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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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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45 views

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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How to calculate p value and correlation coefficient for Spearman’s correlation of differential expression data with 40000 permutations?

I have 3 groups,let's call them g1, g2, g3. Each of them is a result of analysis in between groups of conditions, and g1 looks like this ...
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Understanding P-values and the Null hypothesis

[This may have been asked before, but I'm on the android app and the search function seems unable to find it] I'm getting confused with p-values and the null hypotheses. I'm testing if two values are ...
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Interpretation of Speaman Rank vs Kendall's Tau

Main question At work I am measuring the correlation of 2 R.Vs. When calculating the Spearman rho and Kendall's tau coefficients I get values of 0.78 and 0.52 respectively. I am confused though as ...
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How to determine the correct analysis from two variables?

so I'm trying to determine what the correct form of analysis I need to use to find out if people who drink one can of cola per day have different amounts of acne from those who don't drink a can of ...
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Spearman's or weighted kappa?

I am hoping to do a study comparing therapist estimates of an ordinal measure (questionnaire a patient completes) with the physiotherapist's own estimates of the same thing (so the therapist will be ...
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Interpreting Pearson vs Spearman correlations

(Disclaimer: I'm a programmer, not a statistician. I'm learning about this stuff in a Data Science course. Consider me technically savvy and statistically clueless.) The data and plots here are part ...
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How much can the Pearson and Spearman correlation coefficients differ in a dataset? (edited)

Probably this has been asked and answered before, but I could not find an answer. It can also be, that I don't find an answer, because it is not a meaningful question. Nevertheless, I would be ...
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Correlation Coefficient when one variable includes value of another variable

Problem I have two variables, let's say, Variable A and B. Variable A contains marks of all subjects and variable B contains marks of a specific subject. Number of student (sample) is 50. I have to ...
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Can I use Pearson's or Spearman's on a Likert-style survey?

I am doing a follow up survey to a previous study. It has to do with scientific news stories, seeing if exposure to the news story changes a negative behavior of theirs. For example, exposure to a ...
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Spearman $\rho$ as a function of Pearson $r$

It is common to talk about the linear correlation, Pearson's $r$, between two random variables $\{(x_1,y_1),(x_2,y_2),\ldots,(x_n,y_n)\}$ as having two components: a) the copula and b) the marginal ...
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Accepting or rejecting the null hypothesis based on p-value and R value

Based on the correlation of two measures in the following plot: The p-value tells there is a significant correlation between the two measures but the correlation coefficient R is close to zero that ...
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Interpreting a p-value of a spearman correlation

In the following plot, I am trying to find the correlation between two different measures: I'm confused about the result of the p-value which is below the cut-off p-value of 0.05. Looking at the plot,...
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Comparing Spearman rank correlations between many dependent lists

I have a list of values $S$. I want to compare the Spearman correlations of $S$ with $N$ other lists of values $O_k$ ( $k∈[N]$ ). The lists $O_k$ are not independent. Each value $O_k^j$ ( $j∈[|O_k|]$ )...
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Explanation of Spearman values

please check if I understood correctly. (for your information 1- youngest, 7-oldest) Spearman's rho informs that the correlation is negative, which means the older the age group the less points it ...
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How to put a collection of random variables in order?

I have a collection of independent Gaussian random variables with unknown means and variances. I want to order them in the order of increasing mean value. For this, I want to come up with a score ...
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Sign of Covariance and of Spearman's Rho

Has anybody available a proof that the covariance between two variables has always the same sign as Spearman's Rho, assuming that both are not zero, or an explanation / counterexample to show why this ...
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219 views

Interpreting the relation between p-value and rho value

I am applying Spearman correlation test on two different variables. I'm getting results of p-value and rho as follows: ...
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Multiple testing for correlations on small number of samples - try PCA first?

I am looking for relationships between mass-spectrometry results (566 intensities of peaks common to all samples) and sample metadata (24 variables with various chemical information). There are only ...
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Identify dependent or independent blocks of time series (clusters)

maybe I am lost in translation but I need your help. Description: Having long time series of two variables I create some blocks (or clusters) with the method of peak over threshold but I need to ...
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R - checking colinearity of 3 categorial and 1 continuous variables

I have the following variables which are expected to influence the dependent variable kg waste: turnover (continuous), restaurant type (either D or I), operation (either P or N), owner (either M or F)...
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Can I use Spearman's rho?

I'm taking a research class for Social Work and this is not my strong suit, so please be kind. :) The system that I have to do my statistical testing includes only the following tests: (ANOVA, Chi ...
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Comparing a predicted order of events to actual order of events

Sorry about my somewhat limited knowledge of statistics, it's just this is a tad too complex for my knowledge of the subject. I'm running a competition where entrants are told what events happen, and ...
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How do I choose between Kendall's tau and Spearman's rho correlations? [duplicate]

I am trying to choose between the two correlation tests. I am trying to see if a trait is correlated with the area of a habitat patch for a number of different habitat types. The data is non-...
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1answer
51 views

Rho Spearman correlation test interpretation for sample equal to population

I have done a pair of cuestionaries to measure a pair of variables in a small population, 87 people, so I have taken the whole population as a sample, the cuestionaries have likert scales as answers (...
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Correlation between two items with different scales

I want to examine a correlation between empathy of bystander and acting to help the victim. I have a question How do you feel and think when you witness violence: 1) he deserves it, 2) I don't feel ...
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134 views

Pearson vs. Spearman

I am correlating two small sets of values – 28 items each. The data are normally distributed and Pearson‘s test shows a weak, non-significant correlation. On the other hand, Spearman’s test shows a ...
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Use samples from each individual or pool samples from several individuals.

I have a system that can predict that can predict the blood pressure for hospitalized patients from zero to 120 minutes into the future. Now I want to see if my predictions are statistically ...
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How to correlate movie taste?

I am looking for the best known way to correlate movie taste, i.e. to determine which people out of a large pool deviate the least from your own movie scores. One site with this purpose is Criticker. ...
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1answer
43 views

Comparison Pearson Spearman

I have a weird question I couldn't find the answer on the Internet. Lets consider a data set for which the points describe a function with some noise around it. Assuming that the function in question ...
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218 views

How to prove variance of Spearman's Rho

How does one derive the variance of Spearman's Rho? The result is $\frac{1}{n-1}$. I simplified the formula into the last line shown in the picture but how does one proceed from then? ($R(X_i)$ and $R(...
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Power calculation for Spearman correlation

Suppose, I am generating data from bivariate normal distribution with means 0 and variances 1 and correlation coefficient 0,0.5 and 1. I need to calculate power for different correlations. I am doing ...
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Correlation, Scatter graph [closed]

I have river flow rates for two separate rivers The data produced this scatter graph for both rivers https://i.imgur.com/jVnWF3t.png What is the best type of correlation to use here? Spearman, ...
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Sperman or Pearson?

I have 66 samples with assigned microbiome. I also have glucose measure for each sample. Which test should I use to see correlation? To be more specific, I would like to use program: http://qiime....
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Which type of correlation should I use here? [closed]

For this data, I am looking at the relationship between bee population (1000s of bees) and area of genetically modified crops (km2). I have generated a scatter graph using this data: Question: What ...
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Is Spearman correlation never greater than Pearson correlation?

If Spearman correlation is Pearson correlation, but on ranks of the data - does it mean that absolute Spearman will always be lower or equal to absolute Pearson correlation, but never greater? Is it ...
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Correlation between a continous and integer variable

I would like to calculate the correlation between two variables. The first variable is continous and represents a performance measure. The second variable is an integer in the range from one to nine ...
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Correlation test on the predicted variables

I want to ask is this make sense to perform spearman correlation or Kadaull tau test on the predicted data from linear model? In detail: I have my predefined ordered four groups, and these are not ...