Spearman's rho - overview
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Spearman's rho | Paired sample $t$ test |
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Variable 1 | Independent variable | |
One of ordinal level | 2 paired groups | |
Variable 2 | Dependent variable | |
One of ordinal level | One quantitative of interval or ratio level | |
Null hypothesis | Null hypothesis | |
H0: $\rho_s = 0$
Here $\rho_s$ is the Spearman correlation in the population. The Spearman correlation is a measure for the strength and direction of the monotonic relationship between two variables of at least ordinal measurement level. In words, the null hypothesis would be: H0: there is no monotonic relationship between the two variables in the population. | H0: $\mu = \mu_0$
Here $\mu$ is the population mean of the difference scores, and $\mu_0$ is the population mean of the difference scores according to the null hypothesis, which is usually 0. A difference score is the difference between the first score of a pair and the second score of a pair. | |
Alternative hypothesis | Alternative hypothesis | |
H1 two sided: $\rho_s \neq 0$ H1 right sided: $\rho_s > 0$ H1 left sided: $\rho_s < 0$ | H1 two sided: $\mu \neq \mu_0$ H1 right sided: $\mu > \mu_0$ H1 left sided: $\mu < \mu_0$ | |
Assumptions | Assumptions | |
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Test statistic | Test statistic | |
$t = \dfrac{r_s \times \sqrt{N - 2}}{\sqrt{1 - r_s^2}} $ Here $r_s$ is the sample Spearman correlation and $N$ is the sample size. The sample Spearman correlation $r_s$ is equal to the Pearson correlation applied to the rank scores. | $t = \dfrac{\bar{y} - \mu_0}{s / \sqrt{N}}$
Here $\bar{y}$ is the sample mean of the difference scores, $\mu_0$ is the population mean of the difference scores according to the null hypothesis, $s$ is the sample standard deviation of the difference scores, and $N$ is the sample size (number of difference scores). The denominator $s / \sqrt{N}$ is the standard error of the sampling distribution of $\bar{y}$. The $t$ value indicates how many standard errors $\bar{y}$ is removed from $\mu_0$. | |
Sampling distribution of $t$ if H0 were true | Sampling distribution of $t$ if H0 were true | |
Approximately the $t$ distribution with $N - 2$ degrees of freedom | $t$ distribution with $N - 1$ degrees of freedom | |
Significant? | Significant? | |
Two sided:
| Two sided:
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n.a. | $C\%$ confidence interval for $\mu$ | |
- | $\bar{y} \pm t^* \times \dfrac{s}{\sqrt{N}}$
where the critical value $t^*$ is the value under the $t_{N-1}$ distribution with the area $C / 100$ between $-t^*$ and $t^*$ (e.g. $t^*$ = 2.086 for a 95% confidence interval when df = 20). The confidence interval for $\mu$ can also be used as significance test. | |
n.a. | Effect size | |
- | Cohen's $d$: Standardized difference between the sample mean of the difference scores and $\mu_0$: $$d = \frac{\bar{y} - \mu_0}{s}$$ Cohen's $d$ indicates how many standard deviations $s$ the sample mean of the difference scores $\bar{y}$ is removed from $\mu_0.$ | |
n.a. | Visual representation | |
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n.a. | Equivalent to | |
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Example context | Example context | |
Is there a monotonic relationship between physical health and mental health? | Is the average difference between the mental health scores before and after an intervention different from $\mu_0 = 0$? | |
SPSS | SPSS | |
Analyze > Correlate > Bivariate...
| Analyze > Compare Means > Paired-Samples T Test...
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Jamovi | Jamovi | |
Regression > Correlation Matrix
| T-Tests > Paired Samples T-Test
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Practice questions | Practice questions | |