You can also calculate the Spearman’s rank coefficient. If there isn’t much difference, then you can be pretty confident that the outliers are not influencing the results. via a histogram or scatter diagram), proceed as follows:Ĭalculate the Pearson’s correlation coefficient for the sample with and without the outliers. Observation: When conducting an analysis, if you discover the presence of outliers (e.g. We see that there isn’t much of a correlation between IQ and listening to rock music based on the sample. We now calculate both correlation coefficients as follows: If you are using Excel 2007 you would use the Real Statistics function RANK_AVG instead of RANK.AVG (as explained in Ranking). the rank of the first IQ score (cell A4 in Figure 1) is =RANK.AVG(A4,A$4:A$13,1), and so we put this formula in cell C4. To calculate Spearman’s rho, we need to determine the rank for each of the IQ scores and each of the Rock scores. ![]() Determine the strength of the correlation between IQ and rock music using both Pearson’s correlation coefficient and Spearman’s rank correlation. to determine whether two samples are independent).ĭefinition 1: The Spearman’s rank correlation (also called Spearman’s rho) is the Pearson’s correlation coefficient on the ranks of the data.Įxample 1: The left side of Figure 1 displays the association between the IQ of each adolescent in a sample with the number of hours they listen to rock music per month. Click here to find out how to perform hypothesis testing to determine whether Spearman’s correlation statistically equal to zero (i.e. On this webpage, we will explain the basic concepts about Spearman’s correlation and how to calculate it. When data is not normally distributed or when the presence of outliers gives a distorted picture of the association between two random variables, Spearman’s rank correlation is a non-parametric test that can be used instead of the Pearson’s correlation coefficient.
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