Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Kraemer, H. C. 2005. Rank Correlation. Encyclopedia of Biostatistics. 6.
- Published Online: 15 JUL 2005
When observations on two variables are made on each of a number of units, the association between the variables is often measured by the Pearson product-moment correlation coefficient. This is inappropriate if the variables are ordinal or when their distributions are far from normal. Rank correlation coefficients are based on the ranks of the observations. Spearman's coefficient is obtained by using the ranks in the usual formula for the product-moment coefficient. Kendall's tau coefficient is expressed through comparisons between all pairs of units, noting, for each pair, whether the two variables order the units in the same or the opposite direction. Methods of inference are outlined.
- tied ranks