Talk:Spearman's rank correlation coefficient

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[edit] Move

This page was formerly at "Spearman's ρ" -- however, this breaks "move page" and is against the general naming principle that names should be the most common name, in English, where available. User:The Anome

Well, this may not be the most common name in English, but the change makes sense because it facilitates linking, especially now that the main alternative titles have redirect pages. I'll remember that next time. Thanks. User:Jfitzg
Would Spearman's rank correlation coefficient be nicer? -- Oliver P. 16:37 28 May 2003 (UTC)
That might definitely be better. Perhaps the main article should be there. John F.
So I moved it. Should have all the bases covered now. John F.

[edit] Clarifications

From the article:

The value of ρ is equivalent to the Pearson product-moment correlation coefficient for the correlation between the ranked data.

Is this an identity or an approximation? If so, it it by definition, by co-incidence, or just for some particular family of distributions?

-- —Preceding unsigned comment added by 217.158.203.203 (talk • contribs)

Thanks. I'll clarify this. It's a special case of the Pearson. -- —Preceding unsigned comment added by Jfitzg (talk • contribs)

You say that "...Unlike the Pearson product-moment correlation coefficient, Spearman's rank correlation coefficient does not require the assumption that the relationship between the variables is linear, nor does it require the variables to be measured on interval scales; it can be used for variables measured at the ordinal level...." and "..However, Spearman's rho DOES ASSUME that subsequent ranks indicate equi-distant positions on the variable measured...". On the other hand, in the definition of interval scales scale they say: "..The numbers assigned to objects have all the features of ordinal measurements, and in addition equal differences between measurements represent equivalent intervals...". So, technically, Spearman's rank correlation DOES require the variables to be measured on interval scales?

[edit] Questions

Does it anywhere in this article say that p is always a number between 1 and -1, and what high and low values mean? -- —Preceding unsigned comment added by Matt me (talk • contribs)

[edit] Request for help

its related to spearson`s rank correlation. the coffecient of correlation of two firms is -.10714 find the number of compnies if sum of square of diference is 62 -- —Preceding unsigned comment added by 61.2.189.36 (talk • contribs)

[edit] Suggestion

It may be helpful to explain how the data is ranked eg from highest to lowest... and apparently Spearman's does assume the direction of relationship is constant eg rising or falling. -- —Preceding unsigned comment added by 82.37.10.168 (talk • contribs)

  • I agree, i think maybe having an example question would be very helpful and an explanation on the ranks as well. 82.198.250.66 08:20, 19 September 2006 (UTC)

[edit] One tailed, two tailed

The difference between a one talied and two talied test isn't mentioned, not that I know what it is, neither is the need for a null hypothesis. Sam Hayes 09:20, 17 April 2006 (UTC)


the working out of this correllation is wrong, the answer is actually -0.28. this page needs to be reviewed and its source's validility questioned. i am only 15 and have worked this out correctly. lauren campbell, mon 26th february. by the way im not meaning to brag or anything :)

[edit] help

it would be helpful if this was explained easier since i am only a gcse student. i do not understand what is going on. :( -- —Preceding unsigned comment added by 86.7.149.45 (talk • contribs)

Yeah, it would help if it were made intelligible for those who can't understand maths. I don't understand the page and I've been doing this in college and uni. :'( —Preceding unsigned comment added by 86.1.198.198 (talk • contribs)
the reason you don't understand this is because the working is all wrong, the data has to be ranked from highest to lowest, not lowest to highest as has been shown. lauren campbell mon 26th february 2007. its not actually that difficult.

And the formula is (sometimes) incorrect. I know this and I'm only 14. Someone needs to do something about this, I would but I don't know how to do the symbols. George bennett 09:01, 9 July 2007 (UTC)

[edit] Hypothesis test with the student t-distribution

The authors don't mention the number of degrees of freedom for the aforementioned t-distribution which makes the information useless in practical terms :-|

89.164.3.138 07:55, 22 December 2006 (UTC)

[edit] I've just added an example

That walks through the process of doing spearman's rank by hand. I'm not sure if I got the right tone but hey. I just think this article was crying out for an example. The data is my own of course. --Grimboy 14:38, 10 February 2007 (UTC)

Thanks! The example was good but I've just changed it to remove all ties. It seems the formula cannot be used for ties. There is a tie-corrected formula and it seems the Japanese wikipedia page has it, but I cannot read it... --Rayjapan 05:53, 29 May 2007 (UTC)


The value of "d" in the example is lacking the correct sign. For clarity, it should be |d| or the minus sign should be added where appropriate. —Preceding unsigned comment added by 131.130.41.124 (talk) 13:39, 15 January 2008 (UTC)

[edit] Spearman's rho vs. Spearman's rank correlation

The article states that Spearman's rho is a case of Spearman's rank correlation. Really? I think, these are two names for the same thing, and the formula named here "Spearman's rho" is just one of estimators used to estimate Spearman's rank correlation/Spearman's rho in population. Olaf m (talk) 00:49, 16 May 2008 (UTC)

Fixed. Olaf m (talk) 19:11, 28 May 2008 (UTC)