Spearman’s Correlation

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The correlation between two variables, and is:

where:

and where ties are replaced by their means,
and are their means, respectively,
is the Calibrated Weight for the th of observations

Note: a bug existed in versions of Q prior to Q5.0.2, caused by Spearman ranks being calculated without omitting the cases with missing values in any of the two input variables. The impact of this bug should be minimal and proportional to the amount of missing values in the data set. We have observed that the bug typically resulted in a difference in the reported Spearman correlation at the 4th decimal place compared to the correct value. As a result, is unlikely that this bug would have affected Spearman correlation significance test results and any inferences made from them.

See also

Correlations - Comparing Two Numeric Variables