Questions tagged [kendall-tau]

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

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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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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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476 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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246 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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216 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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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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458 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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404 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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132 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
647 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 ...
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473 views

How can I interpret the Wilcoxon test and Kendall tau-b?

For Wilcoxon test, I have p=0.000. I also did the Kendall's test to test the correlation, and I have Tb=0.366. I don't get it, if there is a significant difference, why there is a moderate agreement?
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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 ...
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Analyzing Gain Scores and/or correlation in a non-experimental setup

I am a teacher in a language program at a university, and I was interested in investigating whether or not there is a correlation between the number of sessions a student spends in our program and ...
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Nonparametric Correlation with Dichotomous Variable [duplicate]

I have a continuous variable (total cholesterol mg/dl) and a dichotomous variable (gender). I want to see whether a relationship exists between the total cholesterol level and gender. The data is ...
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What does spearman being higher than tau imply? [duplicate]

If Kendall's tau is lower than Spearman, what does it mean?
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Kendall W for continuous data

Simple question: can I use the Kendall W test for continuous data? Cuz I used it for a bunch of continuous variables and almost all coefficients are very close to 1, with p-values very very very small ...
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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 (...
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Spearman rho statistical significance value (z)

How can I calculate the statistical significance (Z) of spearman's footrule rho? I came across the formula at this wiki page ...
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Kendall tau: Kendall Score

Currently, I am working with with Kendall tau distance between two rankings. I get a tau value of 0.849, ...
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869 views

Distance between rankings - Kendall tau

I want to use Kendall in order to measure the distance between rankings A and B. How do we deal with different ranges? For example, as shown below: let's say we have the following rankings A and B - ...
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575 views

Huge discrepancy between analytic Mann-Kendall statistic and its block bootstrap estimate

I am analyzing some environmental time series and I use Mann-Kendall test to check for monotonic trends. However, I am a little bit concerned about autocorrelations in my data, since standard Mann-...
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Kendall's tau for extreme copulas: extreme-t and Hüsler-Reiss

I am looking for formulas to calculate Kendall's tau ($\tau_\mathrm{C}$) from copula parameter (or vice versa). I am interested in extreme-t and Hüsler-Reiss copulas. It is not an issue if numerical ...
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Interpretation of Mann-Kendall statistics

I am doing a trend analysis for vegetation dynamics using Mann-Kendall test for trend detection and Sen's slope for computing the magnitude of the trend. There are 6 sites inside a conservation area ...
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Inter-subject agreement re timings of (unequal number of) events

I am trying to figure out what would be the best statistic to use to quantify the amount of agreement that exists between subjects who were asked to press a button whenever they felt a certain emotion ...
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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 ...
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443 views

Statistic Book About Spearman Correlation

Could you recommend me a book or scientific article that explains the interpretation of the results of a Spearman correlation analysis (SC)? For example, I need a reference in the literature that says:...
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563 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: ...
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Is Pearson Coefficient applicable to my data (mixed variable types)?

TL:DR is Pearson correlation acceptable for a binary variable? For my study I have measured and determined a "change in anxiety" in a group of students (the change has been found significant with ...
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Similarity measure for short series

I am looking for the best similarity measure between pairs of equal length series. These are concentrations of molecules measured in discrete fractions, the number of fractions is small (5-6). The ...
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Kendall's tau derivation from first principles?

I know that Kendall's tau is given by: $$\tau = P[(x_1-x_2)(y_1-y_2)>0]-P[(x_1-x_2)(y_1-y_2)<0]$$ However I cannot see how this gives: $$\tau = {2 \over n^2-n} \sum_{1\leq i<j\leq n}\, \...
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Kendall conditional independence test statistic

Given the two continuous random variables $X$ and $Y$ and a random variable $Z=\{0,1\}$ that denotes groups, the following null-hypothesis is devised: $$H_0:X\perp Y\:\vert\:Z$$ The alternative ...
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142 views

Kendall's tau coefficient for quantities different in length

A pretty straightforward question: Does it make sense to measure Kendall's tau correlation between let's say a vector $a$ with length $n=1000$ and a vector $b$ with $n=200$? Does $n$ have to be the ...
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Kendall correlation of two linear transformations

Assume we have two $p\times 1$ random, zero-mean vectors $X$ and $Y$ with covariance matrices: $E[XX^T]=Q$ and $E[YY^T]=S$, and also $E[YX^T] = R$. Also, let $B$ be an $n\times p$ matrix. I want to ...
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Covariance between ordinal variable and discrete variable

I have two variables $y$ and $p$. Since $p$ is a discrete variable (numeric vector) and $y$ is an ordinal variable (total time watching TV). ...
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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 ...
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Analysis of “The advantage of short paper titles”

After seeing the paper, The advantage of short paper titles showing a relationship between paper length rank and citation rank, I wondering what to make of the results. As a layman, my questions are: ...
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Test for randomness - randtests - fails

Suppose I have a data set provided by PRNG in a matrix form with 400,000 rows and 20 columns. Each row consists 20 unique integer values from 1 to 80. I need to check the correctness of the PRNG. For ...
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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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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, ...
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Correlation between counts

I'm trying on attendance data to find relationships between where people go. For example, say I have information on users A, B, C & D and what kinds of places they've visited in the past few ...
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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 ...
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729 views

is there a rank correlation coefficient that takes into account the presence of different elements in two rankings

This may be a very stupid newbie question, but as the title says, I am looking for a rank correlation coefficient that takes into account the presence of different elements in two rankings. I have ...
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Testing if two rankings are equivalent

I have some process A that assigns values y_i for i=1:N to instances x_i. ...
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841 views

Statistical significance for many instances of Kendall tau correlation

I am working on a dataset, which contains multiple instances of ranking vectors, done by two annotators. In particular, I have about 20,000 data samples. Each sample contains a ranking of 4-5 items ...
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Population version of Kendall's tau

I am reading about concordance and Kendall's tau. The empirical formula for Kendall's tau is given by $$ t = \frac{c-d}{c+d},$$ where $c$ and $d$ are the numbers of concordant pairs and discordant ...
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can I use PCA and PAF on Kendall's and Spearman's correlation matrix?

I have a dataset of 77 items, ranked by 17 people, with many ties (actually: Q-sorted under a forced quasi-normal distribution ...
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189 views

Making two vectors uncorrelated in terms of Kendall Tau correlation

Assume that we have two normalized $n\times 1$ vectors $\bf x$ and $\bf y$. In terms of Pearson correlation, these two signals are uncorrelated if ${\bf x}^T {\bf y} = 0$. Now, assume that ${\bf x}^T {...
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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 $x, y$ ...
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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 ...
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Differences in sample size when calculating weighted correlations (Pearson, Kendall-tau) in SPSS

Please consider the following dataset in SPSS: ...