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Questions tagged [kendall-tau]

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

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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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16 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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22 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 ...
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22 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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27 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
196 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 ...
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1answer
64 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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28 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
33 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
137 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
115 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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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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86 views

p value for non-independent simulations of kendall tau correlation

I want to work out Kendall's tau b for some sets of variables. In each case, I am building my sample from two sub-populations, where one of the sub-populations is larger than the other. For the ...
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120 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
21 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
207 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 $...
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1answer
106 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
232 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
125 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
128 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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405 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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296 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
358 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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40 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
417 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
58 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
308 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
2k 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
156 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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111 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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65 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
468 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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78 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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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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37 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
65 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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300 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
125 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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46 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 ...
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1answer
356 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 ...
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1answer
207 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 ...
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1answer
181 views

Spearman or Kendall's tau-b correlation instead of simple Regression

Let's assume we make a regression, but the data does not fulfill the assumptions of normality and linearity. Is it possible to use Spearman or Kendall's tau-b correlation instead of a regression? ...
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1answer
2k views

Kendall’s tau-b version calculation steps with tied ranks

I am trying to calculate Kendall’s tau coefficient for example given by Scipy in python. It is for tied ranks with tau-b version. The tau should be -0.47140452079103173 but I get a different result. I ...
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415 views

Do Kendall’s tau and Spearman’s rho conclude the same hypothesis?

Correct me if I am wrong: both Kendall’s tau and Spearman’s rho are will result in the same conclusions with respect to whether the value of the underlying population correlation equals zero. I am ...
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1answer
315 views

Bound the difference between Spearman's Correlation and Kendall's Correlation

I am trying to prove or disprove that the difference between Spearman's Correlation and Kendall's Correlation is no more than 1 (or less, the tighter the merrier). I am assuming there are no ties. ...
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110 views

How to choose rank correlation coefficient?

I want to quantify correlation between rankings. Rankings in this case have got ties. Also rankings don't rank all the same entries, the rankings might be of different sizes and rank different sets, ...
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1answer
481 views

How to compare a Ranked List?

I have 50 products. For each product, I identify 3 related products (1 top related, 2 (partially related, least related)) using similarity measures. I want to compare the ranked list generated by my ...