Questions tagged [kendall-tau]

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

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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 ...
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Can i use a kendalls tau in place of a pearsons correlation and then do a multiple regression?

My data does not meet the assumptions for a pearsons test, so instead i plan to use a kendall's tau correlation. my question is can i cotinue on with a multiple regression? if not what statistical ...
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Generalize Kendall tau distance to ordered groups?

If we have two ordered lists, e.g., A=[1,2,3,4,5], B=[3,5,4,2,1], then we could use Kendall tau distance (which is 0.8) to ...
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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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Significance test for partial rank correlation

Given variables $X$ and $Y$, and control variables $Z_1,Z_2,\cdots Z_n$, I want to compute the partial rank correlation and its p-value. Preferably using Kendall's Tau (although I'm aware of 1). While ...
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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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Kendall's Tau B Rank

Our study is about ranking 30 blue chip stocks in the Philippine Stock Exchange (PSE). We want to know the validity of a ranking method called The Technique for Order of Preference by Similarity to ...
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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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Is there any literature on the interpretation of kendall tau values?

I am writing a paper on a financial topic and need a citation for an interpretation of the tau values I got from my analysis. I am unsure at which point values are high/low enough to be considered a ...
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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 ...
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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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Kendall's coefficient of concordance

In my study, I am assessing information needs of farmers (n=60). The farmers were asked to respond about the information needs in a 5 point continuum ('not needed' to 'most essential'). I have to ...
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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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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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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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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 ...
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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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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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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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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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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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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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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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Python:: How to interpret the output of Arch's ADF function's regression?

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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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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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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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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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