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Kendall's Tau and Spearman's Rank Correlation Coefficient Assess Statistical

Kendall's Tau is a statistic that measures the ordinal association between two measured quantities based on the rankings of the data. It is calculated by determining the number of concordant and discordant pairs in the data and putting those values into the Kendall's Tau formula. A higher Tau value indicates a stronger monotonic relationship between the variables. An example is provided to demonstrate how to calculate Kendall's Tau from a set of rankings.

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143 views

Kendall's Tau and Spearman's Rank Correlation Coefficient Assess Statistical

Kendall's Tau is a statistic that measures the ordinal association between two measured quantities based on the rankings of the data. It is calculated by determining the number of concordant and discordant pairs in the data and putting those values into the Kendall's Tau formula. A higher Tau value indicates a stronger monotonic relationship between the variables. An example is provided to demonstrate how to calculate Kendall's Tau from a set of rankings.

Uploaded by

Aila Elocin Palmas
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© © All Rights Reserved
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A.

Kendall’s Tau
In statistics, the Kendall rank correlation coefficient, commonly referred to
as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic used to measure
the ordinal association between two measured quantities. A τ test is a non-
parametric hypothesis test for statistical dependence based on the τ coefficient.

It is a measure of rank correlation: the similarity of the orderings of the data


when ranked by each of the quantities. It is named after Maurice Kendall, who
developed it in 1938,[1] though Gustav Fechner had proposed a similar measure in the
context of time series in 1897.[2]

Intuitively, the Kendall correlation between two variables will be high when
observations have a similar (or identical for a correlation of 1) rank (i.e. relative position
label of the observations within the variable: 1st, 2nd, 3rd, etc.) between the two
variables, and low when observations have a dissimilar (or fully different for a
correlation of −1) rank between the two variables.

Kendall’s Tau and Spearman’s rank correlation coefficient assess statistical


associations based on the ranks of the data.  Ranking data is carried out on the
variables that are separately put in order and are numbered. Kendall’s Tau: usually
smaller values than Spearman’s rho correlation. Calculations based on concordant and
discordant pairs. Insensitive to error. P values are more accurate with smaller sample
sizes. Spearman’s rho: usually have larger values than Kendall’s Tau.  Calculations
based on deviations.  Much more sensitive to error and discrepancies in data.

Formula:

C−D
Kendall’s Tau = (C – D / C + D) or τ =
C+ D
Where C is the number of concordant pairs and D is the number of discordant
pairs.

Concordant pairs = number of observed ranks below a particular rank which are
larger than that particular rank.
Discordant pairs = number of observed ranks below a particular rank which are
smaller in value than the particular ranks.

Example: Two interviewers ranked 12 candidates (A through L) for a position. The


results from most preferred to least preferred are:

 Interviewer 1: ABCDEFGHIJKL.
 Interviewer 2: ABDCFEHGJILK.
Calculate the Kendall Tau correlation.

Solution:

 Step 1: Make a table of rankings. The first column, “Candidate” is optional and


for reference only. The rankings for Interviewer 1 should be in ascending order
(from least to greatest).

 Step 2: Count the number of concordant pairs, using the second column.
Concordant pairs are how many larger ranks are below a certain rank. For
example, the first rank in the second interviewer’s column is a “1”, so all 11 ranks
below it are larger.
However, going down the list to the third row (a rank of 4), the rank immediately
below (3) is smaller, so it doesn’t count for a concordant pair.
When all concordant pairs have been counted, it looks like this:

Step 3: Count the number of discordant pairs and insert them into the next
column. The number of discordant pairs is similar to Step 2, only you’re looking
for smaller ranks, not larger ones.
Step 4: Sum the values in the two columns:

Step 5: Insert the totals into the formula:

Kendall’s Tau = (C – D / C + D)

τ = (61 – 5) / (61 + 5)
τ = 56 / 66
τ = 0.85.

The Tau coefficient is 0.85, suggesting a high positive relationship between the
rankings.
ACTIVITIES/ EXERCISES:

Directions: Analyze the given statement below write the complete solution on your
answer sheet.

Find the degree of relationship between the ranks of the master and student using
Kendal Tau. Interpret the result.

Master Student C D
1 2
2 1
3 4
4 3
5 6
6 5
7 8
8 7
9 10
10 9
11 12
12 11

Find the degree of relationship between the ranks of the master and student using
Kendal Tau. Interpret the result.
Master Student C D
1 12
2 2
3 3
4 4
5 5
6 6
7 7
8 8
9 9
10 10
11 11
12 1

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