Skip to content

statistics spearmans rank order correlation

Ryan Liang edited this page Jul 11, 2018 · 1 revision

Spearman's Rank Correlation

Definition

The Spearman correlation coefficient, rs, can take values from +1 to -1. A rs of +1 indicates a perfect association of ranks, a rs of zero indicates no association between ranks and a rs of -1 indicates a perfect negative association of ranks. The closer rs is to zero, the weaker the association between the ranks.

Clone this wiki locally