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Rank correlation

Command:Statistics
Next selectCorrelation
Next selectRank 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

Dialog box for rank correlation (Spearman rho and Kendall tau).

Click OK, or press the Enter key to obtain the following statistics in the results window.

Results

Results for rank correlation (Spearman rho and Kendall tau).

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

See also

External links

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