# Tagged Questions

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### Work out if the relationship between 2 datasets is constant

I have 2 one-dimensional datasets, let's call them a and b. I want to know the correlation between ...
19 views

### What test should I use to statistically compare two intraclass correlation coefficients (ICC)?

I need to compare two generalizability (G) coefficients for data that are from two separate populations. G coefficients are a type of intraclass correlation coefficient (ICC). The literature on ...
13 views

### Correlation Statistic with a neutral score

I'm trying to develop a correlation statistic to compare lines/random variables (represented as a series of points). I want the correlation value to convey little information if one the lines is a ...
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### Difference between Kendall tau distance and Kendall tau rank correlation coefficient

What is the difference between Kendall tau distance and Kendall tau rank correlation coefficient? Which one I should use to calculate how similar two arbitrary permutations of ranks are? Suppose, we ...
30 views

### Expectation and convolution question.

I am learning in an image processing course, and the professor did the following: As part of a derivation, has this: What I do not understand, is how he was able to remove $r(i,j)$ to the ...
12 views

### factor analysis for given data

suppose that we have following data i have done covariance matrix and eigenvalue decomposition ...
26 views

### Multiple correlation

My question is very elementary. I need to implement a software that computes the multiple correlation of a set of datas that I have. In order to do that, I need would like to find the generic formula ...
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### Interval of non-uniformly distributed set of numbers adjusted that it properly excludes extremes

Let's say I have an interval of numbers from 1 to 9 with the following frequency of distribution: numbers 1, 2 and 3 about 20 occurrences number 6 has 2 occurrences and number 9 has only ...
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### calculate direct and indirect path coefficients

suppose we have following data wth mean and standard derivation corresponding ...
46 views

### Multiple regression and hypothesis test $H_0$:$\beta_2=0$

Multiple regression model $H_0$:$\beta_2=0$, $H_1$:$\beta_2 \neq 0$ where $\beta_2$ is the vector of elements ($\beta_2, \beta_3, \dots, \beta_k$) and $\beta$ is slope of regression line. Why it is ...
46 views

### Redundancies in covariance matrix

We know that covariance matrix is symmetrical. I have a vague intuition that there may be some other redundancies beyond that. For example, if A is correlated to B and B is correlated to C then A and ...
60 views

### A question about Pearson correlation coefficient

Suppose that we have two vectors $x=(x_1,\ldots,x_n),y=(y_1,\ldots,y_n)$ is the following correct about their Pearson correlation coefficient? $\operatorname{corr}(x,y)=\operatorname{corr}(x+a,y+b)$ ...
30 views

### Curve Fitting and Multiple Experiments

Say I do an an experiment 5 times, each of which gives you a list of data points. Do I fit a curve to each one separately and then average the parameters and their uncertainties? Or do I take the ...
201 views

### Weighted least squares linear regression formulas using arbitrary weights

Say I have $n$ data points where each point has an $x$ value, a $y$ value, and an arbitrary weight value, $w$. The weight value is between $0$ and $1$, where $1$ means the data point will fully affect ...
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### Finding parameters for curve fitting

I have 500 observed data of variable $x$ and corresponding $y$. The functional model is where Is it possible to find suitable constants $A , B$ ,$\alpha , \beta$ so that the observed ...
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### Kendall Tau distance over rankings containing different elements

Suppose to have two lists (or rankings) containing the same number of elements (but not the same elements). E.g.: $[5, 4, 3]$ vs. $[5, 4, 2]$ Dow do you define the Kendall tau distance between the ...
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### Minimizing association/correlation between two time series

I have two time series, $M_1(t)$ and $M_2(t)$, which can be seen as measurements of two different physical sources, $s_1(t)$ and $s_2(t)$. $M_1$ only depends on $s_1$, whereas $M_2$ depends on both. ...
452 views

### help understanding step in derivation of correlation coefficient

I'm looking to understand the starred step in the derivation below (also, if someone could help with the LaTex alignment, I'd appreciate it). The regression line is $y= b_0 + b_1 x$, where $b_0$ and ...