Spearman Rho Correlation

Introduction

 Spearman's rank correlation coefficient or Spearman's rho is named

after Charles Spearman

 Used Greek letter ρ (rho) or as rs (non- parametric measure of

statistical dependence between two variables)

 Assesses how well the relationship between two variables can be

described using a monotonic function

 Monotonic is a function (or monotone function) in mathematic that

preserves the given order.

 If there are no repeated data values, a perfect Spearman correlation

of +1 or −1 occurs when each of the variables is a perfect
1 monotone
function of the other
 Spearman Rho Correlation

 A correlation coefficient is a numerical measure or index of the amount

of association between two sets of scores. It ranges in size from a
maximum of +1.00 through 0.00 to -1.00

 The ‘+’ sign indicates a positive correlation (the scores on one variable
increase as the scores on the other variable increase)

 The ‘-’ sign indicates a negative correlation (the scores on one variable
increase, the scores on the other variable decrease)

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 Spearman Rho Correlation

Calculation

 Often thought of as being the Pearson correlation coefficient between

the ranked (relationship between two item) variables

 The n raw scores Xi, Yi are converted to ranks xi, yi, and the
differences di = xi − yi between the ranks of each observation on the
two variables are calculated

 If there are no tied ranks, then ρ is given by this formula:

3
3
 Spearman Rho Correlation

Calculation

 Often thought of as being the Pearson correlation

coefficient between the ranked (relationship between
two item) variables

 The n raw scores Xi, Yi are converted to ranks xi, yi,

and the differences di = xi − yi between the ranks of
each observation on the two variables are calculated

 If there are no tied ranks, then ρ is given by this

formula:
4
 Spearman Rho Correlation

Interpretation

 The sign of the Spearman correlation indicates the

direction of association between X (the independent
variable) and Y (the dependent variable)

 If Y tends to increase when X increases, the Spearman

correlation coefficient is positive

 If Y tends to decrease when X increases, the Spearman

correlation coefficient is negative

 A Spearman correlation of zero indicates that there is no

tendency for Y to either increase or decrease when X
increases
5
 Spearman Rho Correlation

Interpretation cont…/

 Alternative name for the Spearman rank correlation is

the "grade correlation” the "rank" of an observation is
replaced by the "grade"

 When X and Y are perfectly monotonically related, the

Spearman correlation coefficient becomes 1

 A perfect monotone increasing relationship implies that

for any two pairs of data values Xi, Yi and Xj, Yj, that
Xi − Xj and Yi − Yj always have the same sign
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 Spearman Rho Correlation
Example # 1

 Calculate the correlation between the IQ, Xi Hours of class per

IQ of a person with the number of week, Yi
hours spent in the class per week
106 7
 Find the value of the term d²i: 86 0

1. Sort the data by the first column (Xi). 100 27

Create a new column xi and assign it
the ranked values 1,2,3,...n. 101 50
99 28
2. Sort the data by the second column
(Yi). Create a fourth column yi and 103 29
similarly assign it the ranked values
1,2,3,...n.
97 20

3. Create a fifth column di to hold the 113 12

differences between the two rank
columns (xi and yi). 112 6
110 17

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 Spearman Rho Correlation

Example # 1 cont…/

4. Create one final column to hold the value of column di squared.

IQ Hours of class per week rank xi rank yi di d²i
(Xi ) (Yi)
86 0 1 1 0 0
97 20 2 6 -4 16
99 28 3 8 -5 25
100 27 4 7 -3 9
101 50 5 10 -5 25
103 29 6 9 -3 9
106 7 7 3 4 16
110 17 8 5 3 9
112 6 9 2 7 49
113 12 10 4 6 36 8
Spearman Rho Correlation

Example # 1- Result

 With d²i found, we can add them to find  d²i = 194

 The value of n is 10, so;

ρ = 1- 6 x 194
10(10² - 1)

ρ = −0.18

 The low value shows that the correlation between IQ

and hours spent in the class is very low
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 Spearman Rho Correlation

Example # 2:

5 college students have the following rankings in Mathematics

and Science subject. Is there an association between the rankings
in Mathematics and Science subject.
Student Ashley David Owen Steven Frank
Mathematic 1 2 3 4 5
class rank
Science 5 3 1 4 2
class rank

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 Spearman Rho Correlation

Example # 2 cont…/

 Compute Spearman Rho

n= number of paired ranks

d= difference between the paired ranks

(when two or more observations of one variable are the

same, ranks are assigned by averaging positions occupied
in their rank order)

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 Spearman Rho Correlation
Example # 2 cont…/

Maths Rank Science Rank X-Y (X-Y) 2

X Y D d2

1 5 -4 16

2 3 -1 1

3 1 2 4

4 4 0 0

5 2 3 9

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 Spearman Rho Correlation
Example # 2- Result

Result: ρ = -0.5

There is a moderate negative correlation between

the Math and Science subject rankings of students

Students who rank high as compared to other

students in their Math subject generally have lower
Science subject ranks and those with low Math
rankings have higher Science subject rankings than
those with high Math rankings.

(The formula for Pearson r and Spearman rho are

equivalent when there are no tied)

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HOURS STUDIED (X) QUIZ SCORE
(Y)
8 18

6 14

5 13

7 15

4 10
 ALBUM TITLE RELEASE SALES
RANK RANK
BEATLES FOR SALE 1 7
RUBBER SOUL 2 6
REVOLVER 3 8
SGT. PEPPER 4 1
MAGICAL MUSTERY TOUR 5 4
THE BEATLES (WHITE ALBUM) 6 2
ABBEY ROAD 7 3
LET IT BE 8 5
Investigator:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Consultant:
1 3 2 4 7 5 6 8 10 9 11 12 15 13 14

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