Questions tagged [kendall-tau]

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

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81 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 ...
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24 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 ...
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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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32 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 ...
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39 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....
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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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1answer
35 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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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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1answer
27 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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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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1answer
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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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1answer
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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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51 views

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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51 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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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 = "...
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1answer
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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69 views

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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Kendall tau for a multivariate Clayton copula

Kendall's tau ($\tau$) is related with the dependence parameter of Clayton copula ($\theta$) as $$\tau=\frac{\theta}{\theta+2}$$ I am working with data divided in different categories. I want to ...
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Trend detection using Mann Kendall test and block bootstrap technique

I have to analyze the trend in rainfall time series data. Many literatures suggest that the nonparametric block bootstrap technique incorporating the Mann-Kendall trend test is suitable for trend ...
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51 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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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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285 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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37 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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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
195 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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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
265 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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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 ...
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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-...