Questions tagged [kendall-tau]

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

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Kendall's Tau-C approaching 0 as sample size goes to infinity?

I'm reading a paper that has decided to use Kendall's Tau-C (also called Stuart-Kendall Tau-c) and I feel like I'm going insane. Wikipedia states the following... Tau-c (also called Stuart-Kendall ...
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Checking for the presence of series correlation?

I'm Aisyah, i want to know weather my testing is correct or not. I'm already done the testing for test the presence of serial correlation and the result show that the ACF and partial ACF is not really ...
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Averaging multiple Kendall rank correlation coefficients

How can I average multiple Kendall rank correlation coefficients? I have found elegant solution for Pearson's/Spearman's correlations based on Fisher transformation. Am I understand correctly that I ...
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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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linear models vs. correlations (Pearson, Spearman, Kendall) [duplicate]

I am trying to analyze experiments where small groups of animals are all treated with a drug at different doses. So each value on the x-axis represents one group and each value on the y axis the ...
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Math behind Kendall tau-b

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 ...
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no change in correlation value by changing the correlation methods as pearson’, ‘kendall’, ‘spearman’

Background : I am new to data science and with bare needed knowledge on statistics, so please bear with me if qsn seems stupid but I am not able to figure out the reason. I am trying to reduce my ...
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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|....
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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/...
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54 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: ...
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38 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 ...
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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 ...
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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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49 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....
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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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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(\...
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39 views

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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127 views

Gap statistic slow (fviz_nbclust)

I have a big kendall's tau correlation matrix (2676x2676). I'm interested in clustering and check for possible samples associated variables overrepresention at each of the given clusters. Firstly I'm ...
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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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What is Gross Error Sensitivity and Asymptotic Variance in the Context of Correlation Coefficient?

Why did the question arise? I was reading one of the versions of this paper. They have mentioned why did they use Kendall’s tau formula: We use the Kendall’s tau coefficient because it has low ...
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How to interpret Kendall's tau in Gamma frailty (survival analysis)?

For the Gamma frailty model, how should I interpret Kendall's tau? I know the relationship between Kendall's $\tau$ and the Gamma frailty variance $\theta$ is $$\tau=\dfrac{\theta}{\theta+2}.$$ It ...
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interpret correlation

Excuse the fairly simple question. I am comparing two measures, L1 (city-block) distance, and Kendall Distance over a hypothetical dataset of ranked lists. To understand their relationship, I ...
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134 views

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 ...
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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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comparison between pearson's correlation and kendall rank tau

I have tested the correlation between the predictors and the target (having a categorical target) with Pearson and Kendall tau correlation, the overall results showed similar pattern of correlation ...
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83 views

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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Pairwise Kendall's tau & upper tail dependance high dimension copula in R

In R's copula package, one can use the functions tau() and lambda() to get Kendall's tau and the upper and lower tail dependance ...
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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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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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107 views

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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239 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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Derivation of equation for Kendall's $\tau$ for a Frank copula

I am trying to prove the equation for Kendall's tau given in Nelsen (1986). In Section 3 , Equation 3.1 is a general form for any copula. Under the case of Frank, $\frac{\partial}{\partial u}C_\...
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81 views

Interpretation of Speaman Rank vs Kendall's Tau

Main question At work I am measuring the correlation of 2 R.Vs. When calculating the Spearman rho and Kendall's tau coefficients I get values of 0.78 and 0.52 respectively. I am confused though as ...
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Kendals tau-b correlation with lots of 0 variance columns

I am writing a paper that is meant to establish that certain algorithms rank candidate values accross multiple problems in a different way. To do this, I take Algorithm A and run it on the candidate ...
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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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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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271 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 ...