Linked Questions

1
vote
2answers
974 views

Pearson and Spearman correlations [duplicate]

I'm having a problem with choosing between Pearson and Spearman correlation. I'd like to understand clearly why I should use one or the other. I have read the questions already asked here about this ...
0
votes
1answer
417 views

Calculating concordance using either Pearson or Spearman (rank) correlations [duplicate]

I wish to calculate correlation between external rating of accounts and internal ratings of the accounts in my branch. Which out of Pearson correlation or rank correlation will be better to use and ...
119
votes
5answers
203k views

Pearson's or Spearman's correlation with non-normal data

I get this question frequently enough in my statistics consulting work, that I thought I'd post it here. I have an answer, which is posted below, but I was keen to hear what others have to say. ...
22
votes
1answer
14k views

What could cause big differences in correlation coefficient between Pearson's and Spearman's correlation for a given dataset?

The Pearson's coefficient between two variables is quite high (r=.65). But when I rank the variable values and run a Spearman's correlation, the cofficient value is much lower (r=.30). What is the ...
9
votes
3answers
43k views

Spearman's or Pearson's correlation with Likert scales where linearity and homoscedasticity may be violated

I am wanting to run correlations on a number of measurements where Likert scales were used. Looking at the scatterplots it appears the assumptions of linearity and homoscedasticity may have been ...
12
votes
2answers
9k views

What does it indicate when the Spearman correlation is a definite amount less than Pearson?

I have a bunch of related datasets. The pearson correlations between pairs of them are typically definitely larger than the spearman correlations. That suggests any correlation is linear, but one ...
3
votes
3answers
16k views

Correlation using Logistic Regression and Pearson

I am so sorry, I am beginner in statistic analysis, I have project using R to analyze the correlation between dependent variables and independents variables. In this case I have two dependent ...
5
votes
2answers
26k views

How do you estimate correlations between ordinal and binary data in SPSS?

I'm struggling with my lab report. I have a questionnaire which contains Likert responses (1-7) as well as questions that require only yes or no answers. I want to see if there is a correlation ...
5
votes
2answers
2k views

Pearson correlation between a variable and its square

Here is my R code to get familiarised with Pearson's correlation. I generate values of $X$ from 1 to 100, then find the correlation between $X$ and $X^2$: ...
9
votes
2answers
1k views

Why is a Pearson correlation of ranks valid despite normality assumption?

I am currently reading up on assumptions for Pearson correlations. An important assumption for the ensuing t-test seems to be that both variables come from normal distributions; if they don't, then ...
0
votes
1answer
3k views

Correlation of two interval scaled variables

I have two variables A and B of interval scale type. A is the birth year of a person and B is the number of years spent at university. What method would you recommend to measure the correlation?
1
vote
1answer
2k views

Normal Distribution for Pearson Correlation

I have read that the variables must be approximately normally distributed to apply Pearson correlation; However, I came across this answer here that they dont need to be, so I am confused about ...
0
votes
1answer
2k views

bootstrapping spearman vs. pearson multiple correlations

I would like to calculate simple correlations. Since my sample size is quite small and data are not normally distributed I thought about Spearman’s correlations. Then I read about bootstrapping as a ...
2
votes
1answer
927 views

Is it a reasonable rule of thumb to examine Pearson and Spearman correlations, and use the latter if they are very different?

The data I am using is continuous, and may be somewhat skewed, but probably will not have many outliers. The following rule of thumb has been suggested to me: examine both Pearson and Spearman ...
5
votes
1answer
340 views

How to choose a correlation measure when Pearson is close to 1 and Spearman close to -1?

I have two large datasets from nonlinear control systems. I am trying to correlate the error with the control action taken. If the error is plotted as fx and the control action as fy we end up with ...

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