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Spearman's rho

Spearman's rank correlation coefficient or ρ (rho) is a non-parametric measure of correlation – that is, it assesses how well a linear equation describes the relationship between two variables without making any assumptions about the frequency distribution of the variables. To calculate

, raw scores are converted to ranks.

is a special case of the Pearson product-moment correlation coefficient in which the data are ranks, although a simpler formula is often used in calculation by hand:

where:

D = the difference between the ranks of corresponding values of X and Y, and

N = the number of pairs of values.

Referenced By

Non-parametric | Non-parametric statistic | Non-parametric statistics

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This article is licensed under the GNU Free Documentation License. It uses material from the Wikipedia article "Spearman's rho".