Spearman’s Rho Table

Spearman's rho stats table

The table contains critical values for two-tail tests. For one-tail tests, multiply α by 2.

If the calculated Spearman’s rho is greater than the critical value from the table, then reject the null hypothesis that there is no correlation.

See Spearman’s Rho for details.

6 Responses to Spearman’s Rho Table

  1. ilse says:

    Hi,

    Your website is helping me a lot with statistics, thanks!
    I have a question about the values in the table on this page. I calulated the Spearman Rank correlation for a dataset with n=9 for alpha=0.05 two-tailed. I found in your table that the critical value I need to use is 0.700. My correlation is 0.6833, which means that it is not significant.
    However, I also calculated the P-value, which is 0.042. This is less than alpha, so it is significant.
    So both methods results in a different conclusion. Why is that, or am I doing something wrong?

    Furthermore, I found another spearman rho table (http://users.sussex.ac.uk/~grahamh/RM1web/Spearmanstable2005.pdf) which ahs different critical values than the table on this website. There I find that rho_crit = 0.683, so my correlation is significant. Why is this table different?

    I hope you can explain me!
    Thanks a lot.
    Ilse

    • Charles says:

      Ilse,
      I have also seen differences from one table of critical values to another. I can’t comment on the table you sent me since I don’t know how its values were calculated, but in general differences may be due to different assumptions or different simulation results
      Where did the p-value = .042 come from? This value seems to be quite low compared to the .05 p-value at the critical value from the table you sent me
      Charles

  2. Aurélie says:

    Thanks for this usefull table. However, I’m working with tables of thouthands of values. How could I find the Spearman’s Rho table for up to 70000 samples?
    Thanks in advance for your help and advises
    Aurélie

  3. B says:

    Thanks for the web, it is very insightful.
    However, I have only looked at Spearman and Kendall, and I may be wrong, but I have the serious impression that when you say that to get the one-tailed test one should multiply alpha times 2, I think it should be actually the opposite, i.e., divide alpha by two.
    Thanks,
    B.

    • Charles says:

      It really depends on how you look at it, but it any case the table is for the two-tailed test, and so if you want say the critical value for the one-tail test where alpha = .05, you need to find the value in the (two-tail) table where alpha is .1 (i.e. double).
      Charles

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