Hitting only #3:
albinali wrote:
> Hi all,
> I have 3 questions:
> [smip]
> 3- Whats the difference between dependence and correlation? are independent
> random variables always uncorrelated?
"correlation" says that when we observe a change in one variable, we see a
consistent change in the other. If the correlation is positive, then both go
up together and down together. If the correlation is negative, then as one
goes up, the other goes down, and vice versa.
"dependence" indicates that variable B is controlled, or is caused by,
variable A. the question of what is 'causality' takes up more space than the
internet has available.
In Box, Hunter & Hunter is a plot of the human population of Oldenberg,
Germany, against the number of nesting storks for a certain time period. It
"proves" that storks bring human babies, since more storks means more people.
Does the human population "depend" on the stork population? I don't think
so. Is the human population correlated with the stork population? Yup.
You also asked:
are independent random variables always uncorrelated?
If the variables are "independent" they must be "uncorrelated." By
definition.
BUT, if two variables are correlated, then they are not independent, for the
purposes of doing the math.
I would suggest that you spend less time on the exact terms (my personal
failing) and look at the plots of paired variables, looking for
correlations. Between these and a 'factor analysis' you should be able to
see which variables are worth including, and which simply get in their own
way.
Jay
--
Jay Warner
Principal Scientist
Warner Consulting, Inc.
4444 North Green Bay Road
Racine, WI 53404-1216
USA
Ph: (262) 634-9100
FAX: (262) 681-1133
email: [EMAIL PROTECTED]
web: http://www.a2q.com
The A2Q Method (tm) -- What do you want to improve today?
.
.
=================================================================
Instructions for joining and leaving this list, remarks about the
problem of INAPPROPRIATE MESSAGES, and archives are available at:
. http://jse.stat.ncsu.edu/ .
=================================================================
