158 views

How to assess correlation in non-ordinal (non-ranked) and non-normally distributed data? [duplicate]

Looking at Person's, Spearman's and Kendall's correlation coefficients for the same data, we can see that both Spearman's Rho and Kendall's Tau misrepresent the acutal correlation, if the data is ...
20 views

What does spearman being higher than tau imply? [duplicate]

If Kendall's tau is lower than Spearman, what does it mean?
66k views

Kendall Tau or Spearman's rho?

In which cases should one prefer the one over the other? I found someone who claims an advantage for Kendall, for pedagogical reasons, are there other reasons?
3k views

If linear regression is related to Pearson's correlation, are there any regression techniques related to Kendall's and Spearman's correlations?

Maybe this question is naive, but: If linear regression is closely related to Pearson's correlation coefficient, are there any regression techniques closely related to Kendall's and Spearman's ...
14k views

Correlation between two ordinal categorical variables

What is the best statistical test for investigating if there is any correlation between 2 categorical variables? Both are satisfaction scores: 1st variable is: Overall satisfaction with the ...
2k views

Pearson and Spearman correlations - how to determine if they are “similar”?

I would like to know if there are any rules to determine if Pearson's r correlation values are similar to Spearman's rho? For example, if r = -.207 and rho = -.282, are these similar enough to just ...
3k views

Kendall Tau-b correlation coefficient becomes more significant with many additional ties

Say I have two vectors of length N, x = [1, 10, 12, ..., 5, 6] y = [2, 11, 10, ..., 7, 9] I compute the Kendall tau-b rank order correlation on these two vectors ...
2k views

Spearman or Kendall correlation? [duplicate]

I would like to assess the correlation between a 7-category ordinal variable (X) and a number of other variables some of which are ordinal with 3-6 categories, others are continuous and a couple are ...
2k views

Equivalent to Spearman correlation for non-monotonic data

I have several datasets of independent variables that have a monotonic (but non-linear) relationship. If I want to assess if they're correlated, the test of choice is Spearman's (rho) or Kendall's (...
2k views

How do you correlate binary & ordinal variables?

Which test to use to calculate correlations between them? Cramer's V, Kruskal-Wallis, or something else?
3k views

How outliers can effect the correlation results (Spearman and Pearson)?

How outliers can effect the correlation results (Spearman and Pearson)? I have two series of data. The source of the data are different but both are temperature that are measured by different ...
3k views

Comparing time series: Pearson correlation, Kendall's tau b or Spearman's rho?

Which correlation coefficient is the most appropriate to compare 2 time series? I want to compare the variation of one variable for 2 regions, have regional data for the last 30 years. Is Pearson ...
2k views

Spearman's rho to correlate discrete with binary variables

Is it ok to use the Spearman's rho if one has to correlate a binary and a discrete (from 0 to 100) variable? Or Kendall's tau b would be a better choice?