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Rank correlation

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Spearman Rank Correlation measures the correlation between two sequences of values. The two sequences are ranked separately and the differences in rank are calculated at each position, i.

 


Rank correlation
The simplest use of ranks is extending the notion of correlation coefficient to ranked observations.

Rank Correlation. A rank correlation coefficient is a coefficient of correlation between two random variables that is based on the ranks of the measurements and not the actual values, for example, see Spearman R, Kendall tau, Gamma.

Pearson product-moment correlation Â- Rank correlation (Spearman's rho, Kendall's tau) Â- Partial correlation Â- Confounding variable
Regression analysis
Ordinary least squares Â- Partial least squares Â- Total least squares Â- Ridge regression ...

See also: ANOVA, Distribution, Regression, Variance, Correlation coefficient

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