Questions tagged [kendalls-tau-coefficient]
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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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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|....
2
votes
1
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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 ...
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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 ...