Spearman's Rank Correlation Coefficient (Edexcel GCSE Statistics)

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Roger

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Roger

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Maths

Spearman's Rank Basics

What is Spearman’s rank correlation coefficient?

  • Spearman's rank correlation coefficient measures the strength of the correlation between two data sets

    • i.e., to what extent does one always go up when the other one goes up (or always go down when the other one goes up)

    • It is not always easy to see this clearly on a scatter diagram

  • The notation for the Spearman’s rank correlation coefficient of a sample is  straight r subscript straight S

  • Spearman's rank correlation coefficient is always a number between -1 and 1

    • i.e.   negative 1 less or equal than straight r subscript straight S less or equal than 1

  • The value of straight r subscript straight S tells you about the type and strength of any correlation

    • A positive value (straight r subscript straight S greater than 0) means there is positive correlation between the data sets

      • An straight r subscript straight S value close to 1 means strong positive correlation

    • If straight r subscript straight S is zero (straight r subscript straight S equals 0), then there is no correlation

    • A negative value (straight r subscript straight S less than 0) means there is negative correlation between the data sets

      • An straight r subscript straight S value close to -1 means strong negative correlation

    • In general, the closer to 1 or -1 that straight r subscript straight S is, the stronger the correlation between the data sets

4-2-2-ib-ai-sl-spearman-rank-diagram-1
  • For example, if straight r subscript straight S is calculated for the rankings of competitors given by two judges in a competition, then

    • straight r subscript straight S equals 1 would mean there was perfect agreement between the two judges' rankings

    • straight r subscript straight S equals negative 1 would mean the rankings were in completely opposite orders

    • straight r subscript straight S equals 0 would mean there was no agreement in the ranks given (but also not consistent disagreement)

  • Spearman's rank correlation coefficient does not tell you anything about whether or not the data points lie along a straight line

    • It only tells you how true it is that one always tends to go up (or down) when the other one goes up

Worked Example

Regina has been watching the judging at a 'best jam' competition at a village fête.

Two judges ranked the 10 different jams that were submitted for the competition.

Regina calculated the Spearman’s rank correlation coefficient for the ranks given by the judges.

She got a value of negative 0.8.

(a) What type of correlation is shown by the value negative 0.8? Select one of the three options below:

Negative correlation        No correlation        Positive correlation

The value is negative, which means negative correlation

Negative correlation

(b) Interpret Regina’s value.

The value is close to -1, which indicates strong negative correlation
This means there was quite a lot of disagreement between the judges' rankings

-0.8 is close to -1, so there is a strong amount of disagreement between the judges' rankings. One tended to like the jams that the other one didn't like, and vice versa.

Calculating Spearman's Rank Correlation Coefficients

How do I calculate a Spearman's rank correlation coefficient?

  • A Spearman's rank correlation coefficient can be calculated for two sets of data

    • This will be bivariate data

      • i.e. the data will occur in pairs of values that 'go together'

      • One set can be thought of as the 'x values'

      • And the other set as the corresponding 'y values'

  • STEP 1
    Rank the values in each set

    • Rank the highest x value as 1, the next highest as 2, etc.

      • Then do the same thing for the y values

    • It's helpful to add extra rows (or columns) to a table to write down the rankings in

      • along with additional rows (or columns) for the d and d squared values calculated in Steps 2 and 3

    • You can also start with the lowest value as 1 and rank from lowest to highest

      • But you must do the same thing for both sets!

  • STEP 2
    Calculate the difference d between the ranks for each pair of values

    • d equals open parentheses rank space of space x space value close parentheses minus open parentheses rank space of space y space value close parentheses

  • STEP 3
    Calculate the squares of the differences between the ranks for each pair of values

    • i.e. square each d value to find the corresponding d squared value

  • STEP 4
    Find the sum of all the d squared values found in Step 3

    • This sum of d squared values is denoted by sum d squared

  • STEP 5
    Calculate the Spearman's rank correlation coefficient straight r subscript S by using the formula

    • straight r subscript straight S equals 1 minus fraction numerator 6 sum d squared over denominator n open parentheses n squared minus 1 close parentheses end fraction

      • sum d squared is the sum of the differences squared

      • n is the number of data values in each set

      • This formula is on the exam formula sheet, so you don't need to remember it

Exam Tip

  • Remember that Spearman's rank correlation coefficient is calculated from the rankings of the data values

    • not from the data values themselves

  • Your calculator may be able to calculate a Spearman's rank correlation coefficient directly from lists of the rankings

    • An answer using this sort of calculator function will be accepted on the exam

Worked Example

Rex was watching the bonnie pet judging competition at a village fête.

He wrote down the scores (out of 10) that the judges gave to each of 6 pets, and recorded them in the following table.

Pet

Judge 1

score

Judge 1 rank

Judge 2 score

Judge 2 rank

d

d2

A

9

7.5

B

4.5

6

C

7.5

5.5

D

6

9.5

E

7

10

F

8.5

9

Work out Spearman's rank correlation coefficient for the two judges' scorings, giving your answer correct to 3 decimal places.


First of all, rank the scores in each judge's list
Note that each list is ranked separately
Here we will let '1' be the highest score in each list, and rank from highest to lowest
(You could also call the lowest '1' and rank from lowest to highest, as long as you do that for both lists)

Pet

Judge 1

score

Judge 1 rank

Judge 2 score

Judge 2 rank

d

d2

A

9

1

7.5

4

B

4.5

6

6

5

C

7.5

3

5.5

6

D

6

5

9.5

2

E

7

4

10

1

F

8.5

2

9

3

Now calculate the differences by subtracting each Judge 2 rank from the corresponding Judge 1 rank

Pet

Judge 1

score

Judge 1 rank

Judge 2 score

Judge 2 rank

d

d2

A

9

1

7.5

4

1-4=-3

B

4.5

6

6

5

6-5=1

C

7.5

3

5.5

6

3-6=-3

D

6

5

9.5

2

5-2=3

E

7

4

10

1

4-1=3

F

8.5

2

9

3

2-3=-1

Now square those to find the d2 values

Pet

Judge 1

score

Judge 1 rank

Judge 2 score

Judge 2 rank

d

d2

A

9

1

7.5

4

1-4=-3

(-3)2=9

B

4.5

6

6

5

6-5=1

12=1

C

7.5

3

5.5

6

3-6=-3

(-3)2=9

D

6

5

9.5

2

5-2=3

32=9

E

7

4

10

1

4-1=3

32=9

F

8.5

2

9

3

2-3=-1

(-1)2=1

Find the sum of the d2 values

9 plus 1 plus 9 plus 9 plus 9 plus 1 equals 38

Now use straight r subscript straight S equals 1 minus fraction numerator 6 sum d squared over denominator n open parentheses n squared minus 1 close parentheses end fraction
There are 6 scores in each list, so n equals 6

table row cell straight r subscript straight S end cell equals cell 1 minus fraction numerator 6 open parentheses 38 close parentheses over denominator 6 open parentheses 6 squared minus 1 close parentheses end fraction end cell row blank equals cell 1 minus 228 over 210 end cell row blank equals cell negative 3 over 35 end cell row blank equals cell negative 0.085714... end cell end table

Round to 3 decimal places

-0.086

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Roger

Author: Roger

Roger's teaching experience stretches all the way back to 1992, and in that time he has taught students at all levels between Year 7 and university undergraduate. Having conducted and published postgraduate research into the mathematical theory behind quantum computing, he is more than confident in dealing with mathematics at any level the exam boards might throw at you.