Spearman’s Rank Correlation Coefficient © Christine Crisp “Teach A Level Maths” Statistics 1.
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Transcript of Spearman’s Rank Correlation Coefficient © Christine Crisp “Teach A Level Maths” Statistics 1.
Spearman’s Rank Spearman’s Rank Correlation CoefficientCorrelation Coefficient
© Christine Crisp
““Teach A Level Maths”Teach A Level Maths”Statistics 1Statistics 1
Spearman’s Rank Correlation Coefficient
This presentation develops another method of measuring the relationship between 2 variables.Instead of dealing with the values of the variables as in the product moment correlation coefficient, we assign a number ( rank ) to each variable. We then calculate a correlation coefficient based on the ranks.The calculated value is called the Spearman’s Rank Correlation Coefficient, rs, and is an approximation to the p.m.c.c.
The formula is )1(
61
2
2
nn
drs
where d is the difference in ranks and n is the number of pairs.The values of rs have the same meanings as those for the p.m.c.c.
Spearman’s Rank Correlation Coefficiente.g.1 Two judges rank 8 books which have been
nominated for a prize. The rankings are given below. Find the Spearman’s rank correlation coefficient and comment on it’s value.
A B C D E F G H
Judge 1 2 4 1 8 5 7 3 6
Judge 2 1 5 4 8 6 7 2 3
Solution:
In this example, the data are already ranked.
We find d by subtracting the ranks for each book.
)1(
61
2
2
nn
drs
(I insert signs for d but since we are going to square you can ignore them if you wish. )
Spearman’s Rank Correlation Coefficient
)1(
61
2
2
nn
drs )164(8
)9...911(61
sr
740
101 30311
32768451Judge 2
3
G
7
F
5
E
68142Judge 1
d
HDCBA
There is a strong positive correlation.
In general, the judges are in agreement about the books.
This comment is a statistical interpretation.
This comment is in the context of the question.
)164(8
)22(61
Spearman’s Rank Correlation Coefficiente.g.2 Find the Spearman’s rank correlation
coefficient for the following data which gives the yield per acre for oats and barley over 5 years.
Solution:
Does it matter whether we choose 1 to be the least or 1 to be the greatest?
709
475
2003
92537578585Oats
211581682681Barley
2002200120001999
Source: Alberta: Agriculture, Food and Rural Development
ANS: No. ( I’ve chosen 1 for the least. )
We first need to assign ranks.
Spearman’s Rank Correlation Coefficiente.g.2 Find the Spearman’s rank correlation
coefficient for the following data which gives the yield per acre for oats and barley over 5 years.
Solution:
709
475
2003
92537578585Oats
211581682681Barley
2002200120001999
Source: Alberta: Agriculture, Food and Rural Development
5
2
2003
1345Oats
1243Barley
2002200120001999
We first need to assign ranks.
We now find the differences in the ranks.
Spearman’s Rank Correlation Coefficient
30102
51243Barley
2
2003
1345Oats
d
2002200120001999
)1(
61
2
2
nn
drs )125(5
)14(61
sr
30
There is a weak positive correlation. There is little evidence that high ( or low ) yields of both crops appear in the same years.
Spearman’s Rank Correlation Coefficient
SUMMARY
Spearman’s rank correlation coefficient is given by
)1(
61
2
2
nn
drs
where d is the difference in ranks and n is the number of pairs.The values of rs have the same meanings as those for the p.m.c.c.
Spearman’s Rank Correlation CoefficientExerciseFor each of the following, find Spearman’s rank correlation coefficient and interpret your answer in the context of the question.1. Two students ranked 8 countries in order of
preference for a holiday. Their rankings are given below:
6
5
Ho
2
4
Tu
4
8
Sc
376211st student
587312nd student
ItGeFrGrSp
2. The number of known species of plants (thousands) and birds (hundreds) for 10 Asian countries are as follows:
4
3
Ko
8
16
Ma
7
8
La
5
6
Ja
16
30
In
7193254Plants
9111263Birds
NeIndChBaAr
Source: Earthtrends
Spearman’s Rank Correlation Coefficient
Sp Gr Fr Ge Sc Tu Ho It
1st student 1 2 6 7 8 4 5 3
2nd student 1 3 7 8 4 2 6 5
d 0 -1 -1 -1 4 2 -1 -2
)1(
61
2
2
nn
drs )164(8
)28(61
sr
)..2(670 pd
1.
The students largely agree about the holiday destinations.
There is a strong positive correlation.
Solution:
Spearman’s Rank Correlation Coefficient
)1(
61
2
2
nn
drs )1100(10
)12(61
sr
930
Ar Ba Ch Ind In Ja La Ko Ma NePlants 4 5 32 19 30 6 8 3 16 7Birds 3 6 12 11 16 5 7 4 8 9
2.
Ar Ba Ch Ind In Ja La Ko Ma NePlants 2 3 10 8 9 4 6 1 7 5Birds 1 4 9 8 10 3 5 2 6 7d 1 -1 1 0 -1 1 1 -1 1 -2
There is a very strong evidence that the higher the number of plant species the higher the number of bird species.
Solution:
Assigning ranks, with 1 the lowest, we get
Spearman’s Rank Correlation Coefficient
The following slides contain repeats of information on earlier slides, shown without colour, so that they can be printed and photocopied.For most purposes the slides can be printed as “Handouts” with up to 6 slides per sheet.
Spearman’s Rank Correlation Coefficient
SUMMARY
Spearman’s rank correlation coefficient is given by
)1(
61
2
2
nn
drs
where d is the difference in ranks and n is the number of pairs.The values of rs have the same meanings as those for the p.m.c.c.
Spearman’s Rank Correlation Coefficiente.g.1 Two judges rank 8 books which have been
nominated for a prize. The rankings are given below. Find the Spearman’s rank correlation coefficient and comment on it’s value.
2
3
G
7
7
F
6
5
E
68142Judge 1
38451Judge 2
HDCBA
Solution:
In this example, the data are already ranked.
We find d by subtracting the ranks for each book.
)1(
61
2
2
nn
drs
(I insert signs for d but since we are going to square you can ignore them if you wish. )
Spearman’s Rank Correlation Coefficient
)1(
61
2
2
nn
drs )164(8
)9...911(61
sr
740
101 30311
32768451Judge 2
3
G
7
F
5
E
68142Judge 1
d
HDCBA
There is a strong positive correlation.
In general, the judges are in agreement about the books.
This comment is a statistical interpretation.
This comment is in the context of the question.
)164(8
)22(61
Spearman’s Rank Correlation Coefficiente.g.2 Find the Spearman’s rank correlation
coefficient for the following data which gives the yield per acre for oats and barley over 5 years.
Solution:
709
475
2003
92537578585Oats
211581682681Barley
2002200120001999
Source: Alberta: Agriculture, Food and Rural Development
5
2
2003
1345Oats
1243Barley
2002200120001999
We first need to assign ranks.
We now find the differences in the ranks.
Spearman’s Rank Correlation Coefficient
30102
51243Barley
2
2003
1345Oats
d
2002200120001999
)125(5
)14(61
sr
30
There is a weak positive correlation. There is little evidence that high ( or low ) yields of both crops appear in the same years.
)1(
61
2
2
nn
drs