Spearman's Rank-Order

Correlation
What is the Spearman Rank-Order Correlation?

► The Spearman's rank-order correlation is the nonparametric version of the Pearson

product-moment correlation.

► Before learning about Spearman’s correlation, it is important to understand

Pearson’s correlation which is a statistical measure of the strength of a linear
relationship between paired data.
 ► Its calculation and subsequent significance
testing of it requires the following data
assumptions to hold:
What is the
►interval or ratio level;
Spearman Rank- ►linearly related;
Order ►bivariate normally distributed
Correlation? *If your data does not meet the above
assumptions then use Spearman’s rank
correlation
 What are the assumptions of the test?

Although you would normally

hope to use a Pearson product-
moment correlation on
You need two variables that
interval or ratio data, the
are either ordinal, interval or
Spearman correlation can be
ratio.
used when the assumptions of
the Pearson correlation are
markedly violated
 ►However, Spearman's correlation
determines the strength and direction
of the monotonic
What are the relationship between your two
assumptions variables rather than the strength and
of the test? direction of the linear relationship
between your two variables, which is
what Pearson's correlation
determines.
Monotonic function

To understand Spearman’s
correlation, it is necessary to know
what a monotonic function is.

A monotonic function is one that

either never increases or never
decreases as its independent
variable increases.
The following graphs
illustrate monotonic The following graphs illustrate monotonic
functions: functions:

Monotonically increasing - as the x variable

increases the y variable never decreases.

Monotonically decreasing - as the x variable

increases the y variable never increases.

Non-monotonic - as the x variable increases the

y variable sometimes decreases and
sometimes increases.
Why is a monotonic relationship important to
Spearman's correlation?

Spearman's correlation measures the strength and direction of

monotonic association between two variables. Monotonicity is
less restrictive than that of a linear relationship.

A monotonic relationship is not strictly an assumption of

Spearman's correlation.
What is the definition of Spearman's rank-order correlation?

► There are two methods to calculate Spearman's correlation depending on whether:

►(1) your data does not have tied ranks or
►(2) your data has tied ranks.
The formula for when there are no tied ranks is:

where di = difference in paired ranks and n = number of cases.

What is the definition of Spearman's rank-order correlation?

► The formula to use when there are tied ranks is:

where i = paired score.

Example