Terms used in official statistics

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Spearman's rank correlation coefficient


Definition:

The measure of the strength of the correlation for the measurable and non-measurable features that can be and set in the form of a correlation series. Spearman's coefficient has similar properties as Pearson's linear correlation coefficient, since it shows the force (absolute value) and the direction (sign) of the correlation of the two features of the analyzed population. The value of this coefficient is in the closed interval [-1, 1]. And the closer to the ends of this range, the stronger the correlation between the features.


High-level terms

Low-level terms:

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Grzegorz Borowski
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