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# Questions tagged [kendall-tau]

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

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66k 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?
11k views

### How do the Goodman-Kruskal gamma and the Kendall tau or Spearman rho correlations compare?

In my work, we are comparing predicted rankings versus true rankings for some sets of data. Up until recently, we've been using Kendall-Tau alone. A group working on a similar project suggested we try ...
3k views

### If linear regression is related to Pearson's correlation, are there any regression techniques related to Kendall's and Spearman's correlations?

Maybe this question is naive, but: If linear regression is closely related to Pearson's correlation coefficient, are there any regression techniques closely related to Kendall's and Spearman's ...
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 ...
686 views

### Picking block length in a block bootstrap

I am using the Mann-Kendall test to assess trends in a data time-series. I believe there is autocorrelation in my data and therefore need to use a block bootstrap to correct for it. I have plotted ...
1k views

### 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 ...
382 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. ...
980 views

### Confidence intervals for Kendall's tau

I am working on some stats coursework, and have non parametric bivariate data. n=19, so small sample. There are a number of tied ranks, so I'm planning to use Kendall's tau rather than Spearman's rho, ...
2k views

### Spearman or Kendall correlation? [duplicate]

I would like to assess the correlation between a 7-category ordinal variable (X) and a number of other variables some of which are ordinal with 3-6 categories, others are continuous and a couple are ...
253 views

1k views

### Weighted Kendall tau rank correlation coefficient

I need to use a measure to compare two rankings: Consider the ground truth as 1,2,3,4,5,6. Let two rankings be R1 and ...
2k views

### Rank correlation statistics comparison

I am trying to understand the relative behavior of the following rank correlation statistics: Spearman coefficient Kendall Tau / Concordance percentage Normalized Gini coefficient (area under curve ...
4k views

### What's the Kendall Tau's distance between these 2 rankings?

ranking i: {3, 1, 2} ranking j: {2, 1, 3} I am referring to the Wikipedia page here, and to calculate the Kendall distance, I just need to count the number of times the values in ranking i are in ...
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### Does it “rarely make sense” to compute Kendall's $\tau$ for a large sample?

The manual page for R's cor says: Some people have noted that the code for Kendall's tau is slow for very large datasets (many more than 1000 cases). It rarely ...
2k views

### Equivalent to Spearman correlation for non-monotonic data

I have several datasets of independent variables that have a monotonic (but non-linear) relationship. If I want to assess if they're correlated, the test of choice is Spearman's (rho) or Kendall's (...
3k views

### Kendall Tau-b correlation coefficient becomes more significant with many additional ties

Say I have two vectors of length N, x = [1, 10, 12, ..., 5, 6] y = [2, 11, 10, ..., 7, 9] I compute the Kendall tau-b rank order correlation on these two vectors ...
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 ...
148 views

### Kendall correlation between $X$ and $X^2$

Let $X \sim N(0, 1)$. Can you confirm that the Kendall's correlation coefficient between $X$ and $X^2$ is equal to $0$. The way I interpret this, is that Kendall's tau only measures monotonic ...
2k views

### Compute significance of Kendall tau-b?

Compute significance of Kendall tau-b? I have so-far tried all ways of computing kendall tau significance (where there are ties) described here. However, none of them works good, even for relatively ...
762 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 ...
25 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 ...
2k views

### Fast Kendall Tau in Matlab (and if necessary another language)

As I understand, there are two ways to compute Kendall Tau for a data matrix $X$ (n rows of data points in $\mathbb{R}^p$): corr(X,'type','kendall') http://www.mathworks.com/matlabcentral/...
61 views

### Generate two sequences that have a pre-specified rank correlation

I have two samples $X_1,\cdots,X_n$ and $Y_1, \cdots, Y_n$, and would like to re-order them so that they have a pre-specified value of rank correlation such as Kendall's tau. I do know that there ...
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### How to compute Kendall tau for more than two variables

I am new to statistics. I decided to use Kendall tau correlation. I want to find correlations between every variable of the data set. (For example, if there are three variables in the data $x, y$ ...
558 views

### What does “significant rank correlation” mean in the context of Kendall Tau-B?

I am trying to understand how to correctly interpret "significant rank correlation" in the context of Kendall Tau-B. What can I conclude if the correlation is 1? The relationship is monotonic? Edit: ...