Spearman rank-order correlation coefficient

E622306

The Spearman rank-order correlation coefficient is a nonparametric statistical measure that assesses the strength and direction of a monotonic relationship between two ranked variables.

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Spearman rank correlation 1

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Predicate Object
instanceOf correlation coefficient
measure of statistical dependence
nonparametric statistic
rank correlation coefficient
alsoKnownAs Spearman rank correlation NERFINISHED
Spearman’s rho NERFINISHED
appliesTo ranked variables
two variables
assumes monotonic relationship
basedOn ranks of data
calculatedFrom differences between paired ranks
category descriptive statistics
inferential statistics
comparedWith Pearson product-moment correlation coefficient NERFINISHED
dataType continuous data converted to ranks
ordinal data
doesNotAssume linear relationship
normal distribution of variables
domain nonparametric statistics
statistics
handles ties in ranks with tie-correction procedures
introducedBy Charles Spearman NERFINISHED
introducedInYear 1904
isNonparametricVersionOf Pearson correlation coefficient NERFINISHED
measures direction of monotonic relationship
strength of monotonic relationship
namedAfter Charles Spearman NERFINISHED
rangeEndpoint -1 indicates perfect negative monotonic association
0 indicates no monotonic association
1 indicates perfect positive monotonic association
relatedConcept Kendall rank correlation coefficient NERFINISHED
monotonic function
ordinal correlation
requires paired observations
robustTo outliers in raw data
symbol rs
ρs
usedFor assessing monotonic association
correlation analysis with non-normal data
correlation analysis with ordinal data
measuring rank correlation
testing statistical independence
usedIn biostatistics
econometrics
machine learning feature analysis
psychometrics NERFINISHED
social sciences
usedWith Spearman rank correlation test NERFINISHED
valueRange -1 to 1

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Charles Spearman developedMethod Spearman rank-order correlation coefficient
this entity surface form: Spearman rank correlation
Charles Spearman knownFor Spearman rank-order correlation coefficient