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Spearman Correlation Coefficient

The Spearman correlation coefficient is a nonparametric, correlation statistic that measures the strength of association between two rank-ordered variables. The Spearman rho is symbolized by the Greek letter, rho (ρ). The ρ was developed to measure the strength of association between two ordinal variables, although it can also be used with interval and ratio variables. The ρ is a robust statistic and works well with ordinal variables that have either a small number or a large number of levels and is often used with interval/ratio variables that do not meet the normal distribution assumption of parametric statistics.

Significance statistics for which ρ is often used include the Mann-Whitney U test, and the Kruskal-Wallis H statistic. It is not used with variables measured at the nominal ...

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