...
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1answer
23 views
Independence test informs paired difference test in matched pre/post settings?
I have a, perhaps faulty, intuition that if a paired difference test (e.g., Wilcoxon rank sum, t-test) for a pre/post item looks significant, one should use caution in interpreting this fact if an ...
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1answer
245 views
Why is Kendall's tau not consistent?
Kendall's tau measures the concordance between the two observations. For example,
for $(X_1, Y_1)$, and $(X_2, Y_2)$,
the pair is said to be concordant if
$X_1 > X_2$ and $Y_1 > Y_2$, or
$...
1
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1answer
119 views
What does “number of ties of extent m” mean?
I'm trying to figure out how variance of Kendall's tau statistic is determined in the presence of ties. From Yue et al. 2002:
The variance of $S$ is given by:
$E(S) = \frac{n(n-1)(2n+5)-\sum_{m=1}^{...
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1answer
266 views
Theoretical computation Kendall's tau [closed]
While working with rank correlation statistics of samples, specifically Spearman's rho and Kendall's tau, I came across the interesting theoretical interpretation of Kendall's tau. It can be viewed as ...
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1answer
127 views
Logistic regression for repeated measures
I have data corresponding to reports of "mind wandering", i.e. thinking about something unrelated to the task, and I want to look at the link between these reports and trust (regarding a system ...
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1answer
160 views
Kendall tau-b with one set containing only ties
I try to calculate the Kendall tau-b rank correlation for a huge number of paired sets. Some of those sets contain only ties, e.g.,
x1 = [1,1,1,1,1,1]
which is ...
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0answers
490 views
(Non-)linearity and correlation (Pearson v. Spearman and Kendall)
I am a bit confused about how to interpret correlation coefficient results. I am aware that there are numerous questions about the differences between Pearson, Spearman, and Kendall, but I am more ...
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1answer
314 views
Can Mann-Kendall Trend Test be used for a Data set with monthly sales count?
Could I use the Mann-Kendall Trend test for a data set of monthly sales (counts)?
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1answer
422 views
how to calculate the standard error of the kendall tau and pearson r correlation coefficients [closed]
I need to calculate the standard error of the kendall tau and pearson r correlation coefficients. Unfortunately I couldn't find any formula or python code to calculate them. Any suggestions on how I ...
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0answers
44 views
Comparability of out-of-sample scores in leave-1-out cross validation
I have a data set which consists of 10 numerical variables, as well as a rank ordering of the observations. I am "scoring" each observation with a weighted average of the numerical variables, where ...
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1answer
456 views
Kendall tau for data with many ties
I am working on an an application that is part managed code and part unmanaged code. Because of the unmanaged code part, there was a requirement in the specifications that states that memory usage ...
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3answers
61 views
Concept of “identically distributed copy” in Kendall's tau
In this precise moment of this lecture:
$(X_1, X_2)$ are the log returns of companies $X_1$ and $X_2,$ respectively. Then "we create an identically distributed copy"...
$$(X_1, X_2) \underset{id}{=} ...
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1answer
340 views
Getting weird values for a statistical test in python
I'm trying to perform a Mann-Kendall Test of some data. I'm using the code in the following link (https://github.com/mps9506/Mann-Kendall-Trend/blob/master/mk_test.py) modified a little bit bellow for ...
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1answer
3k views
Difference between Spearman and Kendall-Tau correlation test
My question is not about the definition of the two rank correlation methods, but it is a more practical question: I have two variables, X and Y, and I calculate the rank correlation coefficient with ...
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1answer
175 views
Copula dependency
Prior to copula fitting, we must identify the dependency between two variable.
What are the purpose of calculating the dependency? Some research said dependency value for example Kendall Tau value ...
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0answers
122 views
Implementing Hamed and Rao (1998) and Yue and Wang (2004) Modified Mann-Kendall test in R- Help with Correction Factor Calculation?
I am trying to modify the code mkTrend.R from 'fume' package to implement Hamed and Rao (1998) variance correction approach.
From the code of mkTrend, the following line is very confusing (Line-29 to ...
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1answer
24 views
About Effect Coding: It is possible to include μ “mu” and all the τ “tau” in a β matrix? [closed]
Is it mandatory to have a comparison group (one "tau" is coded as -1 and it does not have its own column)? If it is mandatory, can you explain why?
I am trying to represent the model Y=Xb+e in ...
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75 views
Kendall's Tau-b Critical values
I want to interpret Kendall's Tau-b z-score values. For large enough sample sizes, its distribution is probably normal and there isn't a problem. But for small sample sizes, I want to know if there is ...
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1answer
507 views
Mann-Kendall trend test, z-Transformation of test statistic, Why is the mean +/-1?
I have been looking into the Mann-Kendall test for detecting monotonic trends in my data. I have been following the introduction on this site here.
It all looks quite plausible to me.
However, I got ...
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1answer
2k views
Mann-Kendall's trend test result
I'm running the Mann-Kendall trend test on my data (35 different vectors, 5 elements each). What I'm doing for each one is:
...
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0answers
79 views
Correlation (and significance test) with ordinal predictor and continuous response [duplicate]
I am looking to correlate an ordinal variable (four categories) with a continuous variable (not normal). The dataset is large, around n=700. I am currently using Kendall's Tau-b because Goodman-...
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0answers
57 views
What test should I use?
I have a set of n objects being tested for characteristics c1 and c2. Using a two-output classifier, I obtain rankings R1 and R2 for each of my objects, which represent its likelihood of c1 or c2. Are ...
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0answers
44 views
Number of possible permutations for a Weighted Kendall Tau Measure
The Kendall-Tau distance can measure distance between rankings. If we would like to measure the number of possible combinations that arises for a particular Kendall-Tau distance, it can be calculated ...
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1answer
66 views
Which test to use: hypothesis that a variable is proportional to another variable (not necessarily linear)
Question 1:
Assume that in a manufacturing process, I change some parameter (X) and observe some output (Y). For example, I change temperature (X) and observe strength of part (Y).
How do I test a ...
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325 views
How to compare the sensitivity to outliers of two different correlation measures?
Given two vectors $\mathbb{x},\mathbb{y} \in \mathbb{R}^n$ let $r_p$ be the Pearson correlation between the two vectors and let $r_k$ be the Kendall correlation. You can assume that $x,y$ follow a ...
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1answer
133 views
Calculation of Kendall's Tau
I'm currently preparing for an exam in Risk Management (mathematics) by doing exercises from old exams. One of these exercises proved to be too difficult because of the following:
Given $(X_1, X_2)$ ...
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0answers
48 views
What test do I use for two variables that are ordinal and seem to have a non monotonic relationship? [duplicate]
I'm trying to find the right test for association for two likert scale, ordinal variables from a questionnaire I did:
"How often do you recycle" - (1) Almost Daily, (2)2-3 times a week, (3)Once a ...
0
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1answer
431 views
Kendall's Tau or Spearman's Rho? [duplicate]
I am interested in the effect of an ordinal variable (likert type) that had 4 answer options on participants preferences of six statements (as participants ranked these, I assume this too would be ...
2
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1answer
232 views
Kendall's tau or Kruskal Wallis Test?
I have data which is not normally distributed. Each participant ranked six actions in order of preference (so this is ordinal data right?) I want to see whether there is a significant difference in ...
