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.
548 questions
4 votes
2 answers
504 views
For two normally distributed variables X and Y, does Spearman correlation imply Pearson correlation and vice versa?
I understand that Spearman correlation is broader than Pearson correlation (monotone vs linear). However, in the specific case of two correlated normal distributions, is there a 1 to 1 relationship, i....
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1 vote
0 answers
45 views
statistical inference for the mean correlation coefficient [duplicate]
For N participants I have M measures. I compute the NxN correlation matrix, in which the i,j element will tell me how the measures for participant i correlate with those from participant j. Now I want ...
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8 votes
4 answers
2k views
Why is R² not equal to the square of Pearson's correlation coefficient (r²) in my multivariate regression model?
I'm working on calibrating air quality sensor data using a multivariate regression model (Lasso), with predictors like raw PM2.5, humidity, and temperature. After fitting the model, I compared: ...
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0 votes
0 answers
45 views
Assumption, that the intra-class correlation is Pearson's correlation while employing GEE approach to clustered binary responses
I am reviewing the paper Sample Size Calculations for Studies with Correlated Observations by Liu and Liang (1997). The authors have used generalized estimating equations and propose a test statistic ...
0 votes
0 answers
70 views
p values one vs two tailed Kendall's tau, Spearman's rho, Pearson r
For Pearson correlations one can easily determine the p values for one tailed tests from the p values of two tailed tests by p1tailed, predicted direction = 1/2 * p2tailed p1tailed, opposite ...
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1 vote
0 answers
57 views
Why is the correlation coefficient interpreted as the number of standard deviations in $y$ given one standard deviation of $x$ or viceversa? [closed]
I saw here in the answer to this question that the correlation coefficient between $X$ and $Y$ is interpreted as the number of standard deviations that $Y$ changes when $X$ changes in one standard ...
1 vote
1 answer
110 views
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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1 vote
0 answers
80 views
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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