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The variance of OLS estimator   Message List  
Reply | Forward Message #3431 of 4113 |
RE: [Statisticians_group] pearson correlation test with permutation

thanks for your your advice andrew, though im not sure how i would go about permuting all the possible combinations of 10 nests without some sort of computer program, as it would surely take a long time to do it manually.
 
"David, if you obtain a p-value, what would it tell you about your proposed null hypothesis (H) of absolutely no correlation between distance D & relatedness R? A p-value will only indicate the probability of data at least as extreme as what you observed, assuming H; it’s a statement about data, rather than about H. Besides, I would have a difficult time accepting a priori that H could be true in the first place, & since I’m already (almost) sure H is false, I have little reason to test it."
 
the null hypothesis of no correlation between distance and relatedness represents what would be expected if the bees dispersed to a random site within their patch (which is certainly very plausible). if the pearson correlation coefficient was negative and the p-value was low (less than 0.05 for my purposes) i could infer that dispersal is probably not random, but that the bees disperse only short distances and set up nests close to their sisters (which is also plausible). conversely, if there was statistically significant positive correlation, that would suggest the bees actively disperse as far away as possible from their sisters, which again is ecologically interesting and plausible (e.g. to avoid competing against their relatives).
 
"If I was in your position I think I would rather determine the probability that the correlation coefficient (rho, say) is within some practically meaningful range, [a,b]. viz., the approach should rather be one of estimating the correlation, not seeing whether the correlation is exactly zero."
 
if there is a real correlation i have no reason to expect that the correlation will be a particular value (or within a particular range of values) and in fact it isn't particularly important in my case as (for what i am researching at this stage anyway) it doesnt really matter if the correlation is 0.3 versus 0.5 say - the ecological implications would be similar. in contrast, the ecological implications of any correlation (whatever its exact value) would be different from no correlation. hence at this stage im really only interested in testing whether my observed correlation is statistically different from zero. however certainly in the future testing whether any correlation is within a particular range of values could be an interesting follow up question and i thank you for the suggestion.
 
but at this stage im still just looking for a way of conducting a permutation-based significance test (2-tailed) for the pearson correlation between the 2 variables. if anyone has any suggestions it really would be a huge help.
 
david

 

To: Statisticians_group@...
From: khahstats@...
Date: Sat, 2 May 2009 21:35:13 -0700
Subject: Re: [Statisticians_group] pearson correlation test with permutation



David, if you obtain a p-value, what would it tell you about your proposed null hypothesis (H) of absolutely no correlation between distance D & relatedness R? A p-value will only indicate the probability of data at least as extreme as what you observed, assuming H; it’s a statement about data, rather than about H. Besides, I would have a difficult time accepting a priori that H could be true in the first place, & since I’m already (almost) sure H is false, I have little reason to test it.

 

If I was in your position I think I would rather determine the probability that the correlation coefficient (rho, say) is within some practically meaningful range, [a,b]. viz., the approach should rather be one of estimating the correlation, not seeing whether the correlation is exactly zero.

 

When all the data (D & R) are i.i.d., this can be done using the posterior probability distribution for rho given in

http://www.pubmedcentral.nih.gov/picrender.fcgi?artid=155684&blobtype=pdf

Your case may be a little more complicated because, as you note, the data between any pair of nests A & B depend on the data between (say) A & C (i.e., whenever pairs of nests share a member). I don’t have any experience with this type of spatial analysis; however, I would guess that since you are trying to infer something about the relation between D & R, rather than D & R themselves, I would guess that taking all 21*20/2=210 pairs of D & R as independent would not bias the sample statistic (rho-hat); it would only complicate the calculation of the variance of rho-hat (conditional on rho) & hence of the spread of the posterior probability distribution of rho.

 

You are looking for an answer ASAP. Therefore, without researching this in depth, I would say that you could

  1. Split the 21 nests into 2 sets of 10 A & B, leaving 1 out.
  2. Calculate rho-hat for those 10 pairs of nests.
  3. Form 2 sets of 10 nests each in a new way.
  4. Calculate rho-hat for those 10 new pairs of nests.
  5. Iterate the above until you have done this for all possible setups of 10 pairs.
  6. Calculate the mean of all the resulting rho-hats.
  7. Compare that mean with the rho-hat you get when treating all the 210 pairs of D & R as independent.

You could do something similar, I imagine, comparing 2 ways of calculating the variance of rho-hat (conditional on rho), making an adjustment for the square root of the sample size.

 

I don’t know how good is this method of handling the dependencies; someone else may be able to provide a better answer. Nonetheless, I do feel strongly that the focus should be on estimation rather than significance testing. Best wishes.


--- On Sat, 5/2/09, slop badgerd <slopbadgerd@hotmail.com> wrote:

From: slop badgerd <slopbadgerd@hotmail.com>
Subject: [Statisticians_group] pearson correlation test with permutation
To: statisticians_group@yahoogroups.co.in
Date: Saturday, May 2, 2009, 9:00 PM

hello everyone, im new to the group. just thought i'd say hello and ask for some help with a stats problem. im studying bees and am trying to find if there is a correlation between the distance between a pair of nests and the genetic relatedness between the bees occupying the nests. there is 21 nests in the sample and have i created a pairwise distance matrix showing the distance between each pair of nests, and similarly, a pairwise relatedness matrix for each pair of nests. it is my understanding that you cant use tables to get the statistical significance (p-value) of the pearson's correlation coefficient because the data are not independent (if you change the position of one nest, all the pairwise distance values from that nest to all the others will change) and therefore statistical significance must be calculated by permuting the data to generate a null distribution.
 
i have used the mantel test in the program zt to calculate the pearson correlation and its significance. however i now need to test for a correlation using only a subset of the data, such that it is not possible to create a full matrix (i.e. there will be gaps in the distance and relatedness matrices), and so the mantel test does not work properly.
 
the data is in 2 columns and i have done a normal pearson correlation test on it. however to calculate the p-value i assume i need to permute the data to create the null distribution. i have been looking on the internet for a program that can do this but i've had no luck. i downloaded a program called corrperm that looked like it could do the job but i couldn't figure out how to work it. i emailed the guy who wrote it and he replied with a new version of the program for R but i dont have a clue how to use that (i have no programming knowledge or experience with anything of that sort). the guy's away now for a week and i need to do this test asap so if anyone has any advice it would be really appreciated, e.g. is there any simple program out there that can run on windows command prompt with clear instructions how to use it?
 
thanks in advance,
 
david



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Sun May 3, 2009 6:05 pm

senoryardstick
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Message #3431 of 4113 |
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Dear all statisticians_group member. Can any body help me to show how to derive the variance of Ordinary Least Squares (OLS) estimator? y=a+bx+e I have seen...
A. Riadi
a_riadi_a
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May 2, 2009
12:24 pm

A Riadi, I advise you to consult a standard textbook on this topic. These variances are almost always presented in introductory statistics texts. ... From: A....
Andrew Hartley
khahstats
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May 2, 2009
5:37 pm

Thank you for your advice. I have read from this link: http://connection.cwru.edu/econ326/mod4/A/Computing%20Variance%20of%20Simple%20OLS%20Estimator.doc It...
Riadi
a_riadi_a
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May 2, 2009
9:55 pm

A Riadi, for some reason the link you provided is not opening for me. However, if you express the model in matrix form, as y=x*beta + epsilon, where the...
Andrew Hartley
khahstats
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May 2, 2009
11:06 pm

hello everyone, im new to the group. just thought i'd say hello and ask for some help with a stats problem. im studying bees and am trying to find if there is...
slop badgerd
senoryardstick
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May 3, 2009
1:00 am

David, if you obtain a p-value, what would it tell you about your proposed null hypothesis (H) of absolutely no correlation between distance D & relatedness R?...
Andrew Hartley
khahstats
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May 3, 2009
4:35 am

thanks for your your advice andrew, though im not sure how i would go about permuting all the possible combinations of 10 nests without some sort of computer...
slop badgerd
senoryardstick
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May 3, 2009
6:05 pm

David, Yes I hope someone in the group has worked with your type of spatial correlation data. True, you would need computer software to permute even an...
Andrew Hartley
khahstats
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May 3, 2009
6:51 pm
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