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Spearman Rho

Topic: SPEARMAN RHO

Hello Math majors! Welcome to the world of Statistics!

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I. INTRODUCTION:

This module will give you an in-depth understanding on Spearman Rho.

II. OBJECTIVES:

At the end of this module, you will be able to:

1. Define correlation analysis;
2. Differentiate tools used in correlation analysis;
3. Justify the correlation exists between two variables.

III. PRELIMINARY ACTIVITIES:

This guide will tell you when you should use Spearman's rank-order correlation to analyze
your data, what assumptions you have to satisfy, how to calculate it, and how to report it.

Before you proceed to the main lesson, test yourself in this activity.

Describe what a correlation is? (Discuss briefly in not more than 5 sentences)

GREAT!!!
You may now proceed to the main lesson.
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IV. LESSON PROPER:

Based on the preliminary activities, what did you notice about it?
________________________________________________________
CONGRATULATIONS!
You may now proceed to the lesson.

When should you use the Spearman's rank-order correlation?

The Spearman's rank-order correlation is the nonparametric version of the Pearson product-moment
correlation. Spearman's correlation coefficient, (ρ, also signified by rs) measures the strength and direction
of association between two ranked variables.

What are the assumptions of the test?

You need two variables that are either ordinal, interval or ratio (see our Types of Variable guide if you need
clarification). Although you would normally hope to use a Pearson product-moment correlation on interval or
ratio data, the Spearman correlation can be used when the assumptions of the Pearson correlation are
markedly violated. However, Spearman's correlation determines the strength and direction of the monotonic
relationship between your two variables rather than the strength and direction of the linear relationship
between your two variables, which is what Pearson's correlation determines.

What is a monotonic relationship?

A monotonic relationship is a relationship that does one of the following: (1) as the value of one variable
increases, so does the value of the other variable; or (2) as the value of one variable increases, the other
variable value decreases. Examples of monotonic and non-monotonic relationships are presented in the
diagram below:

Examples of Relationships
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Spearman Rho
Why is a monotonic relationship important to Spearman's correlation?
Spearman's correlation measures the strength and direction of monotonic association between two
variables. Monotonicity is "less restrictive" than that of a linear relationship. For example, the middle image
above shows a relationship that is monotonic, but not linear.

A monotonic relationship is not strictly an assumption of Spearman's correlation. That is, you can run
a Spearman's correlation on a non-monotonic relationship to determine if there is a monotonic component to
the association. However, you would normally pick a measure of association, such as Spearman's
correlation, that fits the pattern of the observed data. That is, if a scatterplot shows that the relationship
between your two variables looks monotonic you would run a Spearman's correlation because this will then
measure the strength and direction of this monotonic relationship. On the other hand if, for example, the
relationship appears linear (assessed via scatterplot) you would run a Pearson's correlation because this will
measure the strength and direction of any linear relationship. You will not always be able to visually check
whether you have a monotonic relationship, so in this case, you might run a Spearman's correlation anyway.

How to rank data?

In some cases your data might already be ranked, but often you will find that you need to rank the
data yourself (or use SPSS Statistics to do it for you). Thankfully, ranking data is not a difficult task and is
easily achieved by working through your data in a table. Let us consider the following example data regarding
the marks achieved in a maths and English exam:

The procedure for ranking these scores is as follows:

First, create a table with four columns and label them as below:
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You need to rank the scores for maths and English separately. The score with the highest value
should be labelled "1" and the lowest score should be labelled "10" (if your data set has more than 10 cases
then the lowest score will be how many cases you have). Look carefully at the two individuals that scored 61
in the English exam (highlighted in bold). Notice their joint rank of 6.5. This is because when you have two
identical values in the data (called a "tie"), you need to take the average of the ranks that they would have
otherwise occupied. We do this because, in this example, we have no way of knowing which score should
be put in rank 6 and which score should be ranked 7. Therefore, you will notice that the ranks of 6 and 7 do
not exist for English. These two ranks have been averaged ((6 + 7)/2 = 6.5) and assigned to each of these
"tied" scores.

What is the definition of Spearman's rank-order correlation?

There are two methods to calculate Spearman's correlation depending on whether: (1) your data
does not have tied ranks or (2) your data has tied ranks. The formula for when there are no tied ranks is:
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Spearman Rho
where di = difference in paired ranks and n = number of cases. The formula to use when
there are tied ranks is:

What values can the Spearman correlation coefficient, rs, take?

The Spearman correlation coefficient, rs, can take values from +1 to -1. A rs of +1 indicates a perfect
association of ranks, a rs of zero indicates no association between ranks and a rs of -1 indicates a perfect
negative association of ranks. The closer rs is to zero, the weaker the association between the ranks.

An example of calculating Spearman's correlation

To calculate a Spearman rank-order correlation on data without any ties we will use the following
data:
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Spearman Rho

How do you report a Spearman's correlation?

How you report a Spearman's correlation coefficient depends on whether or not you have
determined the statistical significance of the coefficient. If you have simply run the Spearman correlation
without any statistical significance tests, you are able to simple state the value of the coefficient as shown
below:
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However, if you have also run statistical significance tests, you need to include some more
information as shown below:

where df = N – 2, where N = number of pairwise cases.

How do you express the null hypothesis for this test?

The general form of a null hypothesis for a Spearman correlation is:

H0: There is no [monotonic] association between the two variables [in the population].

Remember, you are making an inference from your sample to the population that the sample is
supposed to represent. However, as this a general understanding of an inferential statistical test, it is often
not included. A null hypothesis statement for the example used earlier in this guide would be:

H0: There is no [monotonic] association between maths and English marks.

How do I interpret a statistically significant Spearman correlation?

It is important to realize that statistical significance does not indicate the strength of Spearman's
correlation. In fact, the statistical significance testing of the Spearman correlation does not provide you with
any information about the strength of the relationship. Thus, achieving a value of p = 0.001, for example,
does not mean that the relationship is stronger than if you achieved a value of p = 0.04. This is because the
significance test is investigating whether you can reject or fail to reject the null hypothesis. If you set α = 0.05,
achieving a statistically significant Spearman rank-order correlation means that you can be sure that there is
less than a 5% chance that the strength of the relationship you found (your ρ coefficient) happened by chance
if the null hypothesis were true.
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Activity:

The scores for nine students in physics and math are as follows:
 Physics: 35, 23, 47, 17, 10, 43, 9, 6, 28
 Mathematics: 30, 33, 45, 23, 8, 49, 12, 4, 31

Compute the student’s ranks in the two subjects and compute the Spearman rank correlation.

We had just finished the discussion on correlation analysis. Let’s move on to the next higher level of
activity/ies or exercise/s that demonstrate your potential skills/knowledge of what you have learned.
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V. ANALYSIS, APPLICATION AND EXPLORATION

Name: ______________________________ Grade & Section: __________________

Activity:

The scores for nine students in history and algebra are as follows:

 History: 35, 23, 47, 17, 10, 43, 9, 6, 28

 Algebra: 30, 33, 45, 23, 8, 49, 12, 4, 31

Compute the Spearman rank correlation.

Finally, let us summarize the lesson of what we had discussed today.

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VI. GENERALIZATION

Develop a graphic organizer which summarizes the important facts about Spearman Rho Correlation. Place
your final output below:

CONGRATULATIONS!
You have come to an end of Module 11.
OOPS! Don’t forget that you have still an assignment to do.
Here it is….
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VII. ASSIGNMENT

Activity: Use Spearman Rho to determine the degree of correlation between the
variables in the problem.

A photographer has noticed that a freshly mixed batch of chemicals will develop photographs
faster than an old batch of chemicals. The photographer keeps records of the time needed to
develop a print and the chemicals:

After your long journey of reading and accomplishing the module, let us now
challenge your mind by answering the evaluation part of this module.
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VIII. EVALUATION

Name:______________________________ Grade & Section: __________________

In the following multiple-choice questions, select the best answer.
1 The Spearman's rank-order correlation is the nonparametric version of the Pearson product-moment
correlation.
A. TRUE
B. FALSE
ANSWER: _______

2 You need three variables that are either ordinal, interval or ratio
A. TRUE
B. FALSE
ANSWER: _______

3. A monotonic relationship is a relationship that does one of the following: (1) as the value of one variable
increases, so does the value of the other variable; or (2) as the value of one variable increases, the other
variable value decreases.
A. TRUE
B. FALSE
ANSWER: _______

4. There are two methods to calculate Spearman's correlation depending on whether: (1) your data does
not have tied ranks or (2) your data has tied ranks.
A. TRUE
B. FALSE
ANSWER: _______

5 Spearman's correlation measures the strength and direction of non-monotonic association between two
variables
A. TRUE
B. FALSE
ANSWER: _______

6 The Spearman correlation coefficient, rs, can take values from +1 to 0.

A. TRUE
B. FALSE
ANSWER: _______
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7. A rs of zero indicates perfect association.

A. TRUE
B. FALSE
ANSWER: _______

8. A rs of -1 indicates a perfect negative association of ranks.

A. TRUE
B. FALSE
ANSWER: _______

9. The closer rs is to zero, the weaker the association between the ranks.
A. TRUE
B. FALSE
ANSWER: _______

10 Spearman's correlation coefficient, (ρ, also signified by rs) measures the strength and direction of
association between two ranked variables.
A. TRUE
B. FALSE
ANSWER: _______

CONGRATULATIONS on reaching the end of this module!

You may now proceed to the next module.
Don’t forget to submit all the exercises, activities and portfolio
on ___________________.
KEEP UP THE GOOD WORK.
Well Done!!!