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Questions tagged [kendall-tau]

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

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Kendall's tau for holdouts low and not significant - Conjoint

I have done my Conjoint Analysis (fractional factorial design) but when it comes to validating the model, it shows a Kendall's tau for Holdouts of 0.33 and not significant. But Pearson's R and Kendall'...
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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 ...
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How to manage correlation coefficients (Spearman, Kendall) with lists of different dimensions?

I have to compare two different lists of biomolecular annotations, and to find out their correlation degree. To do this, I have implemented a function computing the Spearman's rank correlation ...
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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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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 ...
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Choosing the right correlation coefficient

Let $X \in \{0,1\}^{n \times m}$ be a matrix with $n,m \geq 600$. I want to calculate the correlations between the columns of the matrix $X$. To be more precise, I need the correlation matrix \$C \in [...
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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 ...
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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 ...
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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 ...