# Tag Info

• 330k
Accepted

### What affects correlation in this situation?

I would have said a sample of $20$ observations rather than $20$ samples. Suppose the four states are the four visible clusters in this scatterplot: In each state separately there is zero correlation,...
• 10.7k
Accepted

### Imaginary numbers in PCA output

A correlation matrix is symmetrical and hence all the eigenvalues are real. I would verify a few things: I would check if the correlation matrix is indeed a symmetric matrix. Is the magnitude large ...
• 6,966

### What is the formula for the conditional inverse function for the Ali-Mikhail-Haq and the Farlie-Gumbel-Morgenstern Copulas?

By definition, when $(U,V)$ has a copula distribution $C,$ $$C(u,v) = \Pr(U\le u,\ V \le v).$$ To find the distribution conditional on $u$ when $C$ is differentiable at $u$ with derivative $C_u(u,v)$ ...
• 330k

### Test for multicollinearity with binary and continuous independent variables

Correlations are not good direct approximations of collinearity. The issue is that they only consider the covariance between two variables and not the entire model. The usual go-to is the variance ...
• 16.2k

### Test for multicollinearity with binary and continuous independent variables

Shawn is right that correlations are not a good approximation to collinearity (although they are often used for that); he also gives the reason for that. He is also right that VIF is the usual method. ...
• 125k

### Count predictor and binary outcome

Is a binary logistic regression the best approach when I have a count predictor and a binary outcome? It is certainly one valid approach, probably the most common one. Is it "best"? That ...
• 125k
Accepted

### Minimum Pearson's correlation between $X$ and sign($X$)$\cdot X^2$

For any random variable (regardless continuous or discrete) that is symmetric about $0$, since $\operatorname{Cov}(X, \operatorname{sign}(X)X^2) = E[|X|^3] \geq 0$, it can be seen that the correlation ...
• 20.6k
First, I would expand it to 13 columns. Then, while you could do some measure of association for each combination of products, that would give you $12\times 11/2 = 66$ measures. Hard to interpret, ...
In his masterly answer (now revised), whuber shows that with regard to the question of linear dependence between $X$ and $Y$, the only conclusion that can be drawn from the hypothesis that \$\...