RIZAL TECHNOLOGICAL UNIVERSITY

Cities of Mandaluyong and Pasig

MODULE NO. 12
Title : Pearson r and Spearman Rho

1. The Coefficient of Correlation

2. Rank Correlation

Overview

One of the most widely used statistics is the coefficient of correlation “r”
which measures the degree of association between the two values of related
variables given in the data set. It takes values from +1 to −1. If two sets or data
have r = +1, they are said to be perfectly correlated positively if r = −1 they are
said to be perfectly correlated negatively, and if r = 0 they are uncorrelated.

Data which are arranged in numerical order, usually from largest to smallest
and numbered 1,2,3 --- are said to be in ranks or ranked data. These ranks prove
useful at certain times when two or more values of one variable are the same. The
coefficient of correlation for such type of data is given by Spearman rank difference
correlation coefficient and is denoted by R.

Study Guide

All students will be required to complete all activities/exercise to practice,

assessment and comprehensive exam that assesses the learning of all course
objectives. This must be weighted in a manner so that all of these requirements
worth a minimum of

 Quizzes 20%
 Class activities/exercises 20%
 Assignment and Project 15%
 Attendance/Deportment 10%
 Major Examination 35%

General Course Requirements:

Even we are on online classes, you have to :

1. Please keep all your work (assignments, quizzes etc.) for Portfolio
requirements at the end of the semester.
2. Make sure to put your First Name, Last Name Class Section, Time
Schedule, Day Schedule and Date on all activities and assignments.

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

3. Make sure if we have face to face during online classes your camera in
ON.

Learning Outcomes

At the end of this Module the students will be able to :.

1. Compute the Correlation Coefficient.
2. Interpret the computed value of the correlation coefficient.
3. Test the significance of the correlation coefficient

Topic Presentation

FORMULA TO BE USED IN COMPUTING PEARSON ‘r’

Where :
n = number of subjects or respondents or sample size
𝒙 = Independent variable
𝒚 = Dependent variable
Σ𝒙 = sum of observed values in x
Σ𝒚 = sum of observed values in y
Σ𝒙𝒚 = sum of the products in and
Σ𝒙2 = sum of the squares in
(Σ𝒙)2 = square of the sum of
𝒓 = Pearson “r”

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

INTERPRETATION OF THE COEFFICIENT OF CORRELATION “𝒓”

𝒓 VALUE INTERPRETATION
-1.00 Perfect negative correlation
−0.99 to – 0.60 Strong negative correlation
−0.59 to – 0.30 Moderate Negative correlation
−0.29 to – 0.10 Weak negative correlation
0.00 No correlation
+0.01 to +0.29 Weak positive correlation
0.30 to +0.59 Moderate positive correlation
+0.60 to +0.99 Strong positive correlation
+1.00 Perfect positive correlation

Coefficients of correlations ranges from −1 to +1. Perfect correlation seldom

happens in research. If the 𝒓 value is negative , it means that there is an
inverse relationship between the two variables being studied. It is more or
less expected that when one variable increases the other decreases. If the
𝒓 value is positive then there is a direct relationship between the two variables,
that is, when one increases the other also increases. When the 𝒓 value is 0
no correlation exists between the two variables.

EXAMPLE: Pearson ”𝒓”

PROBLEM: A study was conducted to find whether there is any relationship

between the weight and blood pressure of an individual. The following set of
data was arrived at from a clinical study. Let us determine the coefficient of
correlation for this set of data. The first column represents the patient
number and the second and third columns represent the weight and blood
pressure of each patient. Compute for Pearson “r” and
a) Determine the extent of relationship between weight (x) and blood
pressure (y)
b) Interpret the results.
c) Is there a significant relationship between weight and blood pressure
of patients?
Use 𝛂= 0.05.

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Patient Number Weight (lbs.) (𝒙) Blood Pressure(𝒚)

1 78 140
2 86 160
3 72 134
4 82 144
5 80 180
6 86 176
7 84 174
8 89 178
9 68 128
10 71 132

SOLUTION:
a. To determine the extent of relationship
Patient
Number 𝒙 𝒚 𝒙2 𝒚2 𝒙𝒚
1 78 140 6084 19600 10920
2 86 160 7396 25600 13760
3 72 134 5184 17956 9648
4 82 144 6724 20736 11808
5 80 180 6400 32400 14400
6 86 176 7396 30976 15136
7 84 174 7056 30276 14616
8 89 178 7921 31684 15842
9 68 128 4624 16384 8704
10 71 132 5041 17424 9372

n=10 Σ𝒙= 796 Σ𝒚= 1,54 Σ𝒙2=63,826 Σ𝒚2=243,036 Σ𝒙𝒚 =

6 1,242,206

PEARSON ‘r’ FORMULA

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

THEN SUBSTITUTE IN THE FORMULA;

The Pearson correlation coefficient is denoted by the letter “r”. The formula for Pearson
correlation coefficient r is given by:

r =

r =

r =

r =

r = .8371
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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

r = .84

III - a. Since 𝒓 = 0.8371 or 84 Falls within the range of +0.60 to 0.99 , Strong
positive correlation.
b. Interpretation - As weight of the patient increases the blood pressure
Increases.
c. Is there a significant relationship between weight and blood pressure.

Use α=.05
Ho : r = 0
H1 : r ≠ 0

I. α=.05
Two-tailed test

II. Test statistic Pearson r t-test to test the significance of r.

Method 1

tTSR t test to test The Significance of “r”

n - no. of paired variables x and y
x – independent variable (weight in the above data)
y - dependent variable (blood pressure in the above data)
r- Pearson r (computed value)

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

FORMULA TO BE USED :

tTSR = r
= .8371

= .8371

= .8371
= .8371
= .8371 (5.1703)
= 4.3280
tTSR = 4.33

Separate AR from RR

To determine the critical value of tTSR use student distribution table

2
COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Since tTSR = 4.33 Falls in RR

Decision : Reject Ho
Conclusion : There is significant relationship between weight
and blood pressure.
METHOD 2
III a. Since rc = 0.84 and rTV =.6319 (see table below)

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

CRITICAL VALUES OF THE PEARSON

Level of Significance for a Directional
df = N-2 (one-tailed) test
.05 .025 .01 .005 .0005
Level of Significance for a non-directional
(two tailed) test
.10 .05 .02 .01 .001
1 .9877 .9909 .9995 .9999 1.0000
2 .9000 .9500 .9800 .9900 .9990
3 .8054 .8783 .9343 .9587 .9912
4 .7293 .8114 .8822 .9172 .9741
5 .6694 .7545 .8329 .8745 .9507

6 .6216 .7067 .7887 .8343 .9249

7 .5822 .6664 .7498 .7977 .8982
8 .5494 .6319 .7155 .7646 .8721
9 .5214 .6021 .6851 .7348 .8471
10 .4973 .5760 .6681 .7079 .8233

11 .4762 .5529 .6339 .6835 .8010

12 .4576 .5324 .6120 .6614 .7800
13 .4409 .5139 .5923 .6411 .7603
14 .4259 .4973 .5742 .6226 .7420
15 .4124 .4821 .5577 .6055 .7246

16 .4000 .4683 .5425 .5897 .7084

17 .3887 .4555 .5285 .5751 .6932
18 .3783 .4438 .5155 .5614 .6787
19 .3687 .4329 .5034 .5487 .6652
20 .3598 .4227 .4921 .5368 .6624

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Since rc = 0.84 falls in the RR

DECISION : Reject Ho
CONCLUSION: There is significant relationship between weight and
blood pressure.

RANK CORRELATION – SPEARMAN Rho (𝝆)

In order to calculate R, we arrange data in ranks computing the difference in rank

‘d’ for each pair. The following example will explain the usefulness of R. R is given
by the formula below.

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

EXAMPLE:

The data given below are obtained from student records.

A. Calculate the rank Correlation coefficient ‘R’ or Spearman Rho for the data.
B. Test at 5% level of significance whether GPA is significantly related to GRE.

SUBJECT GRADE POINT GRADUATE RECORD

AVERAGE (X) EXAM SCORE (Y)
1 8.3 2300
2 8.6 2250
3 9.2 2380
4 9.8 2400
5 8.0 2000
6 7.8 2100
7 9.4 2360
8 9.0 2350
9 7.2 2000
10 8.6 2260

Note that in the GPA column we have two students having a grade of point
average of 8.6 also in G.R.E. score there is a tie for 2000.

Now we first arrange the data in descending order and then rank 1,2,3-----
10 accordingly. In case of a tie, the rank of each tied value is the mean
of all positions they occupy. In x, for instance , 8.6 occupy ranks 5 and 6
So each has a rank ;

Similarly in ‘y’ 2000 ranks 9 and 10, so each has rank rank

Now we come back to our formula

Where : R or 𝝆 - denotes Spearman 𝑹𝒉𝒐

𝒅 = 𝒙 – 𝒚 difference between x and y

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Σ𝒅2 = is the sum of the squares of

𝒏 = number of samples or subjects or respondents

Now we compute ‘d’ square it and substitute its value in the formula.

SUBJEC X Y RANK OF X RANK OF Y d d2

T
1 8.3 2300 7 5 2 4
2 8.6 2250 5.5 7 -1.5 2.25
3 9.2 2380 3 2 1 1
4 9.8 2400 1 1 0 0
5 8.0 2000 8 9.5 -1.5 2.25
6 7.8 2100 9 8 1 1
7 9.4 2360 2 3 -1 1
8 9.0 2350 4 4 0 0
9 7.2 2000 10 9.5 0.5 .0.25
10 8.6 2260 5.5 6 -0.5 .0.25
TOTAL Ʃ𝒅 = 12.0
2

So here, n =10, sum of d2 = 12 . or

Ʃ𝒅2 = 12 So Substituting in the Format

= 1−0.0727
= 0.9273 or 𝝆c - computed value
Spearman Rho ( )

Note: The result of Ʃ𝒅 2 is always positive because 𝒅 2 is always positive (+).

Note: If we are provided with only ranks without giving the values of x and y
we can still find Spearman rank difference correlation R by taking the difference

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COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

of the ranks and proceeding the above shown manner..

2
COURSE TITLE (Statistical Analysis) YP Evangelista
 RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

2
COURSE TITLE (Statistical Analysis) YP Evangelista