Lecture 10
Spearman’s Rank
Correlation
Coefficient
Benjamin A. Dillena Jr., Ed.D.
Spearman’s Rank Correlation
Coefficient
• It is also known as Spearman's rho,
• It is named after Charles Spearman.
• It is often denoted by the Greek letter (rho) or
as rs.
• It is a non-parametric measure of statistical
dependence between two variables.
Spearman’s Rank Correlation
Coefficient
• It assesses how well the relationship between
two variables can be described using a
monotonic function.
• If there are no repeated data values, a perfect
Spearman correlation of +1 or −1 occurs when
each of the variables is a perfect monotone
function of the other.
• The Spearman correlation coefficient is defined
as the Pearson Correlated Coefficient between
the ranked variables
Formula: 𝒓 𝒔 =𝟏 −
𝟔 ∑ 𝒅 𝟐
𝒏 ( 𝒏𝟐 −𝟏 )
Step 1
You need six (6) columns.
As many rows as you have pairs of data.
Step 2
Fill in the first two columns with your pairs of data.
6 2
4 9
7 3
Step 3
In your third and fourth column rank the data in
your first column from 1 to n (the number of data
you have). Give the lowest number a rank of 1, the
next lowest number a rank of 2, and so on.
6 2 2 1
4 9 1 3
7 3 3 2
Step 4
In the "d" column calculate the difference between
the two numbers in each pair of ranks. That is, if
one is ranked 1 and the other 3 the difference
would be 2. (The sign doesn't matter, since the next
step is to square this number.)
6 2 2 1 1
4 9 1 3 2
7 3 3 2 1
Step 5
Square each of the numbers in the "d" column and
write these values in the "d2" column.
6 2 2 1 1 1
4 9 1 3 2 4
7 3 3 2 1 1
Step 6
Add up all the data in the "d2" column. This value is
Σd2.
6 2 2 1 1 1
4 9 1 3 2 4
7 3 3 2 1 1
Σd2 = 6
Step 7
Insert this value into the Spearman's Rank
Correlation Coefficient formula and solve.
Step 8
Interpretation of rs using
the table.
Since the
Table of Relationship for the Value of r
The Value of r Verbal Interpretation
± 1 Perfectly Relationship
rs value is – 0.5 0.81 to 0.99 Very High Relationship
0.71 to 0.80 High Relationship
0.41 to 0.70 Moderate Relationship
The interpretation is 0.21 to 0.40 Low Relationship
0.01 to 0.20 Slight Relationship
Negative Moderate 0 No Relationship
Relationship
The Significance Test for the
Coefficient of Correlation
Test the Ho: = 0
against Ha: 0
Formula:
Degree of Freedom
Level of Significance (α)
1% 5% 10%
The Significance Test for the
Coefficient of Correlation
Ho: = 0
(There is no significant relationship
between the two groups.)
Ha: 0
(There is a significant relationship between
the two groups.)
: 0.01 or 1%
(Two-tailed Test)
The Significance Test for the
Coefficient of Correlation
Use 1% Degree of Freedom
Critical/Tabular Value
63.657
Decision:
Accept Ho and Reject Ha
Remarks:
Not Significant
The Significance Test for the
Coefficient of Correlation
Decision:
Since the computed value-0.58 is less than the
tabular/critical value 63.657, therefore Accept
Null Hypothesis and Reject Alternative
Hypothesis.
Conclusion:
There is no significant difference between the
two data at 0.01 level of significance.
Lowest to Highest Highest to Lowest
Example No. 1
5 7 2 4
10.5 11 0.5 0.25
8 10 2 4
5 3.5 1.5 2.25
2 7 5 25
5 5 0 0
2 1 1 1
8 7 1 1
2 3.5 1.5 2.25
10.5 9 1.5 2.25
8 2 6 36
Σd2 = 78
Example No. 1
Σd2 = 78
Spearman’s Rank Correlation
Coefficient
Solution: Interpretation of rs using the
table.
Since the rs value is 0.65
The interpretation is
Positive Moderate
Relationship
Test the Significance for the
Coefficient of Correlation, use
1% level of Significance
The Significance Test for the
Coefficient of Correlation
Ho: = 0
(There is no significant relationship
between the two groups.)
Ha: 0
(There is a significant relationship between
the two groups.)
: 0.01 or 1%
(Two-tailed Test)
The Significance Test for the
Coefficient of Correlation
Use 1% Degree of Freedom
Critical/Tabular Value
3.250
Decision:
Accept Ho and Reject Ha
Remarks:
Not Significant
The Significance Test for the
Coefficient of Correlation
Decision:
Since the computed value2.57 is less than the
tabular/critical value 3.250, therefore Accept
Null Hypothesis and Reject Alternative
Hypothesis.
Conclusion:
There is no significant difference between the
two data at 0.01 level of significance.
One thing I’ve learned in life is that the
grass is not always greener on the other
side.
Many people want to move away and
start life in search of happiness.
But if you leave with a broken heart or
with a mind that is burdened.
You will be taking those problems with
you to your new destination.
Happiness is not a new city, a new home,
or a new backyard with hopes of greener
grass.
Happiness is something you must find
right in your own backyard.
It is your own heart.
Dr. Benjamin A. Dillena Jr.
