# 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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8 views

### 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?
26 views

### 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 ...
22 views

### 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 ...
38 views

### 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: ...
27 views

### 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 ...
20 views

### 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 inbetween categorical and ordinal/continuous variables

I'm evaluating a survey regarding the opinion. Now I check for relations/similarities inbetween the independent variables. My German workbook names the following condition for a Spearman rank ...
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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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### Cross-sections correlated, but time series is not, what are some possible explanations?

I have data from a longitudinal cohort study, and I'm trying to look at associations between pairs of Likert items. I'd like to determine what is the correlation between individual responses to these ...
71 views

### 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 ...
328 views

### 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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### why do we need to sometime jitter the data when using correlation (Spearman) in R

For some reason when I am computing the spearman, cor.test(data$ag, data$co, method = "spearman") it gives me a warning Warning message: In cor.test.default(...
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### fisher transformation for pearson allows building a different confidence interval than for spearman?

I'm confused by the wikipedia articles for fisher transformation for spearman and pearson. It looks like for pearson, the confidence interval is built around $\frac{1}{2}ln(\frac{1+\rho}{1-\rho})$ ...
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### Compare two groups of multiple independent Spearman's rho

I have two populations of Spearman's rho (correlation coefficients) for the influence of multiple microbial taxa on 4 host's phenotypes on different diets. Is there a way for me to compare them? As ...
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### Correlation one-sided p-value

I want to test a directional correlational hypothesis in the form of: H0: There is a positive correlation (𝜌) between X and Y: 𝜌 > 0. Context: The ...
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### Nonparametric partial correlation for continuous variable and discrete variable

I am going to find the correlation between neuropsychological score (discrete variable) and Y (continuous variable), controlling for the age. Can I use nonparametric partial correlation, i.e. ...
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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-...