July 2016
Beginner to intermediate
462 pages
9h 14m
English
Content preview from Python Data Analysis Cookbook
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Correlating variables with the Spearman rank correlation
The Spearman rank correlation uses ranks to correlate two variables with the Pearson Correlation. Ranks are the positions of values in sorted order. Items with equal values get a rank, which is the average of their positions. For instance, if we have two items of equal value assigned position 2 and 3, the rank is 2.5 for both items. Have a look at the following equations:
In these equations, n is the sample size. (3.17) shows how the correlation is calculated. (3.19) gives the standard error. (3.20) is about the z-score, which we assume to be normally distributed. F(r) is here the same as in ...
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