Business Mathematics and Basic Statistics · Ch 16 — Bivariate Statistics — Correlation and Regression
Spearman's Rank Correlation Coefficient
Spearman's Rank Correlation Coefficient
Pearson's correlation coefficient needs actual numerical values of and to work with. Sometimes, though, the data available is only an order — two judges ranking the same contestants, or two examiners ranking the same essays — with no underlying numerical score at all, or the numerical scores are themselves converted to ranks because the ranking itself (not the raw score) is what is being compared. Spearman's rank correlation coefficient measures the strength of association between two such sets of ranks.
Spearman's Rank Correlation Coefficient
For items ranked twice (once on each of two characteristics), let be the difference between the two ranks given to the -th item. Then
Like Pearson's , Spearman's always lies between and , and is read the same way: near means the two rankings largely agree (an item ranked high on one criterion tends to be ranked high on the other too); near means the rankings are largely reversed; near means the two rankings show little relationship. If the two rankings are identical, every and exactly.
⚠️ Scope note: the formula above is the standard version, used when no two items share the same rank on either characteristic (no tied ranks). This is the formulation this syllabus's own topic line specifies; a further correction term exists in the wider subject for the case of tied ranks, but is not part of this chapter's stated scope, so every worked example and exercise here uses data with distinct ranks throughout. …
A measure of association between two rankings of the same items, , where is the difference between an item's two ranks; used when data is ordinal (ranked) …