INFO4MYSTREY

This blog is created for educational purposes. Info4mystery archive and support student, teacher, Educationalists, Scholars and other people for learning by facilitating reflection, questioning by self and others, collaboration and by providing contexts for engaging in higher-order thinking.

Full width home advertisement

Popular Posts

Post Page Advertisement [Top]

Interpretation of Spearman rank correlation

Interpretation of Spearman rank correlation


                                Positive and negative Spearman rank correlations 
The sign of the Spearman correlation indicates the direction of association between X (the independent variable) and Y (the dependent variable). If Y tends to increase when X increases, the Spearman correlation coefficient is positive. If Y tends to decrease when X increases, the Spearman correlation coefficient is negative. A Spearman correlation of zero indicates that there is no tendency for Y to either increase or decrease when X increases. The Spearman correlation increases in magnitude as X and Y become closer to being perfect monotone functions of each other. When X and Y are perfectly monotonically related, the Spearman correlation coefficient becomes 1. A perfect monotone increasing relationship implies that for any two pairs of data values XiYi and XjYj, that Xi − Xj and Yi − Yj always have the same sign. A perfect monotone decreasing relationship implies that these differences always have opposite signs.
The Spearman correlation coefficient is often described as being "nonparametric". This can have two meanings: First, a perfect Spearman correlation results when X and Y are related by any monotonic function. Contrast this with the Pearson correlation, which only gives a perfect value when X and Y are related by a linear function. The other sense in which the Spearman correlation is nonparametric in that its exact sampling distribution can be obtained without requiring knowledge (i.e., knowing the parameters) of the joint probability distribution of X and Y.

No comments:

Post a Comment

Labels

Bottom Ad [Post Page]

| Designed by Colorlib