Timeline for Correlation between 3 variables
Current License: CC BY-SA 2.5
10 events
| when toggle format | what | by | license | comment | |
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| Nov 8, 2019 at 5:59 | answer | added | Iosif Pinelis | timeline score: 1 | |
| S Nov 6, 2017 at 20:34 | comment | added | dingus | the limits of the third is a direct function of the other two. Further, there may be suppression type relationships, that complicate things even further. | |
| S Nov 6, 2017 at 20:34 | comment | added | dingus | This is an intriguing question. It is rather surprising that over a 100 years after correlation among two variables was proposed and worked on (Fisher and Pearson), we (humanity) have not been able to come up with a measure of correlation among three variables. The answer is not easy, perhaps. Consider three variables. We then have three zero-order correlations among each pair of variables. It is also known that the three correlations are not completely independent of each other, in the sense that if two correlations are known, then (continued) | |
| Mar 11, 2011 at 19:48 | history | edited | Andrei | CC BY-SA 2.5 |
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| Mar 11, 2011 at 16:57 | comment | added | Andrei | Gerry: Correlation is when changes in one var can be predicted looking at changes in another var(s). Consider 3 vectors X,Y,Z where correlation between (X,Y) is low, correlation between (X,Z) is low, but correlation exists between X and some function f of (Y,Z). Which methods help me to discover function f() ? | |
| Mar 10, 2011 at 11:06 | comment | added | Gerry Myerson | So, does $0$ correlate better with $(0,1)$ or with $(-1,1)$? Does $1$ correlate better with $(-1,1)$ or with $(0,0)$? I think you have to decide those questions first, in order to have any hope of doing what you want to do. | |
| Mar 10, 2011 at 8:17 | answer | added | Gottfried Helms | timeline score: 2 | |
| Mar 9, 2011 at 22:35 | answer | added | Abdelmalek Abdesselam | timeline score: 8 | |
| Mar 9, 2011 at 21:39 | comment | added | Yaroslav Bulatov | you could use multi-information, see Bell's "co-information lattice" www.rni.org/bell/nara4.pdf | |
| Mar 9, 2011 at 21:28 | history | asked | Andrei | CC BY-SA 2.5 |