Comparison of Values of Pearson's and Spearman's Correlation Coefficients on the Same Sets of Data

Jan Hauke () and Kossowski Tomasz
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Kossowski Tomasz: Institute of Socio-Economic Geography and Spatial Management, Adam Mickiewicz University, Poznań, Poland

Quaestiones Geographicae, 2011, vol. 30, issue 2, 87-93

Abstract: Spearman's rank correlation coefficient is a nonparametric (distribution-free) rank statistic proposed by Charles Spearman as a measure of the strength of an association between two variables. It is a measure of a monotone association that is used when the distribution of data makes Pearson's correlation coefficient undesirable or misleading. Spearman's coefficient is not a measure of the linear relationship between two variables, as some "statisticians" declare. It assesses how well an arbitrary monotonic function can describe a relationship between two variables, without making any assumptions about the frequency distribution of the variables. Unlike Pearson's product-moment correlation coefficient, it does not require the assumption that the relationship between the variables is linear, nor does it require the variables to be measured on interval scales; it can be used for variables measured at the ordinal level. The idea of the paper is to compare the values of Pearson's product-moment correlation coefficient and Spearman's rank correlation coefficient as well as their statistical significance for different sets of data (original - for Pearson's coefficient, and ranked data for Spearman's coefficient) describing regional indices of socio-economic development.

Keywords: Pearson's correlation coefficient; Spearman's rank correlation coefficient; Kendall's tau; regional indices of socio-economic development; Pearson's correlation coefficient; Spearman's rank correlation coefficient; Kendall's tau; regional indices of socio-economic development (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:quageo:v:30:y:2011:i:2:p:87-93:n:9

DOI: 10.2478/v10117-011-0021-1

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