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L1592_Frame_C31  Page 284  Tuesday, December 18, 2001  2:50 PM









                                                                                 2
                                                                                          2
                       Knowing  that the data are rankings, we can simplify this using d i =  ( x i – ) ,  which gives
                                                                                       y i
                       x i y i =  --- x i +(  2  y i – d i )  and:
                                      2
                                  2
                            1
                            2
                                                   ∑ x i +  y i – d i )  ∑x i +  ∑y i –  2
                                                    (
                                                         2
                                                      2
                                                                    2
                                                                         2
                                                             2
                                              r S =  ------------------------------------ =  -----------------------------------------
                                                                           ∑d i
                                                         2  2           2  2
                                                    2 ∑x i ∑y i    2 ∑x i ∑y i
                       The above equation can be used even when there are tied ranks. If there are no ties, then ∑x i =  ∑y i =
                                                                                             2
                                                                                                   2
                       nn –(  2  1)/12   and:
                                                                   2
                                                       r S =  1 –  ----------------------
                                                                6∑d i
                                                               (
                                                                 2
                                                              nn –  1)
                       The subscript S indicates the Spearman rank-order correlation coefficient. Like the Pearson product-
                       moment correlation coefficient, r S  can vary between −1 and +1.
                       Case Study: Taste and Odor
                       Drinking water is treated with seven concentrations of a chemical to improve taste and reduce odor. The
                       taste and odor resulting from the seven treatments could not be measured quantitatively, but consumers
                       could express their opinions by ranking them. The consumer ranking produced the following data, where
                       rank 1 is the most acceptable and rank 7 is the least acceptable.
                                     Water Sample        A    B   C    D    E    F    G
                                     Taste and odor ranking  1  2  3   4    5    6    7
                                     Chemical added (mg/L)  0.9  2.8  1.7  2.9  3.5  3.3  4.7
                       The chemical concentrations are converted into rank values by assigning the lowest (0.9 mg/L) rank 1
                       and the highest (4.7 mg/L) rank 7. The table below shows the ranks and the calculated differences. A
                       perfect correlation would have identical ranks for the taste and the chemical added, and all differences
                       would be zero. Here we see that the differences are small, which means the correlation is strong.
                                        Water Sample  A    B   C    D    E    F    G
                                        Taste ranking  1   2    3   4     5   6    7
                                        Chemical added  1  3    2   4     6   5    7
                                                      0   −1    1   0    −1   1    0
                                        Difference, d i
                       The Spearman rank correlation coefficient is:
                                                   (
                                                6∑ 1) +  1 +  1 +  – (  1)  2  24
                                                      2
                                                             2
                                                          2
                                                   –
                                         r s =  1 –  --------------------------------------------------------------- =  1 –  --------- =  0.93
                                                       77 –(  2  1)       336
                       From Table 31.2, when n = 7, r s  must exceed 0.786 if the null hypothesis of “no correlation” is to be
                       rejected at 95% confidence level. Here we conclude there is a correlation and that the water is better
                       when less chemical is added.
                       Comments

                       Correlation coefficients are a familiar way of characterizing the association between two variables.
                       Correlation is valid when both variables have random measurement errors. There is no need to think of
                       one variable as x and the other as y, or of one as predictor and the other predicted. The two variables
                       stand equal and this helps remind us that correlation and causation are not equivalent concepts.

                       © 2002 By CRC Press LLC
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