Spearman rank-order correlation coefficient

E622306

The Spearman rank-order correlation coefficient is a nonparametric statistical measure that assesses the strength and direction of a monotonic relationship between two ranked variables.

All labels observed (5)

How this entity was disambiguated

Statements (49)

Predicate Object
instanceOf correlation coefficient
measure of statistical dependence
nonparametric statistic
rank correlation coefficient
alsoKnownAs Spearman rank correlation
Spearman’s rho
appliesTo ranked variables
two variables
assumes monotonic relationship
basedOn ranks of data
calculatedFrom differences between paired ranks
category descriptive statistics
inferential statistics
comparedWith Pearson product-moment correlation coefficient
dataType continuous data converted to ranks
ordinal data
doesNotAssume linear relationship
normal distribution of variables
domain nonparametric statistics
statistics
handles ties in ranks with tie-correction procedures
introducedBy Charles Spearman
introducedInYear 1904
isNonparametricVersionOf Pearson correlation coefficient
measures direction of monotonic relationship
strength of monotonic relationship
namedAfter Charles Spearman
rangeEndpoint -1 indicates perfect negative monotonic association
0 indicates no monotonic association
1 indicates perfect positive monotonic association
relatedConcept Kendall rank correlation coefficient
monotonic function
ordinal correlation
requires paired observations
robustTo outliers in raw data
symbol rs
ρs
usedFor assessing monotonic association
correlation analysis with non-normal data
correlation analysis with ordinal data
measuring rank correlation
testing statistical independence
usedIn biostatistics
econometrics
machine learning feature analysis
psychometrics
social sciences
usedWith Spearman rank correlation test
valueRange -1 to 1

How these facts were elicited

Referenced by (6)

Full triples — surface form annotated when it differs from this entity's canonical label.

Charles Spearman knownFor Spearman rank-order correlation coefficient
Charles Spearman developedMethod Spearman rank correlation
linked to: Spearman rank-order correlation coefficient
Charles Spearman knownFor Spearman rank correlation coefficient
subject linked to: Spearman
linked to: Spearman rank-order correlation coefficient
Spearman rank-order correlation coefficient alsoKnownAs Spearman’s rho
linked to: Spearman rank-order correlation coefficient
Spearman rank-order correlation coefficient alsoKnownAs Spearman rank correlation
linked to: Spearman rank-order correlation coefficient
Spearman rank-order correlation coefficient usedWith Spearman rank correlation test
linked to: Spearman rank-order correlation coefficient