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The Wikipedia article Spearman's rank correlation coefficient contains an example for calculating ρ. At the end of the sections is the statement "...with a P-value = 0.6864058 (using the t distribution)." The author does not describe how the P-value was calculated from the data in the example.

How was the P-value derived for the article's specific example?

Note: The included links to Wikipedia's P-value and T-distribution entries are too generic to provide a clear answer.

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1 Answer 1

up vote 4 down vote accepted

In the next section in the article, "determining significance", there is the equation

$t=r\sqrt{\frac{n-2}{1-r^2}}$

If you plug in their estimate of r into that equation you get a t statistic of -0.505, which you can compare to a standard t distribution via a table or a computer. For example (EDITED- thanks to @whuber for correcting my earlier version):

> spearmentt <- function(r,n){r*sqrt((n-2)/(1-r^2))}
> test <- spearmentt(-0.17575757575,10)
> test
[1] -0.5049782
> 1- pt(test,8)
[1] 0.6864058

It's worth noting that this is a one sided test for whether r is significantly larger than zero. Probably more appropriate test would be

> pt(test,8)
[1] 0.3135942

which is a one-sided t-test for whether r is significantly less than zero ie is their evidence of a negative correlation between TV watching and IQ.

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You should use n=10, not n=8, in invoking your "spearment" function. Indeed, r <- 1 - 6 * 194/(10*(10^2-1)); n <- 10; t <- r * sqrt((n-2)/((1-r)*(1+r))); 1 - pt(t, n-2) returns 0.6864058 as given by Wikipedia. –  whuber Feb 14 '12 at 19:26
    
Thanks, I've corrected it in the main answer –  Peter Ellis Feb 14 '12 at 19:52
1  
But that's the wrong t-test isn't it? They're using a one-sided t test that will return a low p value only for a high value of r. So any negative value of r (ie negative correlation of TV watching and IQ, which may well be the question) will return a value of p >0.5. –  Peter Ellis Feb 14 '12 at 20:07
    
@PeterEllis Thanks. That mostly explains how they got their P-value. Can you clarify the function "pt" you used in your code? –  Russell Thackston Feb 14 '12 at 20:47
    
I think you're right, Peter. Indeed, the two-sided value would be 2*pt(-abs(test),8). –  whuber Feb 14 '12 at 21:18

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