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Questions tagged [kendalls-tau-coefficient]

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2 votes
1 answer
77 views

Rank correlation with spearman and kendall

While interpreting the correlation between ranks, should I use the rho value (for spearman method), tau value (for kendall's tau method), w value ( for kendall's w method) or should I take in ...
Mir's user avatar
  • 71
3 votes
1 answer
158 views

Kendall rank correlation coefficient's p-value

I'm trying to compute a p-value for a two tailed test following Wikipedia formula which indicates that: one computes Z, and finds the cumulative probability for a standard normal distribution at -|Z|....
Genarito's user avatar
  • 155
0 votes
0 answers
158 views

Feature Selection with non-linear numerical and categorical variables

I have a dataset of 45 non-linear numerical values and 2 categorical values. I am making a feature selection to predict categorical variables one by one or together. I used the correlation ratio and ...
Jean's user avatar
  • 37
41 votes
1 answer
50k views

Pearson vs Spearman vs Kendall

What are the characteristics of the three correlation coefficients and what are the comparisons of each of them/assumptions? Can somebody kindly take me through the concepts?
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