In statistics, Spearman's rank correlation coefficient or Spearman's rho, named after Charles Spearman and often denoted by the Greek letter (rho) or as, is a non-parametric measure of statistical dependence between two variables. 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.
Spearman's coefficient can be used when both dependent (outcome; response) variable and independent (predictor) variable are ordinal numeric, or when one variable is an ordinal numeric and the other is a continuous variable. However, it can also be appropriate to use Spearman's correlation when both variables are continuous.
Read more about Spearman's Rank Correlation Coefficient: Definition and Calculation, Related Quantities, Interpretation, Example, Determining Significance, Correspondence Analysis Based On Spearman's Rho
Famous quotes containing the word rank:
“A man is the prisoner of his power. A topical memory makes him an almanac; a talent for debate, disputant; skill to get money makes him a miser, that is, a beggar. Culture reduces these inflammations by invoking the aid of other powers against the dominant talent, and by appealing to the rank of powers. It watches success.”
—Ralph Waldo Emerson (1803–1882)