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# Questions tagged [kendall-tau]

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

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20 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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### 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 ...
786 views

### How do I compare individual likert scale items

I am looking to compare individual likert scale items. I measured respondent's level of agreement (in a 5 point-scale) for several items (e.g. from 1 to 5 how much is A competent to treat your ...
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### 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 ...
29 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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### 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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### 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 ...
491 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 ...
134 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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### 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 (...
156 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, ...
158 views

### How to assess correlation in non-ordinal (non-ranked) and non-normally distributed data? [duplicate]

Looking at Person's, Spearman's and Kendall's correlation coefficients for the same data, we can see that both Spearman's Rho and Kendall's Tau misrepresent the acutal correlation, if the data is ...
5k views

### How to interpret the level of Kendall's Tau-b

Besides saying that a relation is positive or negative is it possible to interpret the Kendall's Tau-B depending on its level? E.g.: I have two significant values 0.2 and 0.6, would be the ...
68k views

### Kendall Tau or Spearman's rho?

In which cases should one prefer the one over the other? I found someone who claims an advantage for Kendall, for pedagogical reasons, are there other reasons?
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### 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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### Correlation coefficients for ordered data: Kendall's Tau vs Polychoric vs Spearman's rho

It seems like for managing with ordered measurements researchers usually deal with Polychoric Correlation. (For example, for making matrix before doing Factor Analysis.) Why so? Kendall Tau Rank ...
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### (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 ...
127 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 ...
2k views

### Spearman's rho to correlate discrete with binary variables

Is it ok to use the Spearman's rho if one has to correlate a binary and a discrete (from 0 to 100) variable? Or Kendall's tau b would be a better choice?
292 views

### Incremental autocorrelation coefficient lag 1

I am a developer and I am trying to compute the autocorrelation coefficient of lag 1 incrementally. The problem is I have to test the results with some certified results from NiST Datasets. The ...
158 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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### 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 ...
152 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 ...
2k views

### Canonical correlation analysis with rank correlation

Canonical correlation analysis (CCA) aims to maximize the usual Pearson product-moment correlation (i.e. linear correlation coefficient) of the linear combinations of the two data sets. Now, consider ...
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### 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 ...