Spearman’s Correlation

The Spearman’s correlation or more specifically, the Spearman’s rank-order correlation (and Spearman’s rho) is a measure of the strength and direction of the association between two continuous or ordinal variables

Spearman’s rank correlation coefficient allows you to identify whether two variables relate in a monotonic function (i.e., that when one number increases, so does the other, or vice versa).

nonparametric version of Pearson’s correlation.

Compared to Pearson’s bivariate correlation coefficient the Spearman Correlation does not require continuous-level data (interval or ratio), because it uses ranks instead of assumptions about the distributions of the two variables

Assumptions:
(a) you have two continuous or ordinal variables; and (b) these two variables represent paired observations.

 
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