Spearman's rank correlation is a statistical measure that quantifies the relationship between two ordinal variables. It is based on the Spearman rank coefficien...
Spearman's rank correlation is a statistical measure that quantifies the relationship between two ordinal variables. It is based on the Spearman rank coefficient, which ranges from -1 to 1. A Spearman rank correlation coefficient of -1 indicates a perfect negative correlation, a Spearman rank coefficient of 0 indicates no correlation, and a Spearman rank coefficient of 1 indicates a perfect positive correlation.
Spearman's rank correlation is calculated by ranking the observations in the two variables in ascending order, and then calculating the correlation coefficient between the two ranked variables. The Spearman rank correlation coefficient is calculated as the negative correlation coefficient between the two ranked variables.
For example, if we have two ordinal variables, A and B, with the following rankings:
| A | B |
|---|---|
| 1 | 3 |
| 2 | 4 |
| 3 | 5 |
| 4 | 6 |
The Spearman rank correlation coefficient between A and B would be -0.5, indicating a negative correlation