[EMAIL PROTECTED] (Jay Warner) wrote in message news:<[EMAIL PROTECTED]>... > 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/ . > =================================================================
Jay, I liked your summary and thought that you might like to see a 1938 study done by Jerzy Neyman of the Neyman-Pearson Lemma that "proved" that storks do indeed bring babies ... Regards Dave Reilly Automatic Forecasting Systems http://www.autobox.com 215-675-0652 http://www.autobox.com/spur9.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
