Topic 3: MEASURES OF

CORRELATION
1. Define spearman rho;
“
LEARNING OUTCOMES

2. Identify the uses of spearman rho test; and

3. Solve problems involving the use of spearman rho manually.
 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

CORRELATION

 A bivariate analysis that measures the strength of association between two

variables and the direction of the relationship

The value of the correlation coefficient varies between +1 and -1. A value
of ± 1 states a perfect degree of association between the two variables in
terms of the strength of relationship.

Module 3 | Topic 3 JHAY B. CASIMSIMAN, ST

 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

 SPEARMAN RANK CORRELATION/ SPEARMAN’S RHO

Definition 1.1

The Spearman rank correlation coefficient, rs, is the nonparametric form

of the Pearson correlation coefficient that measures the strength and
direction of association between two ranked variables. Your data must
be ordinal, interval or ratio.

Module1 3 | Topic 3
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 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

What values can the Spearman correlation coefficient rs take?

Spearman’s returns a value from -1 to 1, where:

+1 = a perfect positive correlation between ranks

-1 = a perfect negative correlation between ranks
0 = no correlation between ranks.

The nearer rs is to zero, the weaker the association between the ranks.

Module1 3 | Topic 3
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 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

When should you use the Spearman's rank-order correlation?

The Spearman's rank-order correlation is the nonparametric version of

the Pearson product-moment correlation. Spearman's correlation coefficient, (ρ,
also signified by rs) measures the strength and direction of association between
two ranked variables.

Module1 3 | Topic 3
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 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

What are the assumptions of the test?

 You need two variables that are either ordinal, interval or ratio in this test.
Although you would normally hope to use a Pearson product-moment correlation on
interval or ratio data, the Spearman correlation can be utilized when the
assumptions of the Pearson correlation are markedly violated. However,
Spearman's correlation determines the strength and direction of the monotonic
relationship between your two variables while Pearson's correlation determines
strength and direction of the linear relationship between your two variables.

A monotonic relationship is a relationship that does one of the following:

(1) as the value of one variable increases, so does the value of the other variable; or
(2) as the value of one variable increases, the other variable value decreases

Module1 3 | Topic 3
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 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

SPEARMAN RANK CORRELATION: WORKED

EXAMPLE (No Tied Ranks)

The formula for the Spearman rank correlation

coefficient when there are no tied ranks is:
Where: rs=p -Spearman rho
-Sum of the squared differences between ranks
N -Total number of cases (Calmorin, 1994)

Module1 3 | Topic 3
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 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

These are the steps in solving Spearman rho:

1. Rank the scores from highest to lowest in the first set of variable (x)
and mark them as Rx. The highest score receives the rank 1, the second
highest is 2, then 3 and so on.
2. Rank the second set of scores (y) in the same manner as in step 1 and
mark them as Ry.
3. Determine the difference in ranks for every pair of ranks.
4. Square each difference to get di2
5. Sum the squared difference to find
6. Compute Spearman rho by applying the formula

Module1 3 | Topic 3
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 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

Interpretation of Correlation Value:

0.0 - ±0.20 = negligible correlation

±0.21 - ±0.40 = low correlation

±0.41 - ±0.60 = moderate correlation
±0.61 - ±0.80 = high relationship

±0.81 – 0.99 = very high relationship

±1 = perfect correlation

Module1 3 | Topic 3
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 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

Example: The scores for nine students in history and algebra are as follows:
History: 35, 23, 47, 17, 10, 43, 9, 6, 28 Algebra: 30, 33, 45, 23, 8, 49, 12, 4, 31

Step 1: rank each student

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 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

Step 2: calculate difference between the ranks (d) and square d

Step 3: sum (add up) all the d2 scores

Σ d2 = 4 + 4 + 1 + 0 + 1 + 1 + 1 + 0 + 0 = 12

Step 4: insert the values in the formula. These ranks

are not tied, so use the first formula:
ρ=1- ρ= 1-

ρ= 1- ρ= 1-
The Spearman
ρ= 1- ρ= 1-0.1 Rank
Correlation for
ρ= 0.9
ρ= 1- this set of data
is 0.9.
Module1 3 | Topic 3
TOPIC JHAY B. CASIMSIMAN, ST
 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

Example #2:
Solve a Spearman rank-order correlation on data without any ties in the
following data: Marks

English
56 75 45 71 62 64 58 80 76 61
Math
66 70 40 60 65 56 59 77 67 63

Where: d = difference between ranks and d2 = difference squared.

We then solve the following difference squared (d2).

Module1 3 | Topic 3
TOPIC JHAY B. CASIMSIMAN, ST
 SOUTHERN LEYTE STATE UNIVERSITY- SAN JUAN CAMPUS GE-Mat 102/GE- Mat 101-S- Mathematics in the Modern World
San Juan, Southern Leyte 6611 2nd Semester, AY 2021-2022

We then substitute this into the main equation

with the other information as follows:
ρ=1-

Hence, we have a ρ (or rs) of 0.67.

This indicates a strong positive
relationship between the ranks
individuals obtained in the maths
and English exam. That is, the higher
you ranked in maths, the higher you
ranked in English also, and vice
versa.
Module1 3 | Topic 3
TOPIC JHAY B. CASIMSIMAN, ST