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A measure of the degree of association among a pair of variables.
1
vote
Accepted
What does it mean to have negative correlation coefficient for independent variables?
If the correlation $r_{A,B} = -0.9$ then $r_{A, -B} = 0.9$ and, conversely, $r_{-A, B} = 0.9$ too. … In other words, you do the same thing with a high negative correlation as you would with a high positive correlation. The only difference will be the sign of the effect of the variables. …
0
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Most appropriate correlation test for continuous and binary variables for non-normally distr...
One option is percent concordant. I don't know how common it is but Kahneman sometimes uses it as an alternative to Pearson r. It's defined as "for two data points a and b in which X_a is false and X_ …
0
votes
What's the difference between two correlated variables and two variables with common latent ...
I believe there are two things you need to mentally separate:
Actual correlation, and
Spurious correlation. … Compute the correlation measure for this random sample. Call the resulting correlation value the first bbootstrap replication of the correlation. …
2
votes
1
answer
31
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Relationship between intraclass correlation and analysis of variance
This seems to imply that the interclass correlation is a whopping 0.64, while the intraclass correlation is a lower 0.29. … But, to my question: why is there this disparity between interclass correlation and intraclass correlation in how they split up the variance? …
0
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Relationship between intraclass correlation and analysis of variance
If I generate large amounts of synthetic data, the two procedures outlined above (squared interclass correlation and intraclass correlation) break down variance explained by class belonging almost exactly …