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> I don't know what this means... I mean: under the stated assumption that the data is given by a sum of independent Gaussian variables, would the Pearson cor
by jessriedel 10y ago
> I don't know what this means...
I mean: under the stated assumption that the data is given by a sum of independent Gaussian variables, would the Pearson correlation of the Gaussian data be equal to the Spearman rank correlation of the corresponding ranked data.
One can check from the definition that the answer is "yes".
> Hmmm. I think that it is the r-squared that is the proportion of variance in Y that is accounted for by X.
Yes, you're right, I needed to square this number. So, assuming Gaussian independent variables, 37% of the variance in mobility is explained by percentage foreign born. It would be pretty surprising if there were even an larger effect independent than this, so I'll self-grade my conjecture as "plausible".