
Spearmans Rank Help
Hey, I think I'm posting in the right section of the forum. I'm not really sure what Spearman Rank Correlation test falls under. I'm having trouble understanding it fully. I have two sets of data.
Data 1
6.3
5.3
6.0
1.7
1.7
3.2
6.3
6.0
4.9
Data 2
5.7
6.3
5.8
1.7
1.7
2.2
6.3
6.3
6.0
Obviously using these two sets of data I get the probability of 0.683333. I think thats right anyway :(
I was just wondering how you find the 0.05 value and 0.01 value?
Any help is much appreciated :) xx

Given n pairs of observations, $\displaystyle (x_i,y_i)$ , the $\displaystyle x_i$ values are assigned a rank value and, separately, the values are $\displaystyle y_i$ assigned a rank. For each pair $\displaystyle (x_i,y_i)$ , the corresponding difference $\displaystyle d_i$ between the $\displaystyle x_i$and $\displaystyle y_i$ ranks is found. The value $\displaystyle R$ is: $\displaystyle R=\sum_{i=1}^n d_i^2$
The test statistic is then: $\displaystyle Z=\frac{6Rn(n^21)}{n(n+1)\sqrt{n+1}}$ which is approximately Normally distributed.
You can now perform the test using $\displaystyle \tau_{0.05}$ and $\displaystyle \tau_{0.01}$ points of a Standard Normal distribution.

Another question?
Can i just ask why i see loads of different critical value tables out there on the net offering loads of different values each time I view a different one? Cheers x

Critical values of any distribution depend on the Level of the test. Which level do you want to consider?