The Difference Between the Correlation Coefficient and Spearman’s Rank Correlation Coefficient

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The correlation coefficient, also called Pearson’s correlation coefficient and labelledtests the goodness of fit of a set of points to a straight between -1 and 1. Ifthe points are a perfect fit to a straight line with a positive correlation and ifthey are a perfect fit to a line with a negative correlation.

Spearman’s rank correlation coefficientonly tests if two quantities increase or decrease together, without necessarily being a good fit to a straight line. A value of 1 formeans that if one quantity increases then so does the other with absolute certainty.

Spearman’s rank correlation coefficient is preferable if two quantities are related but the relationship is not linear. It is usual to draw a graph before assessing the nature of any relationship.

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