# Questions tagged [kendall-tau]

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

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### 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 ...
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### 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 ...
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### 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....
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### 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 ...
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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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### Paired Comparisons and Ranked Lists

Here is a brief description of my experiment, to help you understand the data and question Individuals perform pairwise 2AFC (alternative forced choice) comparisons between two categories of items at ...
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### Completely asymmetrical confidence intervals (Bootstrapping)

I have calculated a Kendall's tau-b partial correlation coefficient (N > 2000). I have calculated a bootstrap confidence interval around the estimate, but what I find is that the confidence interval ...
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### Why are the p-values for Kendall's Tau of psych::corr.test and cor.test different?

I am calculating Kendall's Tau and corresponding p-values for the association between several variables. To correct for multiple comparisons, I am using the corr.test function from the psych package. ...
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### Correlation with ordered categories (ordinal data with many ties)

I want to compute a correlation between two variables in SPSS (n = 300). Variable A (income per year) is clearly interval scaled, and I need help defining Variable B and chosing the correct ...
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### Find ranking to maximize average correlation to multiple known rankings

I have n measured rankings for k objects, which I want to combine such that the combined ranking maximizes the average correlation with the measured rankings. As correlation measures I need solutions ...
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### Discriminatory power tests (Gini, KS, Kendall's Tau) for small sample (less than 50 observations)

Can I use such tests for a small sample (less than 50 observations) or do I need to implement some adjustments / some other tests?
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### Test of Significance of Kendall's Tau-c

From Wikipedia I get that $\tau_c$ is more appropriate for datasets when the number of levels differ for two variables. Since that is the case for my data I need to use this test. However, wikipedia ...
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### Calculate AMH copula parameter given kendall's tau

I am trying to find a way to calculate the parameter $\theta$ for the Ali–Mikhail–Haq (AMH) copula when given a value for Kendall's Tau, $\tau$. I am trying to do this in R and have thought of using ...
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### Best correlation test for an ordinal / nominal dataset

I have a data set in which I have, among others, two variables that measure the degree of stenosis in an artery. Both variables use the same classification which is ordinal (from 1 to 5, meaning 1 = "...
113 views

### Kendall's tau for two binary variables

I have to calculate many correlations with mostly ordinal variables and I use Kendall's tau for this. In some cases there is one binary and one ordinal variable and in some cases there are two binary ...
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