Как да изчислим Spearman Correlation
Какво е Spearman Correlation?
Spearman's rank correlation (rs) measures the strength of the monotonic relationship between two variables using their ranks. It is the non-parametric equivalent of Pearson's r and is more robust to outliers.
Ръководство стъпка по стъпка
- 1Rank each variable from 1 to n
- 2rs = 1 − (6Σd²) / (n(n²−1))
- 3d = difference in ranks for each pair
- 4Perfect rank agreement → rs=1; perfect reversal → rs=−1
Worked Examples
Вход
Two raters rank 5 items: d² values: 1,0,4,1,0
Резултат
rs = 0.7 — moderate to strong rank correlation
1−6×6/(5×24)=0.7
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