Questions tagged [pearsons-correlation-coefficient]

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2 answers
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How do I combine two different measures of correlation coefficients?

In the dataset, we have a numerical feature and a numerical target. We are calculating the Pearson coefficient and Spearman rank correlation. Pearson to track the linear relationship and Spearman to ...
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0 answers
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Find the most impactfuls parameters multivariate output unsupervised ML

I am currently on a proect where my df has more than 600 parameters of analog sensors (A parameters) and about 50 other parameters (F parameters). I want to find for each of these 50 parameters (F ...
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2 votes
2 answers
34 views

Which method of correlation is appropriate for two paired lists of numbers?

I have a program which produces an image, and I use a metric to understand how accurate that image is. I choose five cases (A, B, C, D, E), and make a list of the accuracy metric for each case: ...
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1 answer
59 views

Scaling and handling highly correlated features in tabular data for regression

I am working on a regression problem trying to predict a target variable with seven predictor variables. I have a tabular dataset of 1400 rows. Before delving into the machine learning to build a ...
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1 answer
645 views

Python: calculate the weighted average correlation coefficient

I am calculating the volatility (standard deviation) of returns of a portfolio of assets using the variance-covariance approach. Correlation coefficients and asset volatilities have been estimated ...
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1 vote
1 answer
59 views

Correlation analysis yields conflicting results. Positive Pearson and Negative Spearman

I have four features x1,x2,x3,x4. All of their correlation with y are similar in Pearson correlation and in Spearman rank correlation separately. However, all these are +0.15 in Pearson and -0.6 in ...
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0 answers
238 views

Is pearson correlation matrix a good indicator for label encoded categorical and numeric independent data?

I have a dataset having 22 independent variables out of which 15 are categorical data that has already been label encoded i.e the dtype is int64 and the contents are in a range of 0 to n (n is the ...
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1 answer
62 views

Correlation with target variable for regression problem

Given the following dataframe age job salary 0 1 Doctor 100 1 2 Engineer 200 2 3 Lawyer 300 ... with ...
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0 answers
95 views

Optimizing rolling Pearson correlation

I have Pandas DataFrame with multiple columns (3000 or more) with timeseries in them (I have dates as indecies). ...
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0 answers
96 views

Agglomerative Clustering (average linkage) and Pearson Correlation

Does having a positive or negative correlation between features being clustered affect the agglomerative clustering result? I have three columns in my dataset, and I'm trying to figure out if I should ...
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1 vote
0 answers
434 views

Pearson correlation on two categorical variables

I am using the fourth-corner method in one of my papers (for those who need the name). The method was developed to test associations between variables in two datasets. In my case, the datasets ...
2 votes
0 answers
25 views

Which method to use to remove correlation between independent variables comprising of both categorical and numerical variables? [duplicate]

The independent variables in the dataset contains categorical variables such as Gender ( 2 levels) Mode of Shipment ( 3 levels) Product Importance ( 4 levels) and Numerical Variables such as ...
1 vote
1 answer
2k views

Calculating correlation for categorical variables

I am struggling to find out a suitable way to calculate correlation coefficient for categorical variables. Pearson's coefficient is not supported for categorical ...
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1 answer
414 views

How many features do I select when doing feature selection for regression algorithms? Is R2 and RMSE good measures of success for overfitting?

Context: I'm currently crafting and comparing machine learning models to predict housing data. I have around 32000 data points, 42 features, and I'm predicting housing price. I'm comparing Random ...
3 votes
1 answer
284 views

Pearson correlation with data sets that have values on different scales [closed]

I have two datasets with which I want to do a Pearson correlation analysis. I have carried out the analysis which makes sense, however I want to be sure it is valid given that both datasets have ...
2 votes
1 answer
85 views

How to interpret Low Pearson correlation coefficient between stable signals and high Pearson correlation coefficient between unstable signals?

I calculated the Pearson correlation coefficient between two signals, that described the state of the unit. During normal operation of the unit, both signals were fairly stable and fluctuated very ...
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1 answer
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What statistical method should i use to find Correlation between number of days and AmountEarned

I am new to Data Science and I have a python data frame with Number of days, CountofJobs, and AmountEarned what statistical method should I use to find a correlation between Days and AmountEarned. <...
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1 answer
38 views

Determine relationship between users and age?

I would like to understand how to find an association between users, spam and email's age. My dataset looks like as follows: ...
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4 votes
2 answers
175 views

what is the difference in terms namely Correlation, correlated and collinearity?

A website says Correlation refers to an increase/decrease in a dependent variable with an increase/decrease in an independent variable. Collinearity refers to two or more independent variables acting ...
9 votes
2 answers
3k views

What is the meaning of a quadratic relation when r = 0?

A website (on page 4) says: The correlation coefficient is a measure of linear relationship and thus a value of r = 0 does not imply there is no relationship between the variables. For ...
1 vote
3 answers
201 views

Does Karl Pearson correlation indicate linear relationship between two variables?

Wikipedia and literature do not seem to convey correct interpretation of Karl Pearson correlation. Also, some of the authors interpret it as a linear correlation or association. To me it simply tells ...
1 vote
0 answers
41 views

Professionals appear to interpret sample correlation (e.g. Karl Pearson) as if it represents linear correlation. Is it the correct interpretation? [closed]

I am stressed following the wrong interpretation. What is the correct way of understanding a correlation coefficient.
0 votes
1 answer
124 views

Correlation coefficient and non linear association [closed]

Correlation and Linear Regression Author: Lisa Sullivan, PhD Professor of Biostatistics Boston University School of Public Health Says there may be non-linear association which the correlation ...
2 votes
2 answers
206 views

Transforming negative correlated non linear variable to linear positive correlated variable

At my office, I am stuck in a weird situation. I am asked to perform a regression algorithm on the data, in which the target variable is continuous having values range between 0.6 to 0.9 with 8 digits ...
0 votes
1 answer
593 views

Calibrating Correlation

I am facing a weird problem in my on going project and thought if someone here could help me out with this. Actually I have large data set. I have to perform a regression task on top of that. While ...
38 votes
1 answer
37k 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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6 votes
3 answers
6k views

Should features be correlated or uncorrelated for features-selection with the help of multiple regression analysis?

I have seen researchers using Pearson correlation coefficient to find out the relevant features - to keep the features that have a high correlation value with the target. The implication is that the ...
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1 vote
1 answer
293 views

Association between Categorical Variables and regression

We perform data analysis and build models. Say, for example, I built a regression model that has more than one predictor (multiple regression). We then check many things: normality, multicollinearity, ...