Spearman Rank Order Correlation

For ordinal-level data, the Spearman rank order correlation is one of the most common methods to measure the direction and strength of the association between two variables. First put forth by British psychologist Charles E. Spearman in a 1904 paper, the nonparametric (i.e., not based on a standard distribution) statistic is computed from the sequential arrangement of the data rather than the actual data values themselves. The Spearman rank order correlation is a specialized case of the Pearson product-moment correlation that is adjusted for data in ranked form (i.e., ordinal level) rather than interval or ratio scale. It is most suitable for data that do not meet the criteria for the Pearson product-moment correlation coefficient (or Pearson's r), such as variables with a non-normal distribution ...