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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 ...
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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 ...
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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-...
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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 ...
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### 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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### 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 (...
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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 ...
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, ...
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### 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 ...
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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### 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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### 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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### 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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### 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 ...
203 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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### (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 ...
344 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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-...