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0 votes
1 answer
537 views

How to deal with negative values after subtracting the background?

I am working with Luminex data and have a question regarding the treatment of negative values after subtracting the background average. Specifically, I would like to know if these negative values need ...
BRUMJ's user avatar
  • 11
0 votes
1 answer
50 views

Should i make correlation matrix of (1) first difference logarithm, (2) logarithm or (3) the natural numbers?

I am currently working on a project where I am looking at how prices are affected by changes in the exchange rates. For an example, I want to see how a change in my currency (Norwegian Kroner) affects ...
schix's user avatar
  • 1
22 votes
5 answers
6k views

What is the intuitive meaning of having a linear relationship between the logs of two variables?

I have two variables which don't show much correlation when plotted against each other as is, but a very clear linear relationship when I plot the logs of each variable agains the other. So I would ...
Akaike's Children's user avatar
2 votes
0 answers
47 views

Bound for type of correlation measure

Assume you have a finite, discrete probability distribution for a joint random variable and such that $P(X=i,Y=j) = p_{i,j}$ for $i \in \{1, \dots, |X|\},j \in \{1, \dots, |Y|\}$. The marginal ...
Paul's user avatar
  • 33
0 votes
0 answers
727 views

Is this usage correct for using isometric log ratio [ILR] transform with counts data (compositional)?

If one wanted to construct a simple pairwise correlation matrix from an compositional data table using an ILR transform preprocessing step, would this usage violate any assumptions with the transform? ...
O.rka's user avatar
  • 1,472
3 votes
1 answer
572 views

x is correlated with y but log(x) is uncorrelated with log(y)

I ran an experiment where I experimentally (randomly) manipulated $x$ to find out the effect on $y$. Both variables tend to have power law distributions, and this was indeed the case. I ran some ...
user211129's user avatar
0 votes
0 answers
118 views

Pearson correlation changes after transforming variables (time series, ARIMA) - what is wrong?

I have four variables (Y, X1, X2, X3). The original Y and original X1 both have positive trends and have a Pearson Correlation 0.845 (significantly positive correlation). Based on theories, the ...
caroline's user avatar
2 votes
2 answers
1k views

goodness of fit log transformed vs not log transformed

I have a relationship of two variables which is somehow log shaped. Now, I establish two models for this dataset, for one I log transform the dependent variable: ...
Hellski's user avatar
  • 23
21 votes
1 answer
48k views

do logs modify the correlation between two variables?

I am applying logs to two very skewed variables and then doing the correlation. Before logs the correlation is 0.49 and after logs it is 0.9. I thought the logs only change the scale. How is this ...
DroppingOff's user avatar
2 votes
2 answers
2k views

Use logarithmic or linear values when performing correlation and ANOVA?

The data was collected using a logarithmic scale: scores (explanatory variable) are collected with values from 0-5. A score of 3 is 10x the value of a score of 2. I wasn't sure if using either the ...
seadragon's user avatar
13 votes
1 answer
43k views

Why use logged variables?

Probably, this is a very basic question but I don't seem to be able to find a solid answer for it. I hope here, I can. I'm currently reading papers as a preparation for my own master's thesis. ...
Pr0no's user avatar
  • 798
13 votes
2 answers
25k views

Taking correlation before or after log-transformation of variables

Is there a general principle on whether one should compute pearson correlation for two random variables X and Y before taking their log transform or after? Is there a procedure to test which is more ...
user9097's user avatar
  • 3,293