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About

Spearman's Rank Correlation Coefficient (ρ) is a non-parametric measure of rank correlation. Unlike Pearson's correlation, which assumes a linear relationship and normal distribution, Spearman's assesses how well the relationship between two variables can be described using a monotonic function. This makes it ideal for ordinal data or continuous data with significant outliers.

This tool does the heavy lifting of ranking the raw data - a tedious source of error in manual calculation. It handles tied ranks using the average rank method and determines statistical significance against standard critical values for p = 0.05 and p = 0.01.

statistics correlation spearman rank-correlation non-parametric

Formulas

For data with no tied ranks, Spearman's ρ is calculated as:

ρ = 1 6 ni=1 di2n(n2 1)

Where di is the difference between ranks:

di = rank(xi) rank(yi)

Reference Data

Correlation (ρ)InterpretationVisual Pattern
+1.0Perfect PositiveRanks increase together perfectly.
+0.7 to +0.9Very StrongClear upward trend in ranks.
+0.4 to +0.6ModerateLoose association.
0No CorrelationRandom distribution.
-1.0Perfect NegativeOne rank rises, the other falls perfectly.

Frequently Asked Questions

If two or more values are identical, they are assigned the average of the ranks they would have occupied. For example, if the 3rd and 4th values are equal, both are assigned the rank of 3.5.
Use Spearman when your data is ordinal (ranked categories like "Satisfied", 'Neutral') or when continuous data is non-normal and skewed by outliers. Pearson requires interval data and normality.
A monotonic relationship means that as one variable increases, the other variable either consistently increases or consistently decreases, but not necessarily at a constant rate.