Spearman's Rho     The correlation of rank order data

Graham Tall      research@grahamtall.com

Spearman's Formula for the correlation of paired ordered data was derived from Pearson's Correlation Formula (See Siegel & Castellan (1988)).  When there are a number of ties, then Pearson's r should be used with the rank order data, because it is more accurate.    See Siegel for tables of significance

Siegel, S. (1956) Nonparametric Statistics. McGraw-Hill:London
Siegel, S. & Castellan, N.J. (1988) Nonparametric Statistics.

Home Page    Research Introduction    Quantitative Advice     Index     Statistical Tests   Types of Number     Basic Statistics