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## Re: p value for spearman's correlation

 From: Alex Ernesto Davila Davila Subject: Re: p value for spearman's correlation Date: Sun, 27 Dec 2020 10:42:04 -0500

A textbook that might be very useful as a comprehensive review of nonparametric is Siegel's:

I like this text because in a  very intuitive way describes the foundations and procedures for the techniques.

Concerning CROSSTABS, the phi or tetrachoric coefficient for a 2x2 crosstab is a particular case of Pearson correlation when the two variables are dichotomic.

As we know, in general, CROSSTABS for nxm dimension tables, Chi-square statistics is used and for tables with spare data, Fisher exact test:

Basically, the story for small samples would lay on combinatorial procedures to generate ad hoc empirical distributions.

Alex

On 12/26/2020 2:57 PM, Alan Mead wrote:
My understanding was that Spearman's Rho is simply Pearson's r calculated on ranked data. If so, you can interpret them identically (other than the effect of ranking, which may be substantial), including using the same hypothesis test.
Isn't it a bug if there is a space for p-value and it's blank?
If you're saying that PSPP censors the p-value for small samples, that seems like the main use-case for using p-values. I just checked and the introductory stats book I taught from (Howell's undergraduate "Fundamental Statistics for the Behavioral Sciences") only has a couple pages on Spearman's Rho, but confirms the above and doesn't say anything about the hypothesis test being "wildly inaccurate" for small samples? I mean, all estimates from small samples are "wildly inaccurate," right?

-Alan

El sáb, 26 dic 2020 a las 14:57, Alan Mead (<amead2@alanmead.org>) escribió:
John,

My understanding was that Spearman's Rho is simply Pearson's r calculated on ranked data. If so, you can interpret them identically (other than the effect of ranking, which may be substantial), including using the same hypothesis test.

Isn't it a bug if there is a space for p-value and it's blank?

If you're saying that PSPP censors the p-value for small samples, that seems like the main use-case for using p-values. I just checked and the introductory stats book I taught from (Howell's undergraduate "Fundamental Statistics for the Behavioral Sciences") only has a couple pages on Spearman's Rho, but confirms the above and doesn't say anything about the hypothesis test being "wildly inaccurate" for small samples? I mean, all estimates from small samples are "wildly inaccurate," right?

-Alan

On 12/26/2020 6:22 AM, John Darrington wrote:
```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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