Spearman Correlation

Spearman's rank correlation (rs) measures the strength of the monotonic relationship between two variables using their ranks. It is the non-parametric equivalent of Pearson's r and is more robust to outliers.

1. 1Rank each variable from 1 to n
2. 2rs = 1 − (6Σd²) / (n(n²−1))
3. 3d = difference in ranks for each pair
4. 4Perfect rank agreement → rs=1; perfect reversal → rs=−1