Unanswered Questions
2,156 questions with no upvoted or accepted answers
14
votes
1
answer
952
views
Bound the difference between Spearman's Correlation and Kendall's Correlation
I am trying to prove or disprove that the difference between Spearman's Correlation and Kendall's Correlation is no more than 1 (or less, the tighter the merrier).
I am assuming there are no ties.
...
CommunityBot
- 1
9
votes
0
answers
1k
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 ...
- 111
9
votes
0
answers
318
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Theory of correlation and weighing when ensembling models
I'm ensembling models together to improve the overall performance. At the moment, I'm weighing each model by its performance under cross-validation, and this works reasonably well.
Clearly the best ...
- 12.9k
9
votes
0
answers
426
views
Copulas for generating uniform random variables with correlations
I want to generate uniform random variables which have a correlation structure defined by a graph i.e. a variable is only correlated with its neighbors in the graph and is uncorrelated with the rest ...
- 545
9
votes
1
answer
7k
views
Polychoric PCA and component loadings in Stata
I’m using Stata 12.0, and I’ve downloaded the polychoricpca command written by Stas Kolenikov, which I wanted to use with data that includes a mix of categorical ...
CommunityBot
- 1
8
votes
0
answers
612
views
Dealing with dependent data in a Bayesian model
Background: Consider a series of dependent data points,
$$ y_1,y_2,y_3,\cdots,y_N.
$$
In cases where the dependence is well described by an exponentially decaying
auto-correlation function, it is ...
- 6,609
8
votes
0
answers
4k
views
Assumptions of correlation test vs regression slope test (significance testing)
If my understanding is correct, then
the test on a regression slope in a simple bivariate regression - i.e. the test of $\mathcal{H}_0$: $b = 0$ in $Y' = a + bX$
and
the test of a correlation, i.e. $\...
- 70.4k
8
votes
0
answers
439
views
Conditional probability update for correlated Poisson variables
Some background:
I am trying to estimate the number of failures in two related machine populations. I model machine failures in a year as a correlated Poisson process as such:
$Y_0,\ Y_1$ and $Y_2$ ...
- 32.1k
7
votes
0
answers
209
views
When is this effect size for chi-squared appropriate?
A paper I am reviewing contains the following measure of effect size for chi-squared
$r = \sqrt{\frac{\chi^2_{obs}}{df+2}}$
where $\chi^2_{obs}$ is observed chi-squared and $df$ is its associated ...
6
votes
0
answers
436
views
Correlation in Distances of Points Within a Circle from Centre and One Other Point
Background
The travel cost method, a method used in economics to estimate the value of parks and other recreational sites, requires (as one step) estimating the relation between $VR_i$, the visit ...
- 1,632
6
votes
1
answer
3k
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Probability that one random variable is larger than another with known correlation
Let's say I have a normally distributed random variable $X_1$ with known standard deviation $\sigma_1$ and $E[X_1]$ is $0$. Let's say I have another variable with known standard deviation $\sigma_2$ ...
CommunityBot
- 1
6
votes
1
answer
4k
views
How to model time-varying correlation
Suppose I have two time-series variables, $\{x_t\}$ and $\{y_t\}$, where $t\in[1,T]$. I would like to model the correlation $\rho(x_t,y_s)$ as some function of $t$,$s$, and the difference $t-s$. In ...
5
votes
0
answers
575
views
Bernoulli random variables and correlation coefficient
Let's consider two random variables $X$ and $Y$ following a Bernoulli distribution such that:
$$
P(X=1) = p\\
P(Y=1) = q
$$
The correlation coefficient $\rho$ is given and my goal is to compute $P(X \...
- 327
5
votes
0
answers
280
views
Did Auguste Bravais really derive the mathematical definition of Pearson's product-moment correlation coefficient?
The wikipedia pages on Auguste Bravais,Karl Pearson, the Pearson correlation coefficient,and Francis Galton all cite the following book:
Bravais, A (1846). "Analyse mathématique sur les ...
- 10k
5
votes
0
answers
233
views
Difference between the degree of dependence, and structure of dependence?
Correlation measures the degree of dependence between two variables,
while the
copula function defines the degree of dependence as well as their structure
of dependence.
How does the concept of ...
- 4,177