The Spearman Correlation Coefficient. Mar 14 2009 Spearmans rank correlation coefficient allows you to identify whether two variables relate in a monotonic function ie that when one number increases so does the other or vice versa. It is denoted by the symbol rs or the Greek letter ρ pronounced rho.
Spearmans correlation coefficients range from -1 to 1. The coefficient of correlation is a measure of the strength of the linear relationship between two variables. It assesses how well the relationship between two variables can be described using a monotonic function.
If the relationship is that one variable increases when the other increases but the amount is not consistent the Pearson correlation coefficient is positive but less than 1.
If the relationship is that one variable increases when the other increases but the amount is not consistent the Pearson correlation coefficient is positive but less than 1. In statistics Spearmans rank correlation coefficient or Spearmans ρ named after Charles Spearman is a nonparametric measure of rank correlation statistical dependence between the rankings of two variables. The Pearson correlation method is usually used as a primary check for the relationship between two variables. Spearmans rank correlation coefficient ρ can be calculated using the same dataset and is not dependent on a normal distribution of values.
