Sentences with phrase «weights by correlation»

If the dataset has more NH than SH records then a method that weights by correlation will defavourise the minority partner.

Not exact matches

Volatility traders on a dispersion desk will explicitly short correlations by selling the variance of an index and going long the weighted variance of its constituents.

Funnel plots, the Egger (weighted regression) test, and the Begg and Mazumdar (rank correlation) tests for funnel plot asymmetry were conducted to examine the relation between sample size and observed mean differences in blood pressure by infant feeding group (21).

Furthermore, the high correlation between measured and reported weight in our validation study could be overestimated if all individuals underreported weight by equal amounts.

[xi] At the institution level (weighted by enrollment), the correlation between average SAT / ACT scores and the mobility rates of low - income students is 0.65 for public and private, non-profit institutions combined (0.58 for publics and 0.71 for privates).

It does this by finding weights for the variables in each set that result in the maximum correlation between the two sets.

Because of the asset correlations, the total portfolio risk, or standard deviation, is lower than what would be calculated by a weighted sum.

The other study by Ibbotson Associates titled Strategic Asset Allocation and Commodities also found that an equally weighted, monthly rebalanced composite of four commodity indices show «low correlations to traditional stocks and bonds, produce high returns, hedge against inflation and provide diversification through superior returns when they are needed most».

I know correlation does not mean causation, but it seems to me that by weighting the solar irradiance more strongly in the models, then much of the 19th to mid 20th century warming can be explained from the sun alone.

The data were interpolated using a kriging method (Schäfer - Neth et al. 2005), which basically takes into account data points in the vicinity of a location to be reconstructed, weighted by the ocean correlation structure.

However, it is important to be aware that these correlations could also be explained by third factor common to both variables, such as maternal concern about child weight status.