清空筛选条件
清空筛选条件

p-value interpretation in corrcoef for non-linear correlation

1 次查看（过去 30 天）
Sylvain Rousseau
Sylvain Rousseau 2014-7-18
编辑： Sylvain Rousseau 2014-7-18
Dear Alfonso,
I'am not sure that I should write this comment on the thread you handled this week : http://www.mathworks.com/matlabcentral/answers/141942-corrcoef-p-value-interpretation
So, may I be so bold as to show you this strange result I've got today with corrcoeff by asking you directly a question.
I actually want to test/understand thoroughly this function before using it on real data. Here is my snippet :
N = 1000;X = rand(N,1) - 1/2;
Y = [X(:,1) X(:,1).*X(:,1)];
[r p] = corrcoef(Y)
Most of the time, p(1,2) value is quite larger than .05, which means that X is not linearly correlated with X^2. Rigorously, it's true : X is correlated with X^2, but not linearly.
So my question : should I understand that the statistical test result represented by the p matrix is not relevant to detect non linear correlation ?
All the best
sylvain

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Correlation and Convolution 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by