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Spearman's Cooeficient of Rank Correlation

The document discusses Spearman's rank-order correlation coefficient (rs). It is used to measure the strength and direction of association between two ranked variables. The key points are: 1) Rs ranges from -1 to 1, where 1 is total positive correlation, 0 is no correlation, and -1 is total negative correlation. 2) It is calculated by finding the differences between ranks (D), squaring them (D2), summing D2, and using the formula Rs = 1 - 6(ΣD2)/(N(N2-1)), where N is the number of observations. 3) A value closer to 1 or -1 indicates a stronger monotonic relationship between the ranked variables.

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0% found this document useful (0 votes)
120 views17 pages

Spearman's Cooeficient of Rank Correlation

The document discusses Spearman's rank-order correlation coefficient (rs). It is used to measure the strength and direction of association between two ranked variables. The key points are: 1) Rs ranges from -1 to 1, where 1 is total positive correlation, 0 is no correlation, and -1 is total negative correlation. 2) It is calculated by finding the differences between ranks (D), squaring them (D2), summing D2, and using the formula Rs = 1 - 6(ΣD2)/(N(N2-1)), where N is the number of observations. 3) A value closer to 1 or -1 indicates a stronger monotonic relationship between the ranked variables.

Uploaded by

Miza Sa'adun
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Spearman’s Coefficient of Rank

2
Correlation, rs
1
4
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By :
Dr.Wan Azlinda Binti Wan Mohamed
Spearman’s rank-order correlation
coefficient
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• The correlation coefficient is used when


one or more variables is measured on an

1
2
ordinal (ranking) scale

4
• Describes the linear relationship between
two variables measured using ranked scores
• Symbol used rs (The subscript s stands for
Spearman; Charles Spearman invented this
one)
Computational Formula for the
Spearman Rank-Order Correlation
Coefficient is:
0011 0010 1010 1101 0001 0100 1011

2
Rs = 1 – 6(ΣD2)

1
-----------

4
N (N2 -1)

N is the number of pair ranks


D is the difference between the two ranks in
each pair
Running the Spearman Rank-Order
Correlation Test
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1. Determine the difference between the

2
ranks for each subjects

1
2. Square each difference and sum them

4
3. Calculate the rho statistics.
4. Compare the obtained rho value with the
critical value
Summary of the Spearman Rank-
Order Correlation Test
• Hypotheses:
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H0 : Rho = 0
Ha : Rho ≠ 0, or Rho < 0, or Rho > 0
Assumptiojns:

1
2
Subjects are randomly selected
Observations are ranked order

4
Decision Rules:
n = number of pairs of ranks
If rhoobt ≥ rhocrit, reject H0
If rhoobt < rhocrit, do not reject H0
Formula
rho = 1 – 6(ΣD2)
n (n2 -1)
Sample data
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Participant Observer A: X Observer B: Y

2
1 4 3

1
2 1 2
3 9 8

4
4 8 6
5 3 5
6 5 4
7 6 7
8 2 1
9 7 9
Solution
0 0 1 1 Participant
0 0 1 0 1 0 1 0 1 1 0Observer
1 0 0 0 1 0A:1 0X0 1Observer
011 B: Y D D2
1 4 3 1 1
2 1 2 -1 1

1
2
3 9 8 1 1

4
4 8 6 2 4
5 3 5 -2 4
6 5 4 1 1
7 6 7 -1 1
8 2 1 1 1
9 7 9 -2 4

ΣD2=18
Solution
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Rs = 1 – 6(ΣD2)
-----------

1
2
N (N2 -1)

4
= 1 – (6(18))
----------
9 (92 -1)
= 1 - ((108)/720)
= 1 – 0.15
= + .85
What does the value of rs tell you?
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• Spearman’s rank correlation coefficient is actually derived


from the product-moment correlation coefficient , such

2
that:

1
-1≤ rs ≤1

4
• rs = 0.85 Means that a child receiving a particular ranking
from one observer tended to receive very close to the same
ranking from other observer
• rs = +1 means the ranking is in complete agreement
• rs = 0 means that there is no correlation between the
rankings
• rs = -1 means that the ranking are in complete
disagreement. In fact they are in exact reverse order.
Exercise:
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• The marks of eight candidates in English and


Mathematics are:

1
2
Candidate 1 2 3 4 5 6 7 8

4
English (x) 50 58 35 86 76 43 40 60
Maths (y) 65 72 54 82 32 74 40 53

• Rank the results and hence find Spearman’s rank correlation coefficient
between the two sets of marks. Comment on the value obtained,
Solution
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English 50 58 35 86 76 43 40 60
(x)

1
2
Maths 65 72 54 82 32 74 40 53
(y)

4
Rank x 4 5 1 8 7 3 2 6

Rank y 5 6 4 8 1 7 2 3

D -1 -1 -3 0 6 -4 0 3

D2 1 1 9 0 36 16 0 9 D2=
72
Solution
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Rs = 1 – 6(ΣD2)
-----------

1
2
N (N2 -1)

4
• Spearman’s coefficient of
= 1 – (6(72)) rank correlation is 0.142
---------- • This appears to show a
8 (82 -1) very weak positive
correlation between the
= 1 - ((432)/504)
English and Mathematics
= 1 – 0.857 ranking
= .142
Tied Ranks
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• A tied rank occurs when two participants receive


the same rank on the same variable (e.g two

1
2
person are tied for first on variable x)
• Tied ranks result in an incorrect value of rs

4
• Resolve (correct) any tied ranks before computing
rs
• Therefore, for each participant at a tied rank,
assign the mean of the ranks that would have been
used had there not been a tie
Example
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Runner Race X Race Y To resolve ties New Y

2
A 4 1 Tie uses ranks 1 1.5

1
and 2, becomes 1.5

4
B 3 1 Tie uses ranks 1 1.5
and 2, becomes 1.5
C 2 2 Becomes 3rd 3

D 1 3 Becomes 4th 4
Example
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Runner Race X New Y D D2

2
A 4 1.5 2.5 6.25

1
4
B 3 1.5 1.5 2.25

C 2 3 -1 1

D 1 4 -3 9

D2= 18.5
Solution
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Rs = 1 – 6(ΣD2)
-----------

1
2
N (N2 -1)

4
= 1 – (6(18.5))
----------
4 (42 -1)
= 1 - ((111)/60)
= 1 – 1.85
= - .85
0011 0010 1010 1101 0001 0100 1011

1
2
Thank You

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