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Correlation, Spearman

Spearman’s rank-order correlation coefficient (ρ or rs) is a statistical measure of the strength of a relationship between two variables. Spearman’s correlation is a nonparametric variation of Pearson’s product-moment correlation, used most commonly for a relatively short series of measurements that do not follow a normal distribution pattern. Like other correlation coefficients, Spearman’s rank correlation describes a mathematic co-varying relationship between two datasets.

Spearman’s rank-order correlation is calculated from the equation:

ρ = 1–6d,2n(n2–1)

where di describes the difference between variable rankings and n is the number of cases.

Any statistical correlation coefficient is described using integers ranging from −1 to 1; with −1 indicating a perfect negative relationship (for every increase of 1 unit of variable X, there will be a −1 decrease of variable Y), 1 ...

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