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Re: p value for spearman's correlation


From: John Darrington
Subject: Re: p value for spearman's correlation
Date: Sat, 26 Dec 2020 13:22:44 +0100
User-agent: Mutt/1.10.1 (2018-07-13)

It N is large the significance of Spearman's Rho can be estimated using the
T statistic.   This is what SPSS does in its NPAR TEST CORR command.  However
it is wildly inaccurate for small values of N and SPSS has taken a lot of
criticism for it.

J'

On Sat, Dec 26, 2020 at 12:45:26PM +0530, Ramagokula Krishnan wrote:
     Hi,
     
     Hope you are safe and well. First of all, thanks for making this software a
     reality. Many of my students in India are benefiting from this.
     
     This is a small query I have with regard to Spearman's Rank Correlation
     using ordinal variables. There is an option to perform the test under the
     crosstab option which is great. However, the p value (significance) is not
     shown in the output.
     
     I've attached a screenshot of the output. Please have a look at the bottom
     most table which has the correlation values but the significance has not
     been mentioned.
     
     It would be great if there was a workaround through which I could estimate
     the p value as well.
     
     Thank you in advance
     Dr. S. Rama Gokula Krishnan





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