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The Pearson product-moment correlation coefficient is a measure of the linear relationship between two variables $X$ and $Y$, giving a value between +1 and −1.

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Multivariate form of Pearson Correlation?

Suppose I have the following dataset below: With my understanding of Pearson's Correlation Coefficient, I could get a coefficient for Percentage Use vs. Average Age between timepoints. However, is ...
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Pearson's r, Point Biserial Correlation, and Sample Size effects

I am currently trying to test a model for cross-cultural adaption and need to do a simple correlation analysis between the predictor variables (language ability, adaptive motivation, degree of culture ...
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7 views

Which test to assess the degree of concordance between a childs response and their parent response to a questionnaire

I'm looking to assess whether the difference between a child's response, and their parent's response, to a nearly identical questionnaire is significant or not. Some papers have used Pearson’s ...
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22 views

Pearson correlation in data set with “jump”

I'm trying to calculate the correlation between the condition number of a finite elements matrix and the coarseness of the mesh that it represents. However, when trying to calculate the Pearson ...
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21 views

Pearson and R^2 Correlation between three variables

Get it from someone else but don't quite know how to answer. If $\rho_{X,Z}=0.4$, $\rho_{Y,Z}=0.3$, what is the range of $\rho_{X,Y}$? Here $\rho$ is the Pearson correlation coefficient. We run a ...
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27 views

Does it make sense to maximize Person's correlation instead of minimizing MSE?

I can understand why it makes sense to maximize $R^2$, but I'm not so convinced that it makes sense to maximize Pearson's $R$. Partially because I don't understand how the "degree of linear ...
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76 views

How to compare concordance correlation coefficient to Pearson's r?

I am writing a meta-analysis looking at the correlation between different tests for assessing body composition. The results of the studies that I have included use different ways to calculate the ...
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20 views

Confidence interval based significance estimation for pearson correlation

When I have two parameters A and B based on 100 values each, I can calculate the pearson correlation coefficient and the confidence interval (95%). If the confidence interval is crossing 0, I can say ...
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27 views

Can I calculate Pearson's correlation coefficient, $r$, for variables with categorical and numerical values?

I have been reading a paper and I have found a table that felt very strange for me. The researchers have calculated $r$ value and related it to a categorical factor. From my knowledge $r$ is a ...
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2answers
492 views

Is Spearman correlation never greater than Pearson correlation?

If Spearman correlation is Pearson correlation, but on ranks of the data - does it mean that absolute Spearman will always be lower or equal to absolute Pearson correlation, but never greater? Is it ...
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32 views

Correlation coefficient on binary variables

I have two binary variables and want to test their association. From what I've read I need to use the chi-squared ($χ^2$) test. The measure of their association is then described through the Phi ...
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22 views

Comparing sample correlation coefficient with population correlation coefficient

Assume there is a population, P, of size N. Each member of the population has three variables associated with it, a nominal variable C (with m unique categories), and two continuous variables X and Y....
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Testing the significance between two correlations in Python.

I've seen some similar articles using R but I'm not sure how to implement this test in python. Suppose I have two datasets, A and B (both contain 35 datapoints), and they predict some time series of ...
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1answer
56 views

In what instance would r, R, and β be the same? [closed]

I understand that r tells us the strength of the linear relationship between two variables, R shows how closely two variables, and β shows which dependent variables would change if we change the ...
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27 views

What is the difference between each predictor's standardized betas (from multiple regression) and it's Pearson's correlation coefficient?

Say we have a multiple regression model with three predictors and one outcome variable. Each predictor has it's associated standardized beta, which tells you how many standard deviations the outcome ...
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2answers
249 views

Correlation between a continous and integer variable

I would like to calculate the correlation between two variables. The first variable is continous and represents a performance measure. The second variable is an integer in the range from one to nine ...
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36 views

P-Values: Pearson Correlation and T-tests

I am trying to draw some statistics out of correlation data and want to better understand two different ways in particular for determining 'significance'... I am not a statistician and have limited ...
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1answer
24 views

How to calculate Mean Sample-Based Reliability Estimates Used for Analyses

I am conducting a meta analysis of Pearson's r , of correlations presented between test scores and job performance ratings. I need to present an uncorrected effect size and an effect size corrected ...
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1answer
24 views

Average sample size of two fishers z correlations

I am conducting a meta analysis of Pearson's r correlations. As there are two correlations , sometimes three , for the same study and dependent variable I have averaged the correlations via fishers z ...
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1answer
34 views

Averaging of two or more standard erros

I have calculated two standard errors for two fishers z correlations from the same study , both measuring the same variable. Is it acceptable for me to average the two standard errors into one? If so ,...
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Average sample size from combined correlations in fishers z [duplicate]

I have combined several correlations into fishers z scores for meta analysis. Most of the combined correlations are measuring the same construct within the same study. I now need to calculate the ...
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1answer
38 views

A visual explanation regarding a generalised Pearson's correlation for two variables

This is a textbook exercise that might be seen as a generalisation of Pearson's product-moment correlation coefficient between two variables, with multiple groups each having variable sizes: Let ...
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19 views

Calculating variance from standard error of pearsons r correlations z scores [duplicate]

I understand that to calculate the standard error of a pearsons r correlation converted to a z score you follow - 1 / (√N−3) But how do you calculate the variance from the standard error please? I ...
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calculating corrected mean population level estimates of criterion-related validity

I am conducting a meta - analysis of pearsons r correlations.I am wondering how I calculate corrected mean population level estimates of the criterion-related validity of each construct domain please? ...
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24 views

Independent & non independent effect sizes/correlations for meta analysis

I am conducting a meta analysis of pearsons r correlations and would like to double check my understanding of independent and non- independent effect sizes/correlations. Am I correct in understanding ...
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1answer
63 views

How to calculate Inverse variance weight of several pearsons r correlations

I have a set of pearsons r effect sizes , converted to fishers z scores for meta analysis. I am wondering what data I need to calculate an inverse variance weight for each effect size and how I ...
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23 views

use of pearson's correlation number to identify clustered data

I have the following problem: I have a dataset of X,Y points and i want to apply a clustering algorithm (in Python) to this dataset. I am trying to find a clever way to avoid applying the clustering ...
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76 views

can you transform spearmans r into pearsons r for meta analysis

my meta analysis involves the calculation of overall effect size based on pearsons r correlations within studies. I am already converting the pearsons r to fishers z scores for analysis but I have a ...
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1answer
43 views

Contrasting effects on correlation between two variables with increase or change in dataset

I am trying to analyze two variables: Currency exchange rate and Stock price of a company. I am computing the correlation between them to determine whether the currency exchange rate has some effect ...
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1answer
47 views

Estimating values knowing their Pearon's r and their means and standard deviations

I apologize if my question is exceedingly simple. Imagine, for example, I am studying a paper which explains that two variables correlate with a certain Pearson's r (no p-value, no confidence interval,...
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52 views

Is it possible to calculate an average correlation of r from several correlations of r? [duplicate]

Any help would be appreciated. I have a table presenting multiple r correlations between various formats of the same test and the construct/dimensions it purports to measure. Is there an acceptable ...
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81 views

Should I calculate RSS using regression of identity line instead of Estimated values?

I have two paired datasets, one of them has linearly increasing ground-truth fat values (let's call it Ftrue) and the other has fat estimation values trying to guess the first ones (call it Fest), ...
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13 views

Correlation with price-earning ratio as variable with both positive and negative values

I would like to measure the correlation between price-earnings ratio and various other values. The price-earnings ratio has both positive and negative values in the study In general, the smaller the ...
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79 views

Direction of correlation

There are two interdependent variables - experience and fun. Using a correlation, we can only say how fun and experience are related, and the strength of the relationship. My question is how do I ...
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Difference between cross-correlation and Pearson / Spearman

I'm trying to find the best way to look for common trends in 10 time-series that I have. I'm confused by what I'm reading regarding the best way to go about this. I see people talking about the ...
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2answers
122 views

Derive Spearman correlation (rather than Pearson's) coefficient from a univariate regression?

In univariate regression, the standardized coefficient is equal to the Pearson correlation coefficient. When the two variables are ranked variables, Spearman correlation would be appropriate. Is it ...
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190 views

What are the original assumptions for Pearson's correlation coefficient?

I think I've found the original paper from Pearson on correlation coefficients (equation on p 279, also cited here), but I'm not sure it's the right one. Pearson mentions normality multiple times in ...
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Correlation between event and number of hits

I want to ascertain the correlation between the number of google search hits for a topic over a 7 day period before and after an awareness day for that topic. I then need to compare this correlation ...
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Consider an ordinal variable as continuos for correlation with a continous variable

I need to analyse the results of a survey. Among the different questions I have: "How happy did you feel last month"?. There are 5 possible answers: Not at all Not very Somewhat Very Completely Now,...
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2answers
361 views

Interpretation of the Pearson Correlation with respect to Z-Scores

I'm TAing an introductory statistics course, and we're getting questions about a line from the students' SPSS lab guide. It has to do with interpreting Pearson's r, and I've never quite seen it ...
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103 views

Shared variance

How much greater is the shared variance between two variables if the Pearson correlation coefficient between them is -.4 than if it is .2? Can someone help me understand how to calculate this?
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Adjust coefficient pearson as CNN loss function

I am trying to create a CNN (using python Keras) that runs on medical images of cancer and classifies them as cancerous or not. (Sample sizes vary between 30,000-280,000 on each trial run). As an ...
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301 views

How to know whether Pearson's or Spearman's correlation is better to use?

I have this question that is really confusing. I already know that Pearson is used for normal distribution and Spearman for the opposite, but how do we apply this to the question? As you can see, ...
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145 views

(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 ...
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14 views

Finding p-value and t-value for non-normal distributed datasets (multiple dataframes)

I'm currently working on a project that involves using data from 9 different dataframes. Each dataframe contains 58 rows and 8 columns, and they each contain different data (i.e. Unemployment Rate, ...
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1answer
120 views

Higher Spearman but lower Pearson correlation?

I recently engineered a replacement for one of the most important features in my production model. This replacement makes more intuitive sense than the current version of the feature, and I was ...
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1answer
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Could you verify I calculate unbiased correlation?

I study correlations in a long natural timeseries of stock returns. Below is a code that uses dummy timeseries x for demonstration of algorithm. My concern is as ...
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3answers
45 views

Bonfferroni correction of correlation p-values. What's my k?

I ran a series of Pearson correlations on my data and my supervisor told me to correct the p-values to account for the multiple comparisons I made. She told me to divide the p-value by the number of ...
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87 views

Why does test on Pearson correlation require bivariate normality?

For a pair of random variables $X$ and $Y$, we can compute their Pearson correlation coefficient $r$ and conduct hypothesis testing on the null hypothesis $H_{0}:r=0$ with the $t$ statistic $t=r\sqrt{...
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Multiple Regression and Pearson Correlation [duplicate]

Can anyone explain the paradox of observing a non-significant Pearson correlation although that independent variable should be included in the Regression model?