Correlation Statistics:
Linear r (Pearson):
r - mean Relationship, the linear correlation coefficient measures the strength and direction of the linear relationship between variables.
A linear correlation coefficient that is greater than zero indicates a positive relationship and less than zero indicated a negative relationship. Finally, a value of zero indicates no relationship between the variables.
Spearman’s D
D - mean difference samples
D 2 - is difference squared
The spearman correlation does not provide any information about the strength of the relationship.
Spearman’s rs:
Spearman’s rank
Correlation coefficient (rs)
The correlation (relationship or connection) between the variables.
Kendall’s tau:
this correlation suitable for the quantitative and ordinal variables. It indicates how strongly two variables are monotonously related.
Polyserial rho and Partial linear:
Partial correlation is a measure of the strength and direction of a linear relationship between two continuous variables whilst controlling for the effect of one or more other continuous variables. (Ex: wind speed and relative humidity)
Phi (compositional)
The phi correlation coefficient (Phi) is one of a number of correlation statistics developed to measure the strength of association between variables.
#Correlation #Pearson #Spearman #Kendall's #Polyserial #PartialLinear
7 сен 2024
