CHAPTER 3

Correlation Coefficient

Many of the nonparametric correlation coefficients are conceptually close to the parametric correlation coefficient. Therefore, their methodologies and often their computations are also similar.

Spearman’s Rank Correlation Coefficient

Spearman’s rank correlation, usually shown by ρs pronounced rho-sub s, is a measure of association between two nominal variables. The subscript s is added to distinguish the Spearman’s rank correlation coefficient from other correlation coefficients, especially the Pearson product-moment correlation coefficient, which is customarily shown by ρ.

The Spearman’s rank correlation coefficient is a special case of the Pearson product-moment correlation coefficient because the data consists ...

Get A Primer on Nonparametric Analysis, Volume II now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.