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Spearman's Rank Correlation Coefficient: Idea

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Spearmans Rank Correlation Coefficient

The Spearmans Rank Correlation Coefficient is a different way of describing the strength of the correlation between two quantities. Idea: Consider these three scatter graphs:
#$$ "$ !$ $ 2$ 2 ! " #$ #2 #

#$$ "$

& 2 # % #$ #% 2$ 2%

!$ $ 2$ 2 ! " #$ #2 #

'n each of these scatter graphs( y increases each time that x increases. Spearmans Rank Correlation Coefficient is defined to be # in each of these cases. )ow consider the following three scatter graphs:
#$$
"$ !$ $ 2$ 2 ! " #$ #2
!$ %$ $ &$ 2$ #$ 2 ! " #$ #2 #

"$ !$ $ 2$ 2 ! " #$

'n each of these( y decreases each time that x increases. Spearmans Rank Correlation Coefficient is defined to be *# in each case. Sometimes there is no connection between the two quantities( as in the following scatter graph
#$$ "$ !$ $ 2$ 2 ! " #$

'n this case( Spearmans Rank Correlation Coefficient would be close to $.

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Calculating the value of Spearmans Rank Correlation Coefficient


There are two methods that can be used to find the +alue of Spearmans rank correlation coefficient ,rS-. They are best illustrated through an e.ample. Example: " students take tests in /rench and Science: /rench 0 Science 0 !" %# % 2! #1 &2 22 "% %$ !2 2% 12 2 &2 %1

Method 1: Step 1: R3)4 both sets of data. 5i+e the largest +alue rank #( the second largest +alue rank 2( etc. Step : Calculate the correlation coefficient of the ranked data

/rench 0 Science 0 /rench rank( x Science rank( y

!" %#

% 2!

#1 &2

22 "%

%$ !2

2%

12 2

&2 %1

x = x
2

y= y
S xy = S yy =
2

xy =
so S xx =

So Spearmans rank correlation coefficient rS 6 !ote: This +alue represents

!"#E: 7hen the data is ranked( you could gi+e the smallest +alue rank #( the second smallest rank 2( etc. 't doesnt matter which way you rank your data so long as you 89 T:; S3<; T:')5 /9R =9T: S;TS 9/ 83T3. !"#E : Interpreting the Si$e of the Correlation Coefficient
*# *$." *$.! *$. *$.2 $ >ittle correlation $.2 $. $.! 7eak positi+e correlation $." #

Strong negati+e 7eak negati+e correlation correlation

Strong positi+e correlation

:owe+er( you must interpret in the conte.t of the question.

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Method : ?se of the formula: rS = # ! d2 n,n 2 #-

Example %continued& Step 1: R3)4 both sets of data. 5i+e the largest +alue rank #( the second largest +alue rank 2( etc. Step : Calculate the differences in the ranks( d. Step ': 7ork out the squares of the differences ,d2-. Step (: Calculate the sum of these 2 squared differences( d Step ): Spearmans Rank Correlation Coefficient is found by substituting this sum into the following formula: ! d2 # n,n 2 #where n is how many pairs of data you ha+e.
/rench 0 Science 0 /rench rank( x Science rank( y d

!" %#

% 2!

#1 &2

22 "%

%$ !2

2%

12 2

&2 %1

d2

! d2

n,n 2 #-

Example : 2 @udges mark the performances gi+en by 2 contestants in a talent competition: Contestant Audge # Audge 2 3 # #$ # #$ = #2 1 #2 1 C #2 #& #2 #& 1 # 8 1 # #% " #$ #% ; #% " ## #2 / #$ #% 5 ## #2

Audge # Audge 2 Audge # rank Audge 2 rank d

d2 So rS = # ! d2 *

n,n 2 #-

This +alue for the correlation shows that B www.schoolworkout.co.uk &

Examination style +uestion: 3s part of a tele+ision phone*in( +iewers were asked to rank 2 songs ,3( =( B( 5- in order of preference. Tanyas order of preference ,fa+ourite song first- was C( ;( =( 3( /( 8( 5. Aims order of preference was ;( 3( C( /( 8( =( 5. Calculate the +alue of Spearmans rank correlation coefficient between Tanyas and Aims rankings. Comment on its +alue. The +alue of Spearmans rank correlation coefficient between Tanyas and Colins rankings is *#. 7rite down Colins preference order for the 2 songs. Solution: Song Tanyas rank Aims rank 3 = C 8 ; / 5

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