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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What is the difference between linear regression on y with x and x with y?
The Pearson correlation coefficient of x and y is the same, whether you compute pearson(x, y) or pearson(y, x). This suggests that doing a linear regression of y given x or x given y should be the ...
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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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How to choose between Pearson and Spearman correlation?
How do I know when to choose between Spearman's $\rho$ and Pearson's $r$? My variable includes satisfaction and the scores were interpreted using the sum of the scores. However, these scores could ...
user3636
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How to use Pearson correlation correctly with time series
I have 2 time-series (both smooth) that I would like to cross-correlate to see how correlated they are.
I intend to use the Pearson correlation coefficient. Is this appropriate?
My second question ...
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Is it meaningful to calculate Pearson or Spearman correlation between two Boolean vectors?
There are two Boolean vectors, which contain 0 and 1 only. If I calculate the Pearson or Spearman correlation, are they meaningful or reasonable?
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How to understand the correlation coefficient formula?
Can anyone help me understand the Pearson correlation formula?
the sample $r$ = the mean of the products of the standard scores of variables $X$ and $Y$.
I kind of understand why they need to ...
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Pearson Correlation has quizzy results
I investigated experiments with SPSS and following values were out.
I have a question that in which case is possible to get Feature 1 in Group A+B as significant p<.05 while either Group A and B ...
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If linear regression is related to Pearson's correlation, are there any regression techniques related to Kendall's and Spearman's correlations?
Maybe this question is naive, but:
If linear regression is closely related to Pearson's correlation coefficient, are there any regression techniques closely related to Kendall's and Spearman's ...
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Analogy of Pearson correlation for 3 variables
I am interested in whether or not a "correlation" of three variables is something, and if what, what would this be?
Pearson product moment correlation coefficient
$$\frac{\mathrm{E}\left[(X-\...
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Derivation of the standard error for Pearson's correlation coefficient
I am wondering how to derive the formula for the standard error of Pearson's correlation coefficient which is given in Zar for example as
$$
\newcommand{\cov}{{\rm Cov}}
\newcommand{\var}{{\rm Var}}
\...
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Completing a $3 \times 3$ correlation matrix — $2$ coefficients of the $3$ given
I was asked the following question in an interview.
Let's say we have a correlation matrix of the form
\begin{bmatrix}1&0.6&0.8\\0.6&1&\gamma\\0.8&\gamma&1\end{bmatrix} Find ...
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Pearson correlation coefficient is a measure of linear correlation - proof
Is it possible to prove that Pearson coefficient is a measure of linear correlation between two variables?
I think I've seen proofs somewhere that if the relationship between variables $X, Y$ is ...
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How to compare the strength of two Pearson correlations?
I've been asked by a reviewer if the Pearson correlations (r-values) presented in a table can be compared to each other so one can claim that one is "stronger" than another (other than just eyeballing ...
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What is the distribution of sample correlation coefficients between two uncorrelated normal variables?
I want to compare observed bivariate (Pearson's $\rho$ and Spearman's $\rho$) correlations coefficients with what would be expected from random data.
Assume that we measure, say, 36, cases across ...
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Is it possible to have Pearson correlation coefficient values $< -1$ or values $> 1$?
I am trying to calculate the Pearson correlation coefficient according this formula over a large dataset:
$$r = \frac{n\left(\Sigma xy\right)-\left(\Sigma x\right)\left(\Sigma y\right)}{\sqrt{\left[n\...
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