Linked Questions

1
vote
2answers
995 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
419 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 ...
122
votes
5answers
206k 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
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3answers
44k 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
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2answers
10k 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
17k 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
27k 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
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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
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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
942 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
380 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 ...
1
vote
0answers
964 views

Should I use Pearson or Spearman correlation?

I have to know the correlation between 2 variables (bivariate distribution). None of them are normally distributed, so I assumed that I should run Spearman's correlation, which gave me a correlation ...
3
votes
1answer
460 views

Correlation between ordinal and ordinal variables

My study is aim to show the correlation between the Prostate MRI Scoring and Prostate Pathology Gleason Scores. For prostate MRI Scoring system (PIRADS) we score lesions according to their MRI finding ...
4
votes
1answer
106 views

Correlation between series (computing optimization)

Objective: Get the red line to go as high as possible. I can control the values of the green and orange lines. There are like 50 other lines that I control and can pit against the red line as well. ...
1
vote
3answers
148 views

What kind of statistical test is appropriate for this?

Variable X designates a group label (group 1, group 2, etc). Each group represents an amount of time spent watching TV. For example group 1 might watch TV less than an hour a week, group 2 watches 1-2 ...
4
votes
0answers
119 views

What metric to calculate correlation between average user ratings of products?

What's the best method to see if there's a strong correlation between two types of ratings on a product level (product $1, 2, \dots, n$) where each product has ratings of type '$a$' and '$b$'? For ...
1
vote
1answer
46 views

Which correlation formula should be used when we add up many measurements of the ordinal type?

Let's say, I have two set of questions; one set is to detect depression (var1) where the response of each question is in Likert scale and another set of questions to detect hopelessness (var2) where ...
0
votes
0answers
57 views

Can one variable explain if another variable is preferred more than others?

I have a questionnaire consisting of 7 multi item scales. The first four multi item scale each represents if a respondent performs a giving role and the remaining 3 multi item scales each represent a ...
0
votes
1answer
42 views

Correlation indexes in medicine

My father is a doctor and he asked me to find out if there is a correlation in two sets of data he collected, one concerning the age of his patients and one concerning the value of a medical exam I ...