Questions tagged [spearman-rho]

Spearman's rank correlation coefficient, usually denoted as $\rho$, is a measure of concordance between two random variables.

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Spearman's correlation on 40 datasets [closed]

I have 40 datasets with 140 <= N <= ~8700, per dataset. In each dataset, I have 2 continuous variables V1 and V2. I need to run a Spearman's correlation analysis on them. Question: should I ...
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Measuring Inverse Relationship between 2 variables

I am having trouble deciding on the best test to use to measure if there is nonmonotonic or inverse relationship, would would be best test for this? to give an example if I want to see for facebook if ...
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Appropriate dataframe, statistical test and multinomial regression in R

I am trying to see if my independent variables "dependency" "democracy" and "capacity" have an effect on my outcome variable "total_policy". Here, "...
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Finding Spearman's rank correlation coefficient with sum of ranks

Xi and Yi are the ranks for the ith student such that Xi+Yi=21(I=1,...,20). Then the Spearman rank correlation coefficient between X and Y is? How do I even proceed with this. Coefficient requires ...
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Does a low correlation level warrant the need to try a different dependence measure?

Can it be determined somehow whether the correlation coefficient between two random variables would be insufficient for assessing the level and type of co-dependency between them, and that another ...
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Which nonparametric measure of the strength and direction of association to use when there isn't a monotonic relationship?

Which nonparametric measure of the strength and direction of association that exists between two variables measured on an ordinal scale should I use when there isn't a monotonic relationship?
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How do I apply spearman rank correlation on one continuous variables like sales data in and other discrete variable like Industries count?

I have a dataframe with total sales of around 500 product categories in each row. So there are 500 columns in my dataframe. I am trying to find the highest correlated category with my another dataset ...
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Which correlation method to us?

I am debating whether to use Pearson's correlation or Kendall's tau on a set of data. While linear relationships among subsets of the data are reasonable, I am deeply skeptical that they exist ...
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Equivalence of Kruskal-Wallis and Spearman's correlation test

When fiddling around with the Kruskal-Wallis test and Spearman's rank correlation test I noticed that both test have the exact same ROC curves in some simulations I'm running. In each round of ...
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Comparing ranking methods across multiple

I have a bunch of ranking algorithms that rank a collection of $k$ items. I have $n$ of these collections that I want to evaluate each algorithm on. If I didn't have $n$ of these collections I would ...
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Kendall's $\tau$ and Spearman's $\rho$ correlation coefficients inequality

I came across the following inequality: $$\frac{1+\rho}{2} \geq\left(\frac{1+\tau}{2}\right)^{2} \tag{1}$$ where $\rho$ denotes Spearman's correlation coefficient and $\tau$ denotes Kendall's rank ...
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Spearman Correlation x=-y

The exercise consists on proving that if a vector x=-y, then its Spearman correlation is -1. I have tried using the direct formula for the Spearman correlation. However I do not know if all n ranks ...
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Does summing Likert items to create a Likert scale make sense?

I have two sets of Likert type items - 10 questions with 1-5 for parameter a, and 30 questions with 1-7 for parameter b. I want to compare the two results with a Spearman correlation analysis. However,...
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could I combine t-test & Mann-Whitney U test and Spearman's & Pearson's correlation in one research?

I have two groups of participants (n=20 for each group), I would like to test whether there are group differences in cortical thickness (including multiple brain areas) and eye-movement performance(...
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How to interpret p-values in terms of correlation?

I have one datamatrix and a single column(let's say it fvector). I had find the spearman's correlation of each column from datamatrix with fvector i had setted the parameters as p <0.05 and i got ...
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Is it possible to calculate spearman rank correlation between three generations?

In my analysis I determine the intergenerational transmission of social status. In the literature it is common to use OLS regressions for this purpose. In addition to these regressions, I also ...
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What overall measure/analysis to use for a collection of correlation coefficients?

in my research I am looking at concordance of epileptic attacks using the EEG-signal from the attacks. For every patient (25) a x number of attacks (ranging between 5 and 50) is recorded. For every ...
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How to define a spearman correlation on a subset of the data

I have two ways to rank items (i.e. assign p-values to some data), and I want to quantify how similar these two lists are, ordering-wise. Since they are ranked by significance, the bottom part of both ...
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Isn't it okay to correlate acceleration with calorie regardless whether acceleration contains gravity or not?

What I am trying to do? Let's think, there are some diabetic patients and I am interested to find whether acceleration (when they will run to do physical exercise) correlates with amount of spent ...
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What is the Spearman's rho for Frank, Clayton, Gumbel and FGM copulas?

I have no idea about the others, but I read somewhere that for Frank copula, the Spearman's rho is:
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Is it okay to use Pearson or Spearman Correlation when using only one participant's data?

What I am trying to do? Let's assume, I have a data set which consists of only one student's marks of two semesters' courses. In semester 1, he has taken 15 courses and failed to achieve good marks. ...
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56 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 ...
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Spectral Density Estimators

I'm interested in showing that if we allow the kernel $h$ defined by $$h((x_1,y_1)^T,(x_2,y_2)^T,(x_3,y_3)^T)=\frac{1}{6}\sum_{\gamma \in \Gamma\{1,2,3\}}[12I(x_{\gamma(1)}<x_{\gamma(2)},y_{\gamma(...
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Which test is most appropriate for a relationship between two continuous variables using different scales?

Please forgive me if this is a common query but I haven't seen anything which quite answers what I'm looking for. I'm using data concerning the weight change and pH values of plastic samples, the ...
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Spearman correlation measure for missing data: its correct application

I'm looking for a Spearman correlation measure for missing data. I found a paper by Alvo and Cabilio, Rank correlation methods for missing data, which proposed a class of measures of rank correlation ...
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Identify relations inbetween categorical and ordinal/continuous variables

I'm evaluating a survey regarding the opinion. Now I check for relations/similarities inbetween the independent variables. My German workbook names the following condition for a Spearman rank ...
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Correlation with ordered categories (ordinal data with many ties)

I want to compute a correlation between two variables in SPSS (n = 300). Variable A (income per year) is clearly interval scaled, and I need help defining Variable B and chosing the correct ...
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Cross-sections correlated, but time series is not, what are some possible explanations?

I have data from a longitudinal cohort study, and I'm trying to look at associations between pairs of Likert items. I'd like to determine what is the correlation between individual responses to these ...
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Find ranking to maximize average correlation to multiple known rankings

I have n measured rankings for k objects, which I want to combine such that the combined ranking maximizes the average correlation with the measured rankings. As correlation measures I need solutions ...
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Spearman's rank correlation coefficient calculation

I tried to calculate Spearman's rank coefficient by hand. Data: But when I use python, it returns a different value. ...
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Question on Spearman r interpretation

Given two random variables $X = \{x_1,...,x_n\}$ and $Y = \{y_1,...,y_n\}$. Does the following hold true? $Spearmanr(X,Y) < 1 \iff \exists i,j$, s.t. $(x_i - x_j)\cdot(y_i-y_j) < 0$. I have ...
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why do we need to sometime jitter the data when using correlation (Spearman) in R

For some reason when I am computing the spearman, cor.test(data$ag, data$co, method = "spearman") it gives me a warning Warning message: In cor.test.default(...
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fisher transformation for pearson allows building a different confidence interval than for spearman?

I'm confused by the wikipedia articles for fisher transformation for spearman and pearson. It looks like for pearson, the confidence interval is built around $\frac{1}{2}ln(\frac{1+\rho}{1-\rho})$ ...
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Compare two groups of multiple independent Spearman's rho

I have two populations of Spearman's rho (correlation coefficients) for the influence of multiple microbial taxa on 4 host's phenotypes on different diets. Is there a way for me to compare them? As ...
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Correlation one-sided p-value

I want to test a directional correlational hypothesis in the form of: H0: There is a positive correlation (𝜌) between X and Y: 𝜌 > 0. Context: The ...
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Nonparametric partial correlation for continuous variable and discrete variable

I am going to find the correlation between neuropsychological score (discrete variable) and Y (continuous variable), controlling for the age. Can I use nonparametric partial correlation, i.e. ...
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Best correlation test for an ordinal / nominal dataset

I have a data set in which I have, among others, two variables that measure the degree of stenosis in an artery. Both variables use the same classification which is ordinal (from 1 to 5, meaning 1 = "...
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Is it possible to convert spearman rank correlation to Kendal tau?

Is it possible to convert a spearman rank correlation to a kendall tau (b) value ? or is it too sample size or distribution, ties dependent ? I have seen look up tables depending on sample size for ...
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Can Spearman's correlation be used to assess relationship of nominal and categorical data sets?

I've got 3 sets of data from 3 tests. In a health care scenario there's a set of tests to assess a specific pathology. The 3rd test is very time consuming and costly so the 1st and 2nd test were ...
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What can spearman's rank do that regression can't?

It seems to me, that with today's computing power, tools such as spearman's rank/correlation are completely useless. They uncover the exact same information as a regression, except they can't make ...
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Correlation between revision time and exam performance

Assume that a student needs to do multiple exams $E_i (i=1,2...)$ across various subjects (e.g., math, physics, English, etc). For each exam $E_i$, I have the corresponding revision time of the ...
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Can I say one models Spearman coefficient is better than that of another model based on their respective p-values?

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-...
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Need to rank all variable for Spearman's rho?

I have decided to use spearman's rho for the correlation of my paper since whatever I do with my dependent variable, it doesn't turn normal. I read that spearman (also Kendall) can be used with ...
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There is a known Pearson Correlation between $X$ and $Y$, and there is a perfect rank correlation between $Y$ and $Z$, what is cor(X,Z)?

This is a problem that has arisen in building a simulation model. I want to control the marginal distributions of two random variables $Z$ and $X$, and separately control their (positive) correlation. ...
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Interpretation of scatterplot of rank of variables

I am unsure how to interpret the second of two scatterplots I created. The first scatterplot shows a slight negative correlation between the variables (n=14, population not sample). This ...
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Is there a minimal value range needed for spearman correlation?

if i have 10 pairs of values but the range of the values is very narrow - values are 2 or 3. is it ok to calculate spearman correlation for this? for example: ...
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Correlation of heavy tailed variables

I have two heavy-tailed random variables and want to know if they are correlated. While I only have estimates for the tail exponent, it is in a ballpark so that variance would normally not exist. The ...
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Spearman correlation as an objective function for ranking

I am working on a machine learning problem, where the goal is to rank a list of objects. Importantly, in my problem ranking of all objects matters equally as opposed to a problem, where the ultimate ...
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Larger/stronger correlation on overall data set compared to study visit specific correlations

I hope there's a simple answer to this question...most likely rooted in my own remedial statistical/mathematical know-how. I'm working through some broad descriptive/association stats for a method ...

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