How can I integrate a time sequence of correlations?
February 1, 2012 8:55 AM Subscribe
Statistics filter: If I asses the same paired variables for the same population at multiple points in time, can I integrate the relation into an overall correlation?
posted by lord_yo to Science & Nature (3 answers total) 1 user marked this as a favorite
Let's say I measure height and shoe size for the same 100 people every year for five years. For each year, I can calculate a regression / correlation between those variables, giving me r(2012), r(2013), r(2014), and so on.
Due to the same sample size of 100, the reliability of the effects will remain about the same. But shouldn't I be able to calculate an overall effect with a sample size of 500, i.e. at a higher level of confidence?
Obviously, I can't just take the 5x100 samples because the 5 measurements for each person are not independent. But what else could I do to postulate confidently: "5 years of study have shown that height and shoe size are strongly correlated"?