4

In general, these four quantities are the same giving three different ways to think about R squared. multiple R squared the variance of the fitted values divided by the variance of the dependent variable (i.e. the regression "explains" that proportion of the variance of the dependent variable) the square of the correlation between the fitted values and the ...


4

In the case of a simple linear regression model (ie one with a single predictor, say $X$, and a single outcome, say $Y$) such as you have here, multiple R squared can be interpreted as the percentage of variance in $Y$ that can be explained by $X$. Correlation is a measure of the linear association between two variables. There are several ways in which it ...


4

In terms of $(x_1, x_2, \ldots, x_n, y)$ the correlation matrix is $$\Sigma_n = \pmatrix{1 & 0 & \cdots & 0 & \rho\\ 0 & 1 & \cdots & 0 & \rho\\ \vdots & \vdots & \ddots & 0 & \rho\\ 0 & 0 & \cdots & 1 & \rho\\ ...


2

The problem with your hypothetical data is that it is not standardized. Both $z_x$ and $z_y$ have mean zero, but their standard deviation is not equal to one. Why is this important? In the general case, your formula is calculating the sample covariance: $\hat{cov}(x,y)= \frac{1}{n}\sum_{i=1}^n (x_i-\hat{\mu}_x)(y_i-\hat{\mu}_y)$ where $\hat{\mu}_x$ and $\...


2

The fallacy here is that your hypothetical dataset is impossible. The consequence of standardizing is that each standardized variable has mean 0 and SD 1. You subtract the mean, so the new mean is 0, and you then divide by the SD, so the new SD is 1. Your hypothetical dataset has mean zero on each standardized variable, but its standard deviation on each ...


2

The Gaussian RBF kernel, also known as the squared exponential or exponentiated quadratic kernel, is $$ k(x, y) = \exp\left( - \frac{\lVert x - y \rVert^2}{2 \ell^2} \right) ,$$ where $\ell$ is often called the lengthscale. Remember that for $f \sim \mathcal{GP}(0, k)$, the correlation between $f(x)$ and $f(y)$ is exactly $k(x, y)$. So with a Gaussian RBF ...


1

That the points all lie within an ellipse is a mathematical restriction: it does not otherwise reveal anything about your data. Generally, when you have two random variables (or data vectors) $Y$ and $Z$ with a correlation $\rho$ between them, the correlations between a third variable $X$ and these two are restricted. Writing these correlations as $\...


1

Basically, there is a correlation among your correlations due to a) spontaneous correlation between mFOXP3 and hFOXP3 and b) using the partial correlations for the multivariate model of $$\text{GENE} = \alpha + \beta_1 +\text {hFOXP3 } + \beta_2 \text{mFOXP3 } + \epsilon.$$ The part that's missing from the axis labels is correlation with what if we put "with ...


Only top voted, non community-wiki answers of a minimum length are eligible