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Math Help - Spearman- critical value calculation on large sample

  1. #1
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    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?
    Last edited by pmclinn; September 11th 2012 at 12:36 PM.
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  2. #2
    Senior Member MaxJasper's Avatar
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    Lightbulb 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
    Last edited by MaxJasper; September 11th 2012 at 01:23 PM.
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  3. #3
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    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?
    Last edited by pmclinn; September 11th 2012 at 01:42 PM.
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  4. #4
    Senior Member MaxJasper's Avatar
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    Re: Spearman- critical value calculation on large sample

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

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  5. #5
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    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.
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