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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Distribution of the Spearman rank correlation coefficient under the assumption of non-zero correlation

There are some papers and some R packages providing exact calculations for the CDF and the inverse-CDF of the (sample) Spearman rank correlation coefficient. My question is: How difficult would it be ...
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Spearman Correlation for multiple variables

I want to characterize the correlation of a set of variables with a target variable using Spearman correlation since I expect the relationship to be monotonic but not necessarily linear. Specifically, ...
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Correlations significant at individual level, but not at group level?

For my research I have to do correlation tests to see how different measures of animal welfare are related to each other. When i run the test using the data at individual level, it shows a weak ...
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What is the best way to represent Spearman’s correlation graphically?

For my thesis research I have to do Spearman’s correlation tests on a set of ordinal variables. I would like to represent the correlations graphically to include them in the report and give a clearer ...
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Spearman's Correlation and effect size

I have completed data collection and I have a Spearman's correlation of .64. My advisor is wanting me to report the effect size and from everything I have read and can find it appears that .64 would ...
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Inference of nonparametric tests as linear models

I found some statements throughout the web that suggest that most common statistical tests can be performed as general(ized) linear models (cf. here). For a Wilcoxon test the author of the referenced ...
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spearman correlation: should only the ranked values be plotted on a scatterplot?

My data is not normally distributed and so I did a spearman correlation rank test. I now need to make a scatterplot showing the spearman rank test results and I am not sure if the scatterplot should ...
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Significance test for partial rank correlation

Given variables $X$ and $Y$, and control variables $Z_1,Z_2,\cdots Z_n$, I want to compute the partial rank correlation and its p-value. Preferably using Kendall's Tau (although I'm aware of 1). While ...
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Spearman's Rho for Dependent Samples Measured at Time Windows

I have conducted a study where I have collected dependent data (not i.i.d) from 10 participants, measuring variables X and Y from the participants at various time-windows. Thus I have n=350, for ...
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How to calculate the correlation by the Spearman method for each quantile of the quantile regression in R?

I'm trying to calculate the Spearman's correlation coefficient for each quantile of my quantile regression (to later calculate the R² of each quantile), but the package I know of (QCSIS) uses Pearson'...
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Understanding low rho values and high p-values from Spearman's rank test

I am looking for help regarding Spearman's Rank test results. I am trying to identify the correlation between 4 variables: age, gender, area (rural or urban) and education level. However, my results ...
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How to use the Spearman's rank correlation in R

I used three methods (M1, M2 and M3) to generate rankings, which is the result database. ...
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Why Spearman's rank correlation ranges from from -1 to 1

$$\rho = 1 - \frac{6 \sum d_i^2}{n(n^2 - 1)}$$ $\rho$ = Spearman's rank correlation coefficient $d_i$ = difference between the two ranks of each observation $n$ = number of observations Given the ...
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Self-contradictory asumption of normality? Nonparametric point-biseral correltion coeffiicent? t-test or Mann-Whitney U?

A. I know from the net that for a design with one binary variable and a second variable that is continuous but is NOT normally distributed, I can use BOTH the point-biserial correlation (which is ...
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Unclear as to purpose of K-S test & U test in this study

I'm currently looking at this study's statistical measures: https://www.sciencedirect.com/science/article/pii/S0191886920302531?via%3Dihub Somewhere in the paper I noticed this: I have some questions ...
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Does non-zero Spearman rank correlation imply dependence of original variables?

Introduction Let say we have random variables $X$ and $Y$, and we take their rank transforms to be $g(X)$ and $g(Y)$. The Spearman rank correlation coeffiicient can be considered to be $$R[g(X),g(Y)] =...
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What does it mean if the Pearson's correlation is significant but Spearman is not?

I'm looking for a correlation between 2 parameters, neither of which is normally distributed. Hence from my (very limited) understanding of statistics, I should be running a Spearman correlation or ...
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Correlations - Pearson and Spearman

I know that Pearson correlation is sensitive to outliers, unlike Spearman correlation. I am trying to generate data (let's say with at least 30 points) that will maximize the difference between these ...
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Can I use Pearson's correlation coefficient or Spearman's rank correlation coefficient as metrics for multi-class time series classification?

I am doing a 3-class time series classification problem, where classes are 0,1 and 2. For example, the test set is ...
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Spearman correlation test and linear relationship vs monotonic relationship?

I want to use Spearman's correlation test. My data is not normally distributed. Below is a scatterplot of this data. I read somewhere that Spearman's correlation coefficient can describe monotonic ...
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Comparing expected and observed ranked order lists

In my research project, I have a model that generates an expected (deterministic) order of set items (n=16). From fieldwork observations, I also have the actual observed rank order list (n<=16, ...
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Interpreting the p-value in Spearman's rank correlation

I have a dataset of 50 values. The data is not normally distributed. Executing the spearman function returned the result below. Is this a strong relation? Was the association caused by a random ...
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Can you provide a dataset (of n=50) where Kendall's Tau is greater than Spearman's Rho by at least 0.45?

That means that: τ(x,y) > ρ(x,y) + 0.45 I find it very hard to generate this dataset since if there's a linear correlation in the data - it will probably show up if we use any of the correlation ...
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Spearman rank correlation of AR1 process or bivariate normal

In a first-order autoregressive process (AR1), a time-series is generated which correlates with itself whereby datapoints close in time are more correlated than datapoints further away from each other....
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Descriptive associations between two scales and 11 mixed variables

I have been scouring the Internet for an answer but am still at a loss. Even my supervisors aren't sure (I am doing an MSc. dissertation and I'm in my late 50s and undergraduate statistics are so far ...
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Non-parametric test of Luce's choice rule

Consider a collection of binary choice questions. According to Luce's choice axiom, a decision-maker assigns positive weights $w_{ij}$ to each choice $i\in \{1,2\}$ for each question $j$, and then ...
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What's the difference between Pearson correlation, Spearman correlation and regression?

If I only have two random variables with normal distributions, I know that Pearson correlation is the same as linear regression correlation coefficient. But for Spearman correlation, is there a ...
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Which items in two ranked lists are ranked significantly different?

I have 91 items ranked by different demographic groups of questionnaire participants. The rank lists for each group are all the same length and contain identical items. I understand that I can perform ...
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Similarity measure of weighted rankings

I have two algorithms which are going to rank the same set of data, by associating to each data element a real number. I'd like to compare the similarity of the outputs, but taking into account the ...
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How to calculate the margin of error for a spearman correlation with a 95% CI

I am completely new to any form of stats and I'm trying to calculate the margin of error for a spearman correlation, however I couldn't find anything that would help me. Id want it for a 95% ...
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Determining the correlation of a variable with itself over time

I have a mixture of organic compounds that have been stored for a period of 6 months. I want to determine the effects of storage on the compounds (i.e. whether it has caused their amounts to decrease)...
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Why does this reviewer question our use of bootstrap confidence intervals?

I am working with an experimental dataset mainly involving reaction times. The data are 0-bounded and positively skewed, so I have been using nonparametric tests and correlations in the analysis. The ...
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Spearman rank after Pearson chi-square

I'm considering to use the Pearson chi-square test to see if two categorical variables are significantly associated. If the association is significant I want to apply the Spearman rank test to see if ...
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Non-inferiority test for Spearman correlation

Let's say I have the following data and want to test whether the Spearman's correlation is > 0.5 ...
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How would you analyse two likert scales answered by the same people on several occasions?

I don't usually need to use stats in my work so this might seem like a basic question but, to me, it's baffling! I have two questionnaires that I'm giving to the same group of people who are ...
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Downward slope but Spearman correlation coefficient is positive and vice versa

Why the slope and the Rho value not the same? For examples, graph H-DSI shows downward slope but the Rho value is positive (P value=0.9603; r=0.009867). Hope someone can explain it. Thank you. H DSI ...
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Can I use spearman rho correlation test on these two variables?

I have two variables, see sample table below: Vegcat 50m_Short_veg S 0.2 S 0.9 M 0.1 T 0.4 The variable 'vegetation category' represent the vegetation taken at a certain point, and denotes ...
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Should I use Spearman's rho or Pearson's r to estimate correlation between worker anxiety level and job performance?

I want to correlate the level of anxiety of workers (normal, moderate, severe, etc.) and their job performance (very high, high, moderate, etc.) what should I use?
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Correlation between categorical and continuous variable

I would like to calculate the correlations between ambient light measurements and the daytime. The ambient light is measured by a smartphone light sensor and is a continuous variable (basically, it is ...
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Is it possible to cross-correlate rainfall data and flood extent?

(I am very new to statistics and in my first year of undergrad. So I am extremely sorry if my questions sound dumb but please bear with me). Basically I want to find out whether upstream rainfall ...
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Correlation in the Bivariate probit regression?

Could you explain to me how to interpret the coefficients Rho and athrho in the bivariate probit regression. In my case the athRho is significantly different from zero (0.399), does this mean that the ...
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Correlation for ratio scale and nominal scale variables

I am doing a study on music genre and work output (0-100) and am trying to find a way to use PMCC, SRCC, or a Chi-Square test to determine whether or not there is a correlation/association. I am just ...
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Using Spearman test to calculate inter rater reliablity when tasks are slightly different

Spearman test has been used in literature to calculate the reliability of two groups marking/judging the value of a set of scripts by correlating the rank order of the scripts. In a study I had two ...
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Is it valid to calculate Spearman/Cramér's V with duplicate values?

I have a dataset that I want to analyze using statistic measures. Because of the nature of the data, it seems like Cramér's V is the correct method (For cases involving (school) grades only, Spearman ...
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How to measure correlation between multi-item likert scales?

I recently conducted a online survey and are now having trouble deciding for the right analysis method. For example: I wanted to see if there is a correlation between Factor A and Factor B. However in ...
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Spearman vs. Pearson for an evenly distributed variable. Can I just choose the coefficent with the stronger correlation?

I am doing my thesis using a a non experimental descriptive correlation analysis with continuous ratio data. One of the variables is unevenly distributed. I have calculated Pearson's correlation ...
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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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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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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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