196. Spearman Rank
196.1. Spearman’s Rank
Non-linear relationships
Where
- : Spearman rank correlation coefficient
- : difference between the ranks of corresponding values
- : number of observations
Rank: position of a value within a data set when the values are ordered in ascending order
| Observation | Rank | Rank | = Rank - Rank | |||
|---|---|---|---|---|---|---|
| 1 | 3 | 3 | 8 | 5 | −2 | 4 |
| 2 | 1 | 1 | 6 | 3 | −2 | 4 |
| 3 | 4 | 4 | 7 | 4 | 0 | 0 |
| 4 | 2 | 2 | 4 | 1 | 1 | 1 |
| 5 | 5 | 5 | 5 | 2 | 3 | 9 |
Interpretation
- = 1: Perfect positive correlation
- = −1: Perfect negative correlation
- = 0: No correlation