# Thread: Spearman- critical value calculation on large sample

1. ## Spearman- critical value calculation on large sample

I have a spearman result set, that was calculated from 11,012 observations, with spearman=.581, and I'm looking to find the critical value (a=.05). I have found the formula, s= r* sqrt(n-2)/sqrt(1-power(r,2)) but this seems to give me a value of 74.903 How do I calculate this critical value?

2. ## Re: Spearman- critical value calculation on large sample

s has a t-distribution with df=n-2

$1-P(0.581|11012-2)=0.28063$

$t(\nu =11012-2|.05)=1.645$

3. ## Re: Spearman- critical value calculation on large sample

Thank you. I'm still new at this as I'm learning out of a book. How did you get .28063 and 1.645 and what do they represent? Can this be shown in Excel or is it done using a lookup?

4. ## Re: Spearman- critical value calculation on large sample

Yes, Excel has several statistical functions including t-dist.

5. ## Re: Spearman- critical value calculation on large sample

ok, I'm looking to program this into a sub procedure so I'm looking for the underlying methodology using these variables. I'll read up on t-dist though.