The Spearman's correlation

Modified on Mon, 30 Aug 2021 at 09:17 AM

Definition

 

In statistics, Spearman's rank correlation coefficient or Spearman's rho, named after Charles Spearman and often denoted by the Greek letter ρ (rho) or as rs, is a nonparametric measure of statistical dependence between two variables.

The Spearman's rank correlation is used when the variables are not continuous (measure on an ordinal scale) and the relationship between the two variables supposed monotonic (but not necessary linear).


In practice


Spearman's rank correlation is used when the Pearson's correlation cannot be performed, i.e. when the variables don't follow a normal distribution, have no linear relationship and are measured on a non interval scale as an ordinal scale. 


How to use it on EasyMedStat ?


  1. Go to Statistics > Test variables
  2. Select two Numeric variables you would like to analyze and click on "Which tests can I do ?"
  3. Click on "Find a correlation between ... and ...


If conditions are met, the Pearson correlation will automatically be used instead of Spearman's correlation.


See also



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