Kendall Rank Correlation Coefficient (Kendall’s

Tau)
Greek symbol (τ)

Presented by: Sarah O. Cabahit

Kendall’s Tau:

 It is a coefficient that represents the degree of concordance between two columns

of ranked data.
 The greater the number of “inversions”, the smaller the coefficient will be.
 Range: -1.0 to 1.0
 tau-a vs. tau-b: tau-b can handle tied ranks
 Using Kendall’s Tau, we can determine: (1) how strong the correlation is and, (2) in
which direction the correlation goes
Calculations:

Kendall’s tau =

Where: C = the number of concordant pairs

D = the number of discordant pairs

 Concordant pairs: the number of observed ranks below a particular rank which are larger
than that particular rank
 Discordant pairs: the number of observed ranks below a particular rank which are smaller in
value than that particular rank
Kendall’s tau varies between -1 and 1:

Negative Correlation

-1 0 1 The strength of the correlation can be read in

the table:
Positive Correlation
Amount of τ Strength of correlation
0.0 < 0.1 no correlation
0.1 < 0.3 low correlation
0.3 < 0.5 medium correlation
0.5 < 0.7 high correlation
0.7 < 1 very high correlation
Let’s try to determine the number of concordant and discordant pairs:
Paintings: Master Student 1 C D
Mona Lisa 1 2 10 1
Girl with a Pearl Earring 2 1 10 0
The Starry Night 3 4 8 1
The Kiss 4 3 8 0
The Birth of Venus 5 6 6 1
Liberty Leading the 6 5 6 0

#1 Example:
People
The Arnolfini Portrait 7 8 4 1
Sunrise 8 7 4 0
The Naked Maja 9 10 2 1
Nighthawks 10 9 2 0
The Harvesters 11 12 0 1
Composition with Red 12 11
Blue & Yellow
60 6
 Paintings: Master Student 1 C D

Mona Lisa
Calculating Kendall’s tau:
1 2 10 1
Girl with a Pearl Earring 2 1 10 0
The Starry Night 3 4 8 1
Formula:
The Kiss 4 3 8 0
The Birth of Venus

Liberty Leading the

5
6
6
5
6
6
1
0
1 Kendall’s tau =
Kendall’s tau =
People
The Arnolfini Portrait Kendall’s tau =
7 8 4 1
Sunrise 8 7 4 0 Kendall’s tau =
The Naked Maja 9 10 2 1 0.7 < 1 very high correlation
Nighthawks

The Harvesters
10
11
9
12
2
0
0
1
2 To calculate its statistical significance, use the
following formula:

Composition with Red

Blue & Yellow
12 11 𝟑 ∗ 𝒕𝒂𝒖 ∗ √ 𝒏 (𝒏 − 𝟏)
𝒛=
60 6 √ 𝟐(𝟐 𝒏 +𝟓)
Calculating Statistical Significance (manually):

Formula:

1 Remember:

 Any value greater than 1.96 is going to be

statistically significant against the z table with
alpha set at .05.

2
 In this example, it is therefore statistically
significant as it is larger than 1.96 with Kendall’s
tau coefficient at .818

3 = 3.7019

*n = total number of paintings

Calculations:

Calculating Kendall’s tau using SPSS (Statistical Package for the Social
Sciences)