# Spearman's Correlation

- March 29, 2019 • 20 min read
- Key Terms: correlation, scatter plot, python, pandas

Spearman's correlation is a measure of rank correlation between two numerical variables. It's often denoted as $\rho$ or $r_{s}$.

For example, a Spearman's correlation test can help better identify the relationship between carats in a diamond ring and its price. Does more carats equate to a higher price?

The Spearman's rank correlation is a non-parametric test so there are no requirements of the distributions of the variables to be tested.

On the other hand, in a Pearson's correlation test, there is assumed to be a *linear* relationship between two variables. However, the Spearman's rank correlation test can identify non-linear relationships between two variables.

### Import Modules¶

```
import numpy as np
from scipy import stats
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
% matplotlib inline
```

```
sns.set_context("talk")
sns.set_style("darkgrid")
```

### Data Requirements¶

The assumption for the Spearman's rank correlation test is that there is a monotonic relationship between the two variables being tested. A **monotonic relationship** exists when one of two following situations exists:

1) As one variable increases, the other variable increases.

2) As one variable increases, the other variable decreases.

Spearman's correlation determines the *strength* (how large or small) and *direction* (positive or negative) of the monotonic relationship between two variables.

### Visual Examples of Monotonic and Non-Monotonic Relationships¶

Below, as the x-values increase, the y-values almost always increase too so there is a monotonic relationship.

Note there is an observation in which the x-value at $-1$ has a smaller y-value of $-1$ than the previous x-value of $-2$. So there is not a *perfect* positive monotonic relationship. Generally, as long as the far majority of observations follow one of the two conditions outlined above, there's a monotonic relationship between two variables.

```
x = [-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5]
y = [-3.2, -2.5, -2.1, -0.8, -1, 1.1, 2.1, 3.8, 6.5, 9.1, 13.8]
plt.figure(figsize=(8, 6))
plt.scatter(x, y, color='red')
plt.xlabel("x-values", labelpad=13)
plt.ylabel("y-values", labelpad=13)
plt.title("Monotonic Relationship Between Two Variables", y=1.015);
```

Below is a monotonic relationship because as the x-values increase, the y-values decrease.

```
x = [-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5]
y = [5, 4.1, 3.2, 1.8, 1.3, 0.1, -1.1, -2.1, -3.05, -3.7, -4.9]
plt.figure(figsize=(8, 6))
plt.scatter(x, y, color='blue')
plt.xlabel("x-values", labelpad=13)
plt.ylabel("y-values", labelpad=13)
plt.title("Another Monotonic Relationship Between Two Variables", y=1.015);
```

Here is an example of a non-monotonic relationship because as the x-values increase, the y-values first decrease and then later increase.

```
x = [-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5]
y = [5, 4.1, 3.2, 1.8, 1.3, 0.1, 1.1, 2.1, 3.05, 3.7, 4.9]
plt.figure(figsize=(8, 6))
plt.scatter(x, y, color='green')
plt.xlabel("x-values", labelpad=13)
plt.ylabel("y-values", labelpad=13)
plt.title("Non-Monotonic Relationship Between Two Variables", y=1.015);
```

### Explanation of Coefficient Values¶

If the Pearson's rank correlation value $r_{s}$ is *positive*, as values from one variable increase, values from the other variable increase.

If the rank correlation value is *negative*, as values from one variable decrease, the values from the other variable increase.

The table below provides some examples of $r_{s}$ and explanations.

Spearman's rank correlation | Interpretation |
---|---|

0 | There's no correlation between the two variables |

-0.25 | There's a small negative correlation between the two variables |

-0.75 | There's a large negative correlation between the two variables |

-1.0 | There's a perfect negative correlation between the two variables |

0.25 | There's a small positive correlation between the two variables |

0.75 | There's a large positive correlation between the two variables |

1.0 | There's a perfect positive correlation between the two variables |

### Example: Diamonds Dataset - Carat and Price¶

#### Get Diamonds Dataset¶

Import `diamonds`

dataset from Seaborn library and assign to DataFrame `df_diamonds`

.

Each row of `df_diamonds`

contains details about a specific diamond purchased. We'll just utilize the `price`

and `carat`

columns below.

```
df_diamonds = sns.load_dataset('diamonds')
```

Preview the first few rows of `df_diamonds`

.

```
df_diamonds.head()
```

#### Explanation of carats¶

`carat`

is a unit of measurement in diamonds to characterize its mass. Typically, bigger/heavier diamonds are known to be more expensive.

Here's a helpful image from womengettingmaried.com.

#### View Distribution of Carats versus Diamond Prices¶

The plot below has `carats`

on the x-axis and `price`

on the y-axis.

```
df_diamonds.plot.scatter(x='carat', y='price', s=22, alpha=0.25, c='plum', figsize=(11, 8))
plt.xlabel("carats", labelpad=15)
plt.ylabel("price [$]", labelpad=15)
plt.title("Carats versus Price of Diamonds", y=1.015);
```

At first glance, it seems there's a positive correlation between the two variables. Generally, as carats increase, price increases. However, this relationship doesn't like like an exact *linear* correlation.

Let's first examine the *linear* relationship between the two variables by calculating the Pearson's correlation coefficient.

```
round(stats.pearsonr(df_diamonds['carat'], df_diamonds['price'])[0], 2)
```

There is a strong positive *linear* relationship between the two variables.

Next, let's examine the Spearman's rank correlation value.

```
round(stats.spearmanr(df_diamonds['carat'], df_diamonds['price'])[0], 2)
```

The Spearman's rank correlation value of $0.96$ is higher than the Pearson's correlation value of $0.92$. This high value of $0.96$ and also because it's greater than $0.92$ means that the relationship between the two variables can be characterized as something that's *not* linear. This is evident in the visualization. For every unit increase in `carats`

, there's an increasingly *greater* unit increase in the `price`

. The relationship between the two variables could be characterized closer to exponential than linear.