SPEARMAN’S RANK
CORRELATION COEFFICIENT
SPEARMAN’S RANK
CORRELATION
COEFFICIENT
MEASURES THE STRENGTH AND DIRECTION OF THE MONOTONIC
RELATIONSHIP BETWEEN TWO VARIABLES.
SPE
COR
PEARSON’S COE
CORRELATION
PEARSON’S CORRELATION
LINEAR RELATIONSHIP
SPEARMAN’S RANK
CORRELATION
COEFFICIENT
BASED ON THE RANKS OF THE DATA
SPEARMAN’S RANK
CORRELATION
COEFFICIENT
SUITABLE FOR ASSESSING ASSOCIATIONS BETWEEN VARIABLES
MEASURED ON ORDINAL, INTERVAL, OR RATIO SCALES
RANK THE DATA FOR EACH VARIABLE INDEPENDENTLY
HOW TO COMPUTE
RANK THE DATA FOR EACH VARIABLE INDEPENDENTLY
CALCULATE THE DIFFERENCES IN RANKS
FOR EACH PAIR OF OBSERVATIONS
HOW TO COMPUTE
RANK THE DATA FOR EACH VARIABLE INDEPENDENTLY
CALCULATE THE DIFFERENCES IN RANKS FOR EACH PAIR OF OBSERVATIONS
APPLY THE SPEARMAN FORMULA TO
COMPUTE THE CORRELATION COEFFICIENT.
HOW TO COMPUTE
SPEARMAN’S RANK
CORRELATION COEFFICIENT
RANGES
ρ=1
PERFECT POSITIVE MONOTONIC
RELATIONSHIP
ρ=0
NO MONOTONIC RELATIONSHIP
ρ = -1
PERFECT NEGATIVE MONOTONIC
RELATIONSHIP
COMPREHENSIVE STEP-BY-STEP
PROCEDURE IN USING THE
SPEARMAN RANK –
COEFFICIENT OF CORRELATION
COMPREHENSIVE STEP-BY-STEP PROCEDURE IN
USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
NULL HYPOTHESIS (H-0) ALTERNATIVE HYPOTHESIS (H-1)
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
4. CALCULATE THE DIFFERENCES
IN RANKS
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
4. CALCULATE THE DIFFERENCES IN RANKS
5. SQUARE AND SUM THE DIFFERENCES
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
4. CALCULATE THE DIFFERENCES IN RANKS
5. SQUARE AND SUM THE DIFFERENCES
6. CALCULATE THE SPEARMAN RANK –
CORRELATION COEFFICIENT
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
4. CALCULATE THE DIFFERENCES IN RANKS
5. SQUARE AND SUM THE DIFFERENCES
6. CALCULATE THE SPEARMAN RANK
– CORRELATION COEFFICIENT
ρ =1 −
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
4. CALCULATE THE DIFFERENCES IN RANKS
5. SQUARE AND SUM THE DIFFERENCES
6. CALCULATE THE SPEARMAN RANK – CORRELATION
COEFFICIENT
7. DETERMINE THE SIGNIFICANCE
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
4. CALCULATE THE DIFFERENCES IN RANKS
5. SQUARE AND SUM THE DIFFERENCES
6. CALCULATE THE SPEARMAN RANK – CORRELATION
COEFFICIENT
7. DETERMINE THE SIGNIFICANCE
8. MAKE A DECISION
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
4. CALCULATE THE DIFFERENCES IN RANKS
5. SQUARE AND SUM THE DIFFERENCES
6. CALCULATE THE SPEARMAN RANK – CORRELATION
COEFFICIENT
7. DETERMINE THE SIGNIFICANCE
8. MAKE A DECISION
9. INTERPRET RESULTS
COMPREHENSIVE STEP-BY-STEP PROCEDURE
IN USING THE SPEARMAN RANK –
COEFFICIENT OF CORRELATION
1. FORMULATE HYPOTHESES
2. COLLECT DATA
3. RANK THE DATA
4. CALCULATE THE DIFFERENCES IN RANKS
5. SQUARE AND SUM THE DIFFERENCES
6. CALCULATE THE SPEARMAN RANK – CORRELATION
COEFFICIENT
7. DETERMINE THE SIGNIFICANCE
8. MAKE A DECISION
9. INTERPRET RESULTS
10.REPORT AND CONCLUSION
STATISTICAL ANALYSIS SAMPLE
The following are the grades of 7 students in English and in
Mathematics. Determine if there is a significant correlation between
the grades of students in English and in Math with 0.01 significance
level.
STUDENTS ENGLISH MATHEMATICS
A 78 85
B 80 82
C 81 75
D 86 77
E 79 80
F 83 83
G 88 81
STUDENTS ENGLISH (x) MATHEMATICS (y) Rx Ry d d2
A 78 85 7 1 6 36
B 80 82 5 3 2 4
C 81 75 4 7 -3 9
D 86 77 2 6 -4 16
E 79 80 6 5 1 1
F 83 83 3 2 1 1
G 88 81 1 4 3 9
∑ d² = 76
ρ =1 −
ρ =1 − = - 0.36
TEST THE SIGNIFICANCE OF THE COEFFICIENT
Calculate Tvalue
tvalue =
tvalue = - 0.86
Level of Significance α = 0.01 (given)
Find tcritical Degree of Freedom, df= n-2
= 7-2
df = 5
tcritical = 4.032
Compare tvalue and tcritical
tvalue tcritical
-0.86 4.032
0.86
< 4.032
Ho = There is no correlation between grades in English and in Mathematics
Ha = There is a correlation between grades in English and in Mathematics
Conclusion
1. Is there a relationship between the two variables being tested?
2. What degree is their relationship or correlation?
There is no significant relationship
between the grades of the students
in English and Mathematics. ρ = -0.36
There is a slight negative
correlation between the grades of
Math and English
REFERENCES
Spearman, C. (1904). The proof and measurement of association between two
things. The American Journal of Psychology, 15(1), 72-101. [Original paper
introducing Spearman's correlation]
Kendall, M. G. (1970). Rank Correlation Methods. Charles Griffin & Company Ltd.
[Classic text covering various rank correlation methods, including Spearman
correlation]
Siegel, S., & Castellan Jr, N. J. (1988). Nonparametric statistics for the behavioral
sciences (2nd ed.). McGraw-Hill. [Provides detailed coverage of nonparametric
methods, including Spearman correlation]
