Spearman Rank Correlation CoefficientDate: 08/26/97 at 13:44:58 From: Lawrence Binek Subject: Spearman's Rank I would like to get a clear definition of Spearman's Rank and how it is used. What data do I use to find the correlation, what formula do I have to use? Date: 08/30/97 at 11:20:50 From: Doctor Anthony Subject: Re: Spearman's Rank Rank correlation can be used to give a quick approximation to the product moment correlation coefficient. It is also used when only ranking values can be given. If we have n comparisons of paired data (x,y) and if D is the difference in rank of x and y for a particular pair, then we calculate SUM(D^2) over all n pairs. The Spearman rank correlation coefficient is calculated from: 6.SUM(D^2) r = 1 - ------------ n(n^2 - 1) For perfect positive correlation SUM(D^2) = 0 and the correlation coefficient is 1. For perfect negative correlation the coefficient works out as -1. When correlation is not perfect, r lies between -1 and +1. -Doctor Anthony, The Math Forum Check out our web site! http://mathforum.org/dr.math/ |
Search the Dr. Math Library: |
[Privacy Policy] [Terms of Use]
Ask Dr. Math^{TM}
© 1994- The Math Forum at NCTM. All rights reserved.
http://mathforum.org/dr.math/