Week 11 Spearman Rank Correlation

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Spearman

Rank
Correlation
Mr. Armando U. Miranda Jr., MATM 111
Instructor
Spearman Rank
Correlation
Spearman rank correlation (or Spearman’s rho) is a
nonparametric test that is used to measure the degree of
association between the two variables. Spearman rank
correlation test does not assume any assumptions about the
distribution. Spearman rank correlation was named after
Charles Edward Spearman who developed it, often denoted by
(rho) or as .
Spearman rank correlation is the counterpart of Pearson
Product-Moment Correlation in parametric statistics. It is
calculated by converting each variable to ranks and
calculating the Pearson Product-Moment Correlation between
the two sets of ranks. For small sample sizes, the observed
correlation coefficient is compared to what would result if the
ranks of the X-values and Y-values were random permutations
of the integers 1 to n (sample size). The following formula is
𝟔∑ 𝑫
used to calculate the Spearman rank correlation: 𝟐
𝒓 𝒔 =𝟏 −
𝑵 𝑵 −𝟏 )
( 𝟐
Spearman Rank
Correlation
How do we use Spearman Rank
correlation? Let us discuss the steps
through an example. Can we
conclude
Example: The following are the grades ofthat
6
there is
students in English and in Mathematics. a
Students English Mathematics
significant
A 78 85 correlation
B 80 82 between the
C 81 75 grades of
D 86 77 students in
E 79 80 English and in
F 83 83
Math?
Spearman Rank
Correlation
Here are the steps in performing Spearman
Rank Correlation:
Compute for the value of (Spearman rank
order correlation coefficient). First, construct
the table showing
Students English the
Math columns for the
D ranks of
variables X and(X)Y (1 (Y) is being the highest and 6
as the lowest),
A 78 the 85differences
6 1 of 5 the ranks
25
and the squares
B 80 of the
82 differences.
4 3 1 1
C 81 75 3 6 -3 9
D 86 77 1 5 -4 16
E 79 80 5 4 1 1
F 83 83 2 2 0 0
Total: 0
Spearman Rank
Correlation
Compute for the value of (Spearman rank
order correlation coefficient).

– 0.49
The coefficient of correlation, = –
0.49, between the grades in English
and Mathematics indicates a
moderate correlation (substantial
relationship).
Do you have any
questions? If there’s
none, answer the
Performance Task
published in
CANVAS.

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