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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How do I compare correlation results to one another?

I'm examining the relationship between similarity scores obtained from similarity functions and similarity scores obtained from people in the news domain. More specifically, I'm looking at how the ...
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Is instrumental variables estimator applicable when a covariate is Spearman $\rho>0$ but not Pearson correlated with the residuals?

Is instrumental variables estimator applicable when a covariate is Spearman but not Pearson correlated with the residuals? Does Spearman non-zero correlation with residuals imply loss of consistency?
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Spearman's partial correlation in R : ppcor or RVAideMemoire?

which is preferable for Spearman's ? RVAideMemoire::pcor.test() or ppcor::pcor.test() ? I'm running a set of partial ...
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Finding coefficients that maximize Spearman Rank Correlation [closed]

I have a sample of observations on stocks across say 5 factors , and I want to find the linear coefficients on these factors which when multiplied with the factors and summed produce a signal with the ...
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Non-parametric measures of covariance?

We have non-parametric measures like Spearman's correlation and Kendall's correlation in addition to Pearson's correlation. What about covariance? I guess one can normalize the variables to have zero ...
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Which method is appropriate to measure correlation when data are not linear or monotonic?

I have 2 datasets. Now, I want to check the correlation between these 2 datasets. I have plotted datasets in a scatter plot and plotting shows that they do not follow linear or monotonic relationships....
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How to interpret/report a confidence interval for spearman rho

I am doing my thesis in behavioural psychology and could use some stats guidance. Being a behavioural study, I have a low-n but lots of frequency data. I am using bootstrap statistics confidence ...
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Ordinal regression or Spearman rho

I am a complete beginner in statistics and I am confuse which method is more appropriate. I have two variables; The independent variable is continuous ( hours) while my dependent variable is ordinal ...
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Partial correlation with two metric variables and one nominal variable

I want to compute the Pearson correlation coefficient between two metric variables: (1) mean of an audio feature of persons and (2) their psychopathology measured on a Likert scale. There is a third ...
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Statistics, Data Analysis, SPSS

I'm currently analyzing the data of an experiment and faced a couple of questions. I want to test the hypothesis that: Variable A predicts Variable B. The two variables are the results of 2 tests. ...
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Why does the Spearman rank coefficient multiply distance by 6?

I have been trying to learn more about the inner workings of different correlations lately and noticed that the Pearson correlation so far has been easy to figure out the why's and how's of. However, ...
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Can I use both Spearman's rank correlations and multiple linear regression on the same data?

I have infant appetite trait variables that are ordinal and non-normally distributed, therefore I used Spearman's rank correlations to test their association with infant weight and BMI z-scores. I ...
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Correlating two variables

Im doing a medical research in which i have a cohort of 59 patients. I have data for each one about their blood level of a specific marker and data for each one about how many organs the disease I'm ...
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P-value for partial correlation following multiple imputation in SPSS

I am trying to calculate partial Spearman's correlations following multiple imputation in SPSS. The SPSS output provides a pooled correlation coefficient, but not the associated p-value. Is there a ...
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Spearman's Rank Correlation Tests and Independent Sample t-test

If I would like to select which variables should I include in the logistic regression model, should I do a correlation test first or a t-test? Also, for Spearman's Rank Correlation Test, do I need to ...
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Best way to aggregate multiple rank correlation coefficients? (Kendall Tau)

I am testing a search engine which operates over a corpus of documents. For simplicity, let's say the corpus is quite small and consists of only fifteen docs, like d1, d2, d3, ... , d15. And, as an ...
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Proving that one score is not dependent on the other - interval data - R - Spearman correlation?

I want to attempt to answer the following hypothesis A continuous scale (measured by an understanding score of 0-2) has a positive influence on consumers’ understanding of an eco-label (understanding ...
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Why is the sum of individual Spearman's rho squared less than 1 as opposed to Pearson's r in a synthetic example?

A relatively low number of iid random vectors of a relatively high dimension (10,000) are added up together element wise: $$\sum_{i=1}^{n}X_i=Y$$ where $dim(X_i)=dim(X_j)=dim(Y),\forall i,j$ and $dim(...
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Positive Pearson but negative Spearman and Kendall

I tried all 3 correlation tests, and got the following results: Pearson's test: 0.04132983 Spearman's test: -0.009821993 Kendall's test: -0.02230622 I don't understand how the values can be so vastly ...
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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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