Linked Questions

80
votes
5answers
74k 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?
28
votes
3answers
4k 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 ...
10
votes
3answers
18k 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 service. ...
7
votes
1answer
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 ...
4
votes
2answers
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 ...
4
votes
1answer
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 ...
4
votes
1answer
437 views

Spearman's correlation useful with data that has an upper limit?

I am analyzing weather data from 2 sites, and trying to determine if they are correlated. For the most part, I am able to run linear regressions and Pearson's correlations since the data are ...
4
votes
1answer
377 views

Chi squared test with expected frequencies coming from another observation

I have done an experiment to test the performance of a system. In this experiment I collected answers from people. These answers are categorical (they were able to select on a 5 points scale). Each ...
3
votes
1answer
3k 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 (...
3
votes
1answer
4k 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 ...
2
votes
1answer
1k views

Spearman's correlation on discrete data

I'd like to know if it makes sense to use Spearman's correlation on my dataset. Below are plots between my 3 variables : Correlation plot (Spearman): It seems it's pretty good but since I'm not from ...
2
votes
1answer
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?
2
votes
0answers
153 views

How to choose rank correlation coefficient?

I want to quantify correlation between rankings. Rankings in this case have got ties. Also rankings don't rank all the same entries, the rankings might be of different sizes and rank different sets, ...
2
votes
0answers
688 views

Am I using Goodman-Kruskal gamma or Somers D or Kendall tau correctly and what do they mean?

I am seemingly blindly following this publication that has done work very similar to what I need to accomplish (page 18-21). My analysis is a multinomial logistic regression where I have 3 possible ...
1
vote
1answer
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?

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