Questions tagged [spearman-rho]

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

475 questions
Filter by
Sorted by
Tagged with
22 views

Can you measure correlation between only the seasonal components of 2 time series?

I have time series data for scorpion sting accidents and environmental data (rain). There is an upward trend in scorpion stings, but there is also a seasonal component which seems to match the rain (...
30 views

Which correlation test to use

I'm working with datasets on economic inequality and crime rates at the county level to produce correlation matrices. My economic inequality data has several variables, which are percentage of county ...
42 views

What is the minimum Pearson sample correlation given a perfect sample rank correlation with no ties? [duplicate]

Let $(X, Y)$ be a random sample of finite size $n$ from a bivariate continuous distribution with unknown parameters $(\rho_{XY},\mu_X,\mu_Y,\sigma_X,\sigma_Y)$. Assume observed values are real numbers ...
• 632
1 vote
19 views

Correlation of Group of Questions in Likert Scale answers

let's say that we have a response survey data frame with 6 columns.Each column is a question.Q1,Q2,Q3,...,Q6. The responses are from 1 to 5. 1 is translated to Very Bad,4 to Bad,3 to neutral,2 to good,...
14 views

correlation test - assumptions and the test choice [duplicate]

I have to run correlation analysis between A and B and between C and B. A and B are continuous variables, B is dichotomous (0,1). I wanted to run Pearson correlation for A and B correlation but my ...
• 1
1 vote
30 views

Rank correlations: what is the difference between spearman coefficient and $R^2$? [closed]

When the data are not normal, how can the Spearman rank coefficient be interpreted differently from $R^2$? As I understand it, when performing a rank correlation, the axes typically shouldn't show the ...
• 13
19 views

When we can use kendall tau correlation? [duplicate]

I am seeing in my field that some are using Kendall's tau rank correlation and some are using Spearman's rank correlation. Can you please explain the main difference and when to use Spearman and when ...
• 101
91 views

Point Biserial vs. Spearman Correlation

I am playing around with the Spambase dataset from UCI also in the bayesreg R package (4601 instances). The target is a binary ...
1 vote
44 views

Is stationarity always an requirement for Spearman correlation between two time-series?

I would like to know if time-series data always (in every case imagineable) has to be stationary before computing the Spearman correlation between two time-series. I subsequently explain my specific ...
• 307
15 views

Statistical approach to explain variance in different types of soil health data (organic material decomp vs lab based measures)

Seeking feedback and guidance on the statistical approach to explain variance in soil health data for a scientific paper on the sensitivity of organic material (teabag) decomposition to commonly used ...
• 31
1 vote
25 views

Test score equivalence - preparing data for Spearman correlation? [closed]

I have a somewhat theoretical question. I am trying to establish how closely scores across different language tests (IELTS, TOEFL, C1A, OET, DET) used in public domains match each other, given that ...
• 11
1 vote
133 views

What is the best way to calculate confidence interval for spearman correlation by bootstrapping? [closed]

I find important differences for the confidence interval values between the two methods below with bootstrap : First : quantile(Rs, prob=c(0.025, 0.975)) and Second : tanh(atanh(R) ± 1.96 sqrt(n-3)) (...
1 vote
51 views

multiple regression using rank?

I like how Spearman's correlation compares rank between two variables, since it puts less weight on my outliers but doesn't completely exclude them. Is there an equivalent procedure using ranks that ...
• 11
1 vote
41 views

How to check linear independence of categorical features with a numerical target?

Suppose I am doing linear regression on a dataset. My dataset contains columns f1, f2 ,f3 ,f4 , f5 , target . Features (independent variables) are the column names starting with "f" and my ...
• 357
229 views

Is there a technique similar to multiple regression which does not require linearity?

Background: We have biological gene expression data of cells (from a single-cell experiment). So, the data is in the form of a gene by cell matrix, where each value is the expression of a specific ...
• 745
1 vote
56 views

Measure alignement between continuous and binary variables

I am trying to compare different evaluation metrics to assess performance of LLM-based solutions. To do so, I was planning to compute different metrics values (continuous outcome) and compare these ...
• 11
1 vote
36 views

Is a permutation test with max statistics appropriate to account for multiple comparisons when searching for correlations between two questionnaires?

I'm trying to understand if the max statistic method for permutation test is appropriate to use and how i should apply it in my situation: I have a sample of 38 individuals who performed a task and we ...
35 views

Correlation between two groups over a set of treatments for a continuous value

I have two groups tested with a set of treatments, and the measured quantity is continuous. Is there a good way to compute the correlation between the two groups? For example, I have two types of ...
• 101
58 views

Pearson & Spearman correlation coefficient in their extreme

I am working right now in R with correlation coefficients. I know that we can achieve approximately a Pearson coefficient r=0 and Spearman p=1, because Pearson is sensitive to outliers. However, I was ...
• 121
436 views

When to use Pearson's test and when to use Spearman's test?

I want to do a correlation analysis on a dataset of 28 samples. I want to correlate the age with the size of a reflex response. But I don't understand whether I should use Pearson's or Spearman's test....
• 21
31 views

Deducing from Ordinal to Binary Data

Assume I have two rank vectors $r^A, r^B$ of size $p$ - that is, each of them is some permutation of $1,...,p$. For the sake of simplicity, assume that $p$ is odd. Now, I take these vectors and recode ...
• 4,017
99 views

Kendall's Tau Correlation for dataset with multiple types (binary, categorical, ordinal, continuous)

I have a dataset of many variables of varying data types (binary, categorical, ordinal, continuous), and I want to find the correlations between them. I encoded the binary as (0,1) and one-hot encoded ...
1 vote
27 views

Seeking Feedback on Mixed-Effects Model with Weighted Observations

I've been working on a project where I'm comparing different methods using a mixed-effects model, and I'd appreciate some feedback on my approach. Background: I have a dataset with several variables: ...
2k views

Pearson or Spearman? [duplicate]

After using the Shapiro-Wilk test for Bivariate Normality, I found different values of p. For the ones which were p<0.05 I used Spearman and the ones which were p>0.05 I used Pearson. Is it the ...
• 47
138 views

When to use Spearman correlation and when to use Wilcoxon Rank sum test?

I have collected data on 1680 test scores and 1680 participation rates from 7 different courses and 4 different semesters using information from 60 students. I am confused of whether to use a ...
1 vote
57 views

What statistical test should I use for my dataset - Pearson's or Spearman's?

I'm not quite sure what statistical test I should be conducting for my dataset. I am aiming to find the correlation between two variables (concentration of copper vs concentration of chlorophyll). My ...
• 11
68 views

Validity of Wilcoxon Signed Rank or Spearman for 2 Likert Scales

I am working on my MSc dissertation findings and I have data results from two 5-Point Likert scales. One Likert measured self-assessed behaviour, whilst the other measured attitude. (Both scales were ...
• 31
79 views

likert scales analysis - testing age+sex and each question at the time

This is the first time I conducted survey and I am having trouble deciding on the right analysis to apply. It is an exploratory survey, aiming to test visitors' motivation to protect wildlife vs ...
• 41
55 views

Should partial (spearman) correlation be used on a time series data?

I'm trying to adapt my workflows to timeseries datasets and stumbled across this youtube video: https://www.youtube.com/watch?v=OpAf4N582bA It discusses partial correlation and it seems like a useful ...
• 1,482
1 vote
47 views

Losing significance in Spearman correlation after removing 2 points

I did a Spearman correlation test and I used 14 samples(12 form group 1 and 2 form group 2). P value =0.04. here is the plot: I repeated the analysis for group 1 only (12 samples) and removed group 2 ...
290 views

Weighted Spearman Rank correlation proof

I have been searching for alternate measures to compute spearman rank correlation that incorporates some sort of weighting in the calculation. I came across this paper by David C. Blest on weighted ...
• 393
1 vote
268 views

In R, how can I run a Spearman rank correlation using survey data?

I know that using the survey package to account for complex survey data, I can use the svycor() function from the jtools library ...
1 vote
60 views

Partial spearman correlation with complex survey data

I'm looking for info on how to compute both the partial spearman correlations and p-values for complex survey data. There was a similar question for pearson correlations here: Partial correlation ...
12 views

correlation that is less sensitive to neighboring class changes

I am calculating the correlation between the scores a radiologist attributes to an MRI image (discrete 0,1,2,3), against the continuous quantification of disease (continuous between 0 and 1). I see a ...
• 101
715 views

Can I compare Pearson's r and Spearman's rho with Fisher's r to z transformation?

I'm using the tool in the following website to compare correlation coefficients: http://vassarstats.net/rdiff.html The tool uses Fisher's r to z transformation to ultimately compare two correlation ...
189 views

Spearman coefficient and PCA

I have a question about the Spearman rank correlation coefficient. In this reference (https://arxiv.org/pdf/2211.16224.pdf, Fig. 4) they use the spearman correlation coefficient instead of the ...
• 910
54 views

Does the rank transform preserve signum of Spearman correlation between parameter estimates across samples?

Suppose we have real-valued random variables $X$, $Y$, with noise $\epsilon$ that is independent of $X$ and $Y$ and $\mathbb{E}[\epsilon] = 0$, and measurable function $f$. I am thinking about ...
• 9,452
593 views

How to find rank correlation between three variables?

I have a GitHub dataset of three variables (star_count, fork_count and watch_count) for each repository. Now, I want to find a popularity score using the three variables. For example, I can normalize ...
1k views

How to use Spearman’s correlation with two Likert scales?

Let’s say that my survey has 2 sections that I want to find the correlation between, they each have 5 questions with each question being a 5-point Likert scale. What do I do after? What are the steps ...
• 21
117 views

Inference for Spearman's Correlation

Assume a set of variables $x_1,...,x_p$ and their variable importance indices given by two different predictive models. Regardless of the importance metric itself (as long as we use the same metric ...
• 4,017
49 views

How to statistically compare two rank correlations?

Lets suppose I have three random variables: $X$, $Y$, and $Z$. I can use the Spearman Rank Correlation to measure the degree of monotonic relation between any two of them. However what if I want to ...
• 115
34 views

Covariance of sample Spearman correlation coefficients

Consider the bivariate probability distribution of $(X,Y)$. The Spearman correlation coefficient of $X$ and $Y$ is given by \rho_{X,Y} = \frac{\operatorname{Cov}(R(X), R(Y))}{\sqrt{\operatorname{Var}...
• 128
128 views

Correlation between two datasets

I have two datasets having values : s1 = [25 ,75, 25, 75, 25, 75, 25, 75, 25, 75] and s2 = [46.24, 73.16, 27.13, 74.30, 25, 72.52, 53.15, 75, 40.15, 69.86] Pearson correlation coefficient = 0.90 and ...
• 33
1k views

How to test significance for Spearman correlation

What is the maximum number of pairs allowed in a Spearman correlation to calculate the p-value in order to check the significance of the correlation coefficient? As per the articles I've found online ...
1 vote
231 views

Question about deciding whether to use Pearson's and Spearman's correlation [duplicate]

Let's say I have two variables and I want to measure the association between them. I've been reading up on running Pearson's correlation vs. Spearman's. I understand that Pearson's measures linear ...
75 views

Questions about Pearson's correlation linearity assumption and Spearman's correlation assumption of monotonic relationship

I have a question about correlations. So let's say I have 9 variables: Y1, Y2, Y3, X1, X2, X3, X4, X5, and X6. All of the variables are measured on a ratio scale. Let's say I want to measure the ...
807 views

I have a question about correlations. Let's say I want to measure the associations between a number of variables and all of them are measured on a ratio scale. I know I can use Pearson's $r$ ...
1 vote
119 views

I want to measure the associations between a number of variables and all of them are measured on a ratio scale. If I am to run Spearman's correlation, can I just run it on the variables as is? Or do I ...