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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Average of rank correlation between two scores

I have 8k samples with pairs of scores each: sample 1: ...
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How to use Somer's Dxy and/or Spearman's p as scoring rule for interval/ordinal predictions

I am in a situation similar to this thread. I am using a Poisson distribution to calculate the probability of different ice hockey goal amounts and am using scoring rules to test their accuracy. The ...
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Correct measurement for correlation between 2 stock prices

I am trying to arrive at the relationship between 2 stocks, whether they tend to fall or rise together. Which is the more relevant measurement for this specific analysis - pearson or spearman?
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Can Correlation and Spearman's Rank be compared?

Pearson's Correlation coefficient is a measure of linear relationship between two variables Spearman's Rank correlation coefficient assesses how well the relationship between two variables can be ...
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Spearman correlation coefficient with repeated measures

I have a data set where 2 continuous variables(bio markers) are being measured a variable amount of times for each subject. Some subjects have 1 measurement while others have towards 100. The data is ...
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Comparing 3 different Spearman's rank correlation coefficients from a dependent sample

I have 3 measures of Spearman's rho for each individual in my dataset, corresponding to 3 different conditions. I would like to test whether there is a significant difference between the 3 measures? I'...
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Comparing sparse vectors

I am looking for a metric for comparing gene count tables. These are long columns of data (a few millions genes by a few dozen samples), with all non-negative entries, about 90% of which are zeros. ...
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How to calculate Spearman's coefficient in a NPV simulation?

I did a Monte Carlo simulation on the net present value (NPV) of an investment. The input variables are: initial investment cost ($I_0$) output volume of year $t$ ($Q_t$) output price of year $t$ ($...
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linear models vs. correlations (Pearson, Spearman, Kendall) [duplicate]

I am trying to analyze experiments where small groups of animals are all treated with a drug at different doses. So each value on the x-axis represents one group and each value on the y axis the ...
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Equivalent formula for Spearman correlation

Let $$\rho_S = \frac{\sum_{i=1}^{n}(R_i-\overline R)\cdot(S_i-\overline S)}{\sqrt{\sum_{i=1}^{n}(R_i-\overline R)^2\cdot \sum_{i=1}^{n}(S_i-\overline S)^2}}$$ There $R_i$ rank of $X_i$ and $S_i$ rank ...
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Statistically significant correlation - dependent variable can have a positive or negative value - how to describe?

I have two variables. There is a statistically significant correlation between the two (spearman coefficient 0.82, p<0.01). But the dependent variable can be either positive or negative (the ...
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no change in correlation value by changing the correlation methods as pearson’, ‘kendall’, ‘spearman’

Background : I am new to data science and with bare needed knowledge on statistics, so please bear with me if qsn seems stupid but I am not able to figure out the reason. I am trying to reduce my ...
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Is a partial rank correlation good practice?

Pearson product-moment correlations take the raw data into account while Spearman's rank-order takes the ranks into account. Is it good practice to rank-order one axis and allow the other axis to be ...
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Does zero Spearman's rho imply zero Covariance?

To the question of the title I would "intuitively" answer yes, by the following informal argument: Covariance "measures the strength of linear association" (when scaled by the ...
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Power analysis for Spearman correlation in R

I am wondering if the function pwr.r.test() in R can be used for all correlation coefficients. Does it matter if I add Spearman, Kendall or Pearson coefficient?
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Spearman's rank correlation coefficient: p-value “significant”, but 95 % CI contains Zero

I examined the relationship between two interval-scaled variables (x, y) in a small dataset (n=32). I used the Spearman's rank correlation coefficient since x is not normally distributed (evaluated ...
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Spearman and Pearson correlation scores differ-can it still be correct to use Pearson?

i am having the following problem/question. I am estimating a regression model with five predictor variables and an intercept on some continuous outcome variable y. I thereby obtain a significant ...
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Correct or incorrect interpretation of scatter plots: a comparison among the Pearson, Spearman and Kendall correlations

Cross-reference overlapping question: "Interpretation of a scatter plot: an unclear correlation" I have 3 scatter plots, where 3 variables are plotted against each other as follows: Plot 1: ...
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Quantifying monotone relations between time series

Given two scalar time series $\mathcal{X}\equiv(X_j)_{j\in\mathbb{N}}$ and $\mathcal{Y}\equiv(Y_j)_{j\in\mathbb{N}}$, suppose we want to quantify the degree to which $\mathcal{X}$ and $\mathcal{Y}$ ...
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Can we do a Spearman's corelation between a continuous and an categorical ordered variable (0,1,2,4)?

just a question that may be already answered here, is it possible to perform a Spearman's rank correlation ( to find a correlation) between a continuous variable and a categorical ( ordered) variable ...
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Which correlation analysis should I use?

My research is about a housing program that caters to low-income families. These families are formed into a community to be moved to a better lot. This housing program starts with a lot acquisition (...
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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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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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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 between categorical and ordinal/continuous variables

I'm evaluating a survey regarding opinions. Now I check for relations/similarities between the variables. My German workbook names the following condition for a Spearman rank correlation without ...
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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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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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