Is it possible to determine whether one model's Spearman rank is significantly better than that of another model based on the p-values for each?

Let's say that I have

model 1: $\rho_s$ = 0.9, p-value = 1.5E-10

model 2: $\rho_s$ = 0.86, p-value = 1E-10

Can I reject or accept the hypothesis that model 1 has a better Spearman rank than model 2 based on a criteria/formula/method which involves their p-values?


The models make predictions of a molecular property that I know from experiment. I have results for 50 molecules. So I have two sets of predictions of length 50, and one set of experimental results of length 50.


I have decided to simply Bootstrap the $\rho_s$. This gives a confidence interval I can live with.

  • $\begingroup$ I usually prefer to analyse the value of the correlation instead of the p-value, since the latter has a more visible dependence on the sample size. $\endgroup$ – Ertxiem - reinstate Monica Dec 20 '19 at 9:53
  • $\begingroup$ Right, but is it possible to say one correlation is better by using knowledge of the p-values? $\endgroup$ – Charlie Crown Dec 20 '19 at 9:57
  • $\begingroup$ I prefer to say that a correlation is stronger (better) because it has an absolute value closer to $1$. $\endgroup$ – Ertxiem - reinstate Monica Dec 20 '19 at 13:07
  • $\begingroup$ Numbers are meaningless without significance level though. How do i define statistically if one has a higher rank than the other, or at least prove that I can't reject that one is higher $\endgroup$ – Charlie Crown Dec 20 '19 at 17:53
  • $\begingroup$ Just in the same way p-values are meaningless without the corresponding statistical values. And p-values do not prove anything, they just correspond to a confidence level that the null hypothesis is true. Low p-values mean that it's unlikely that the null hypothesis is true, which is different from proving that it's false. $\endgroup$ – Ertxiem - reinstate Monica Dec 21 '19 at 2:28

No. For one thing, the sample sizes could be different. More goes into the p-value than the effect size.

  • $\begingroup$ The sample sizes are both the same. It is a set of measurements by two models compared to the same data set. $\endgroup$ – Charlie Crown Dec 20 '19 at 17:12
  • $\begingroup$ @CharlieCrown Note that when sample sizes are different, ranking of p-values is equivalent to rank correlations. $\endgroup$ – Ertxiem - reinstate Monica Dec 21 '19 at 2:29

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