Questions tagged [pearson-r]
The Pearson product-moment correlation coefficient is a measure of the linear relationship between two variables $X$ and $Y$, giving a value between +1 and −1.
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Pearson chi square and correlation
My data are ordinal
Pearson chi squared test value is 4.664
And asymp sig is 0.97 so the data are independent
However pearson's R =-0.309
And the approx sig=0.037
Can they be independent and ...
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Which correlation test to use
I'm working with datasets on economic inequality and crime rates at the county level to produce correlation matrices. My economic inequality data has several variables, which are percentage of county ...
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Interpretation of ICC and Pearson's r correlation
I am calculating intraclass correlation coefficient (ICC) values for response values at two different timepoints. I am also correlating the response values at the different timepoints using Pearson's $...
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Should one account for the known variance of fixed X when estimating its relationship with random Y?
In Aldrich (2005), and specifically in sections 10 and 11, the author describes the sufficient statistic for the parameter $\beta$ in the simple regression of random $Y$ on fixed $X$, with a bivariate ...
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Testing how well an unweighted linear regression explains variation compared to a weighted linear regression
I have a weighted and an unweighted linear regression (same dataset) and need a measure of how well one model can explain variation relative to the other (i.e. are the R-squared values significantly ...
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What is the minimum Pearson sample correlation given a perfect sample rank correlation with no ties? [duplicate]
Let $(X, Y)$ be a random sample of finite size $n$ from a bivariate continuous distribution with unknown parameters $(\rho_{XY},\mu_X,\mu_Y,\sigma_X,\sigma_Y)$. Assume observed values are real numbers ...
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Correlation of Group of Questions in Likert Scale answers
let's say that we have a response survey data frame with 6 columns.Each column is a question.Q1,Q2,Q3,...,Q6. The responses are from 1 to 5. 1 is translated to Very Bad,4 to Bad,3 to neutral,2 to good,...
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Pearson's or Spearman's correlation with non-normal data
I get this question frequently enough in my statistics consulting work, that I thought I'd post it here. I have an answer, which is posted below, but I was keen to hear what others have to say.
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Online update of Pearson coefficient
Suppose I have an online stream of data points $x_i,y_i$, where $i=1,2,\dots$. I want to compute the Pearson correlation coefficient between the vectors $\vec x$ and $\vec y$.
But here is the catch. ...
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How does knowing the sign of the population correlation affect the sufficiency of its statistic?
As noted here, the sufficient statistic for the correlation under bivariate normality is Pearson's $r$, the maximum likelihood estimate of $\rho$. I suppose, however, this does not guarantee that $r$ ...
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Test for multicollinearity with binary and continuous independent variables
I have a question concerning multicollinearity: I have several independent variables. Some are binary and some continuous. The dependent variable is binary. Can I use the Pearson correlations to test ...
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Different results of t test and biserial correlation?
I was wondering whether it is possible that a t test and a point biserial correlation can give different results (t-test shows groups differ significantly, correlation implies that variable does not ...
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Comparison of point-biserial and linear correlation coefficients
I have a continuous variable X that is associated with a continuous outcome Y and a dichotomous outcome Z.
If I calculate Pearson's $r$ between X and Y, and the point-biserial coefficient $r_{pb}$ ...
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Derivation of the standard error for Pearson's correlation coefficient
I am wondering how to derive the formula for the standard error of Pearson's correlation coefficient which is given in Zar for example as
$$
\newcommand{\cov}{{\rm Cov}}
\newcommand{\var}{{\rm Var}}
\...
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How to calculate Pearson correlation coefficient of two 3-dimensional features?
The book I read, Applied Predictive Modeling
Textbook, mentions:
Even though, single features do not correlate with each other, sets of features can correlate with other sets of features.
I have an ...
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