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A measure of the degree of association among a pair of variables.

2 votes
0 answers
2k views

Measuring correlation when multiple data points in a sample are provided by the same subject [closed]

What is the appropriate correlation measure accounting for these dependencies? I might need a non-parametric one. …
Chris's user avatar
  • 599
10 votes
3 answers
3k views

Find k of n items with least pairwise correlations

Now I want to find a subset of k items with the least correlation. Thus there are two questions: Which is the appropriate measure for the correlation within that group? … How to find the group with the least correlation? This problem appears like a kind of inverse factor analysis to me and I'm pretty sure that there is a straight-forward solution. …
Chris's user avatar
  • 599
3 votes
Accepted

Find k of n items with least pairwise correlations

Here's my solution to the problem. I calculate all possible combinations of k of n items and calculate their mutual dependencies by transforming the problem in a graph-theoretical one: Which is the co …
Chris's user avatar
  • 599