Spearman's Rank Correlation Coefficient Rank correlation coefficient is useful for finding correlation between any two qualitative characteristics. For example: Beauty, Honesty, and Intelligence etc., which cannot be measured quantitatively but can be arranged serially in order of merit or proficiency possessing the two characteristics. Suppose we associate the ranks to individuals or items in two series based on order of merit, the Spearman's Rank correlation coefficient r is given by 6xd* n(n -1) Where, Zd? = Sum of squares of differences of ranks between paired items in two series, n = Number of paired itemsProblem: In a quantitative aptitude test, two judges rank the ten competitors in the following order Competitor] 1]2]3]4]5]6|7]8]9|10 Rankingof! 4) s}o|)7}e]i1)6 |9/] 3 |10 judge Rukingof) g 3 )o}iule}7)/2)/s]i]a4 judge II Is there any concordance between the hwo judges ?Solution: Let Rx: Ranking by Judge I and Ry: Ranking by Judge II The Spearman's rank correlation coefficient is given by Where, Ed?=(R,- R,)? and n= number of competitors.R R ERR, € 4 8 4 16 5 3 2 4 2 9 7 79 , 10 9 8 6 2 4 1 7 6 36 6 2 4 16 a 5 4 16 3 1 2 4 10 4 6 36 TOT 190 =1_| 60) P=" | Toa00—H =1-L1SIS = 0.1515 We say that there is low degree of negative rank correlation between the two judges.Problem : Twelve recruits were subjected to selection test to ascertain their suitability for a certain course of training. At the end of training they were given a proficiency test, The marks scored by the recruits are recorded below: Recruit 1 2 a 4 5 6 7 8 9 | 10} 11] 12 Selection Test 44 | 49 | 52 | 54 | 47 | 76 | 65 | 60 | 63 | 58 | SO | 67 Score Proficiency 48 | 55 | 45 | 60 | 43 | 80 | 58 | 50 | 77 | 46 | 47 | 65 Test Scrore calculate rank correlation coefficient and comment on your resultSolution: Let selection test score be a variable X and proficiency test score be a variable Y. We associate the ranks to the scores based on their magnitudes, The spearman’s rank 6xd? ont] “ sum of squares of differences between the ranks of correlation coefficient is given by Where, Ed? = (Rx - Ry} observations X and Y n= number of recruits. Given, xi 7 R R, | dR-R, 44 48 12 8 4 16 49 35 10 6 4 16 32 a5 8 i 3 9 34 60 7 4 3 947 43 u 12 -1 1 From the table, we have, 76 80 1 1 0 0 Sa?=80,n= 12 65 58 3 3 2 4 60 50 3 7 2 4 1 680) 63 7 4 a 2 4 1044-1) | 38 46 6 10 4 16 = 1-0.2797 30 a7 9 9 0 0 = 0.7203 o7 65 2 3 “1 1 We say that there is high degree of positive rank correlation between the scores of selection and proficiency tests.SPEARMAN'S RANK CORRELATION COFFICIENT FOR A DATA WITH TIED OBSERVATIONS In any series, if two or more observations are having same values then the observations are said to be tied observations When two or more values are equal it is customary that values are given the average of the ranks they would have received. In this case the formula for computing rank correlation coefficient takes the form 6d? + 4 Se 4 Hy) ns Here, S1 is the number of times first tied observation is repeated S2 is the number of times second tied observation is repeated $3 is the number of times third observation is repeated etc.Example: Following is the data on heights and weights of ten students in a class. Heights | 49 | 442 | 140 | 160 | 150 | 155 ] 160 ] 157 | 140, 170 (nem) Weights) 43] 45 | 42 | so | 45 | 52 | 57 | a8 | a9 | 33 (nem) Calculate rank correlation coefficient between heights and weights of students. Solution: Let height be a variable X and weight be a variable Y. Since, the data contains tied observations, we associate average ranks to the tied observations, The spearman’s rank correlation coefficient is given byWhere, Thus, + 2-2 +4 2 = 33+2+0.540.5 a 8 9 9 o ° 7 [45 05 | 025 2 9 0 or 1 1m | 30 | 25 | 4 13 | 225 10 | as 6 | 7 | a5 | 235 1s | 2 3 3 2 4 1 | 37 | 28 7 1s | 225 iw | @ | 4 6 2 + mw | # ° 5 4 6 m0 | 8 T 2 I 7= 36 _, [686 pal (ice. | 0.2182 p=l = 0.7818 We say that there is high degree of positive rank correlation between heights and weights of students.Partial and Multiple Correlation Let us say that we find a correlation between these two factor: at is, as the bank balance increases, cholesterol level also increases. But this is not a correct relationship as Cholesterol level can also increase as age increases. Also as age increases, the bank balance may also increase because a person can save from his salary over the years. Thus there is age factor which influences both cholesterol level and bank balance. Suppose we want to know only the correlation between cholesterol and bank balance without the age influence, we could take persons from the same age group and thus control age, but if this is not possible we can statistically control the age factor and thus remove its influence on both cholesterol and bank balance. This if done is called partial correlation.If there are three variables X1, Xz and X; there will be three coefficients of partial correlation, each studying the relationship between two variables when the third is held constant. If we denote by 712.3 :.e., the coefficient of partial correlation between X, and X, keeping X3 constant, it is calculated asProblem: In a trivariate distribution , itis found that 7,2 = 0.7,713 = 0.61 and 73 = 0.4. Find the partial correlation coefficients. Answer: a Ni —Niala3 0.7—(0.61)(0.4) =0.628 yl-ny yl 1-061? 1-4" is ats ng? yin 042. Is it possible to get the following from a set of experimental data? N12 = 06,743 = —0.5 and 723 = 0.8 0.6 -(-0.5)(0.8) yl-r 1-57 y1-@.8) 923 Since the value of 712. is greater than one, there is some inconsistency in the given data.Multiple Correlation Sometimes in psychology we have certain factors which are influenced by large number of variables. For instance academic achievement will be affected by intelligence, work habit, extra coaching, socio economic status, etc. To find out the correlation between academic achievement with various other factors as mentioned above can be done by Multiple Correlation.The coefficient of multiple correlation with three variables X,,X, and X3 are Ri.23, Ro.13and R312, is the coefficient of multiple correlation related to X; asa dependent variable and Xp, X3 as two independent variables and it can be expressed in terms of 72,723 and 713. asExample: 1. The following zero-order correlation coefficients are given: 12 = 0.98,743 = 0.44 and 723 = 0.54. Calculate multiple correlation coefficient treating first variable as dependent and second and third variables as independent. Solution: (0.98)? + (0.44) — 2(0.98)(0.54)(0.44) _ 1-(0.54)? 0.9862. From the following data, obtain 2,,,. 2,,,; and R,,, X, 2 3 # i X 3 6 10 12 X 1 3 6 10 Solution: We need rs, 113 and r; which are obtained from the following table: S.No | Xi | X2 | Xs | CK? | CF | OG)? | Xi Xz | Xi Xs | Xe Xs 1f2}/3fiafa]oja 6 D 3 2 |5) 6] 3 | 25 | 36) 9 | 30 | 15 | 18 3} 7) 10] 6 | 49 | 100) 36 | 7 | 42 | 60 4 ]a1} 12 | 10 | 121 | 144] 100] 132 | 110 | 120 Tor | 25] 31 | 20 | 199 | 289 | 146 | 238 | 169 | 201Now we get the total correlation coefficient 742,723 and 73 MEX,X,)—-(EX EX) VINE )- (EY) WMEX, = 0.97 t= ry, = 0.97 Now, we calculate 2,,, Wehave, x, =0.97, 1, =0.99 and r,, = 0.9728 No +13 — 2h Maha 2 1-153 Ry = 0.99