# Rank correlation

Command: | Statistics Correlation Rank correlation |

## Description

When the distribution of variables is not Normal, the degree of relationship between the variables can be determined using *Rank correlation*. Instead of using the precise values of the variables, the data are ranked in order of size, and calculations are based on the differences between the ranks of corresponding values X and Y.

## Required input

**Variable Y - Variable X**: select the 2 variables of interest.**Filter**: (optionally) enter a data filter in order to include only a selected subgroup of cases in the statistical analysis.**Correlation coefficients**: select Spearman's*rho*and/or Kendall's*tau*. The confidence interval for Kendall's*tau*is estimated using the bias-corrected and accelerated (BC_{a}) bootstrap (Efron, 1987; Efron & Tibshirani, 1993). Click the button for bootstrapping options such as number of replications and random-number seed.

Click *Enter* key to obtain the following statistics in the results window.

## Results

In this example the Spearman's coefficient of rank correlation rho is 0.114. The 95% confidence interval ranges from -0.084 to 0.304. The associated P-value is 0.255 and the conclusion therefore is that there is not a significant relationship between the two variables.

When you want to print these results, select the *Print *command in the *Files* menu, or press *Ctrl+P*.

## Literature

- Altman DG (1991) Practical statistics for medical research. London: Chapman & Hall.
- Armitage P, Berry G, Matthews JNS (2002) Statistical methods in medical research. 4
^{th}ed. Blackwell Science. - Bland M (2000) An introduction to medical statistics, 3
^{rd}ed. Oxford: Oxford University Press. - Efron B (1987) Better Bootstrap Confidence Intervals. Journal of the American Statistical Association 82:171-185.
- Efron B, Tibshirani RJ (1993) An introduction to the Bootstrap. Chapman & Hall/CRC.

## See also

- Correlation coefficient
- Scatter diagram
- Create correlation table for more than 2 variables

## External links

- Rank correlation on Wikipedia.