Correlation Coefficients > Polychoric Correlation What is Polychoric Correlation? Polychoric correlation measures agreement between multiple raters for ordinal variables (sometimes called “ordered-category” data). Ordinal variables can be placed in order, but can’t be divided or multiplied. For example: a person’s level of depression, their level of disagreement or agreement, or how much they value possessions. … Read more
Correlation Coefficients > Point Biserial Correlation Contents: Point Biserial Correlation Biserial Correlation 1. What is Point Biserial Correlation? The point biserial correlation coefficient, rpbi, is a special case of Pearson’s correlation coefficient. It measures the relationship between two variables: One continuous variable (must be ratio scale or interval scale). One naturally binary variable.* Many different … Read more
Statistics Definitions > Rank-Biserial Correlation What is Rank-Biserial Correlation? Rank-biserial correlation (rank biserial r or rrb) is used when you want to find a correlation between dichotomous (binary) nominal data and ordinal (ranked) data. It is a special case of Somers’ D. Formula The formula (assuming there are no tied ranks) is: rrb = 2 … Read more
Correlation Coefficients > Contents: Partial Correlation Semi-Partial Correlation What is Partial Correlation? Partial correlation measures the strength of a relationship between two variables, while controlling for the effect of one or more other variables. For example, you might want to see if there is a correlation between amount of food eaten and blood pressure, while … Read more
Statistics Definitions > Serial Correlation / Autocorrelation What is Serial Correlation / Autocorrelation? Serial correlation (also called Autocorrelation) is where error terms in a time series transfer from one period to another. In other words, the error for one time period a is correlated with the error for a subsequent time period b. For example, … Read more
Correlation Coefficients > Phi Coefficient What is the Phi Coefficient? The Phi Coefficient is a measure of association between two binary variables (i.e. living/dead, black/white, success/failure). It is also called the Yule phi or Mean Square Contingency Coefficient and is used for contingency tables when: At least one variable is a nominal variable. Both variables … Read more
Matrices > Correlation Matrix You may find it helpful to read this article first: What is Pearson’s Correlation Coefficient? What is a Correlation Matrix? A correlation matrix is a table showing correlation coefficients between sets of variables. Each random variable (Xi) in the table is correlated with each of the other values in the table … Read more
Statistics Definitions > W Statistic (Coefficient of Concordance) This article is about Kendall’s W Statistic for ranked data. For the W-value given to indicate normalilty, see: Shapiro-Wilk Test. For the “W-statistic” used in ANOVA, see: Brown-Forsythe test. What is the W Statistic? Kendall’s W statistic (sometimes called the Coefficient of Concordance) is a non parametric … Read more
Probability and Statistics Index > Regression Analysis > Validity Coefficient You may find it useful to read about validity first. See: Internal validity Construct Validity Validity Coefficient: Definition Validity tells you how useful your experimental results are; a validity coefficient is a gauge of how strong (or weak) that “usefulness” factor is. For example, let’s … Read more
Statistics Definitions > Causation What is Causation? According to Merriam-Webster, causation is “the act or process of causing something to happen or exist.” In other words, causation means one event is 100 percent certain to cause something else. If you paint, you’ll make a painting. If you stand in the rain, you’ll get wet. On … Read more