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Spearman Rank Correlation Beverly Rose B. Delos Santos
Spearman Rank Correlation Beverly Rose B. Delos Santos
CORRELATION
COEFFICIENT
HELLO!
I am BEVERLY ROSE B. DELOS SANTOS
I am your presenter for today.
You can find me at beverlydelossantos@dwcl.edu.ph
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LEARNING OUTCOMES
1. Describe The condition imposed by the Spearman rank-
correlation coefficient (rs);
2. Compute and interpret the Spearman rank-coefficient of
correlation (rs);
3. Perform hypothesis testing to test the significance of
Spearman rank-correlation coefficient (rs) following the:
a) Classical or Tabular-Value Approach; and
b) Probability or p-value Approach.
4. Solve problems and exercises involving Spearman rank-
correlation coefficient (rs).
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“
Great as may be the potency of this [the experimental
method], or of the preceding methods, there is yet
another one so vital that, if lacking it, any study is
thought by many authorities not to be scientific in the
full sense of the word. This further and crucial
method is that of measurement.
-Charles Spearman
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Description and Use
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Spearman Rank Correlation
Coefficient (rs)
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The formula for rank correlation was derived by Charles
Spearman (1863-1945), a British psychologist, hence, it was
named after him. The formula is given by:
6 d 2
rS 1 2
n(n 1)
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where: rs = Spearman rank correlation coefficient
d = difference between the corresponding
ranks in variables X and Y, that is, d = Rx - Ry
n = number of pairs of ranks
1 & 6 are constants
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An alternative formula for Spearman rank correlation coefficient (rs)
is given by Deuna (1998), as follows:
rs =
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To interpret the degree of association or correlation existing between
the two variables, we should be guided by the following range of rs
values:
Range of rs Values Interpretation
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The Spearman rank correlation coefficient is a non-parametric
counterpart of Pearson r. Usually, the value of rs is close to the
value obtained by finding Pearson r based on numerical
measurements and is interpreted in much the same way. The value
of rs range from -1 to +1. A value +1 or -1 indicates perfect
association between the variables being correlated, the plus sign
occurring for identical rankings and the minus sign occurring for
reverse rankings. When rs is close to zero (0), we conclude that
the variables are uncorrelated.
To test the significance of the Spearman rank correlation coefficient (r s), we use
any of the following:
a) the t-test t = rs2 with n – 2 degrees of freedom
b) Table V (Critical Values of Correlation Coefficient)
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The following are the ranks of ten (10) applicants in a managerial position
given by the Human Resource Management Officer (Rx) and the Department
head (Ry) on their human relations skills. The data are tabulated as follows:
Applicant Ranks given by Ranks given by
the HRMO(Rx) the DH (Ry)
A 6 6 a) Compute Spearman rank
B 9 9 correlation coefficient(rs) the
C 3 2
interpret.
D 8 7
E 2 3 b) Is there a significant association
F 10 10 or relationship between the ranks
G 5 5 given by the Human Resource
H 7 8
I 1 1
Management Officer and the
J 4 4 Department head?
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Solution:
a)
Ranks Ranks given Therefore,
given by by di di2
the the DH (Ry)
HRMO(Rx
rs = 1 -
)
6 6 0 0 =1–
9 9 0 0
3 2 1 1 =1-
8 7 1 1
2 3 -1 1 = 1 - .024
10 10 0 0
= 0.976
5 5 0 0
7 8 -1 1
1 1 0 0
Interpretation: There is a very high positive
4 4 0 0 correlation between the ranks given by the HMRO
and Department head to the ten (10) applicants on
their human relations skills.
Σdi2 = 4
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CLASSICAL APPROACH IN HYPOTHESIS TESTING
1. Research Problem: Is there a significant relationship or association between the ranks given by
the HMRO and Department head to the ten (10) applicants?
2. Ho: There is no significant relationship or association between the ranks given by the HMRO
and Department head to the ten (10) applicants.
Ha: There is a significant relationship or association between the ranks given by the HMRO and
Department head to the ten (10) applicants.
3. Level of significance (α) = .05
4. Rejection/Critical Region: degrees of freedom (df) = n – 2 = 10 – 2= 8
Reject Ho if ǀrsǀ ≥ tabular r at α = .05 (two-tailed) with 8 degrees of
freedom
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Therefore,
rs = 1 - 6. Decision/Conclusion: Since the computed
rs = .976 is greater than the critical value of .632 at
=1– the .05 level of significance with 8 degrees of
freedom, the null hypothesis is rejected. Hence
there is a significant relationship between
=1- relationship or association between the ranks given
= 1 - .024
= 0.976 > .632
by the HMRO and Department head to the ten (10)
applicants.
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How to Compute Spearman Rank-Correlation Coefficient using Simplified Statistics for
Beginners(SSb):
Steps:
1. Open SSb.
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2. Click Correlation then select Spearman Correlation.
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3. Enter the data
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4. Then, Click Compute.
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5. Click Decision to check if Ho is rejected or not rejected.
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How to use SSB: (CLASSICAL APPROACH IN HYPOTHESIS TESTING)
1. Research Problem: Is there a significant relationship or association between the ranks given by the HMRO and
Department head to the ten (10) applicants?
2. Ho: There is no significant relationship or association between the ranks given by the HMRO and Department
head to the ten (10) applicants.
Ha: There is a significant relationship or association between the ranks given by the HMRO and Department
head to the ten (10) applicants.
3. Level of significance (α) = .05
4. Rejection/Critical Region: degrees of freedom (df) = n – 2 = 10 – 2= 8
Reject Ho if ǀrsǀ ≥ tabular r at α = .05 (two-tailed) with 8 degrees of freedom
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5. Computations:
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How to Compute the Spearman Rank-Correlation Coefficient using Statistical Package for the Social Sciences:
Steps:
1. Open SPSS.
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2. Click Variable view then type the variable names.
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3. Click Data View then Enter Data.
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4. Click Analyze … Correlate … Bivariate. Then select the variables to be
correlated… Click the arrow to transfer them to the other box. Click also Spearman.
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5. Then Click OK.
And the Output is
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Thus, from the correlation matrix, the Spearman Rank-Correlation coefficient
is .976 with double asterisks which means that it is significant at the .01 probability
level. The Sig. (2-tailed) is .000 which is less than .01 indicates that the correlation
coefficient is significant at the .01 probability level.
The number of cases N = 10.
Correlations
HRMORAN DHRAN
K K
Correlation
1.000 .976**
Coefficient
HRMORANK
Sig. (2-tailed) . .000
N 10 10
Spearman's rho
Correlation
.976** 1.000
Coefficient
DHRANK
Sig. (2-tailed) .000 .
N 10 10
**. Correlation is significant at the 0.01 level (2-tailed).
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6. Decision/Conclusion: Since the computed rs = .976 is
greater than the critical value of .632 at the .05 level of
significance with 8 degrees of freedom, the null hypothesis is
rejected. Hence there is a significant relationship between
relationship or association between the ranks given by the
HMRO and Department head to the ten (10) applicants.
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How to use SPSS: (CLASSICAL APPROACH IN HYPOTHESIS TESTING)
1. Research Problem: Is there a significant relationship or association between the ranks given by the
HMRO and Department head to the ten (10) applicants?
2. Ho: There is no significant relationship or association between the ranks given by the HMRO and
Department head to the ten (10) applicants.
Ha: There is a significant relationship or association between the ranks given by the HMRO and
Department head to the ten (10) applicants.
3. Level of significance (α) = .05
4. Rejection/Critical Region: degrees of freedom (df) = n – 2 = 10 – 2= 8
Reject Ho if ǀrsǀ ≥ tabular r at α = .05 (two-tailed) with 8 degrees of
freedom
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5. Computations: Correlations
Rx Ry
Spearman's rho Rx Correlation Coefficient 1.000 .976**
6. Decision/Conclusion: Since the computed rs = .976 is greater than the critical value of .632 at
the .05 level of significance with 8 degrees of freedom, the null hypothesis is rejected. Hence there
is a significant relationship between relationship or association between the ranks given by the
HMRO and Department head to the ten (10) applicants.
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How to use SPSS: (PROBABILITY OR P-VALUE APPROACH IN HYPOTHESIS
TESTING)
1. Research Problem: Is there a significant relationship or association between the ranks given by
the HMRO and Department head to the ten (10) applicants?
2. Ho: There is no significant relationship or association between the ranks given by the HMRO
and Department head to the ten (10) applicants.
Ha: There is a significant relationship or association between the ranks given by the HMRO
and Department head to the ten (10) applicants.
3. Level of significance (α) = .05
4. Rejection/Critical Region: degrees of freedom (df) = n – 2 = 10 – 2= 8
Reject Ho if p-value of computed rs < .05 (two-tailed with 8
degrees of freedom
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5. Computations:
Correlations
Rx Ry
Spearman's rho Rx Correlation Coefficient 1.000 .976**
Sig. (2-tailed) . .000
N 10 10
Ry Correlation Coefficient .976** 1.000
Sig. (2-tailed) .000 .
N 10 10
**. Correlation is significant at the 0.01 level (2-tailed).
6. Decision/Conclusion: Since the computed rs = .976 has a p-value (sig. 2-tailed) of .000
which is less than the .01 level of significance, the null hypothesis is rejected. Hence there is
a significant relationship or association between the ranks given by the HMRO and
Department head to the ten (10) applicants.
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THANK YOU FOR
LISTENING!
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