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1709[ai-geostats] comparisons between classical and robust correlations

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  • Monica Palaseanu-Lovejoy
    Oct 4, 2004

      I am wondering if you have any thought on this interpretation:

      Supposing i have 2 different data sets X and Y. I know that both
      data sets are actually a combinations of 2 other data sets, a
      background x1 and a contaminating x2 data sets for X and similar
      for Y (with y1 and y2).

      I encounter 2 cases: a) classical correlation is higher than robust
      correlation and b) robust correlation is higher than classical

      How i am interpreting the 2 cases? I would like to be able to say
      that in case a) the correlation between the contaminating values of
      both X and Y increases the overall correlation coefficient, while
      when using the robust correlation, the correlation between the
      contaminating sets is lost.

      Of corse, the reverse is true for case b). The contaminating sets
      are not correlated so including them in the calculation of the
      classical correlation will decrease this coefficient, while eliminating
      these contaminating sets, the robust correlation characterizes the
      background data.

      I will really appreciate any thoughts about the interpretation above.


      Monica Palaseanu-Lovejoy
      University of Manchester
      School of Geography
      Mansfield Cooper Bld. 3.21
      Oxford Road
      Manchester M13 9PL
      England, UK
      Tel: +44 (0) 275 8689
      Email: monica.palaseanu-lovejoy@...