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Understanding Spearman Correlation Differences Between R and Excel

Learn how to interpret the differences in `Spearman correlation` results between R and Excel, including step-by-step analysis and solutions.
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This video is based on the question https://stackoverflow.com/q/70713841/ asked by the user 'Agata' ( https://stackoverflow.com/u/9592148/ ) and on the answer https://stackoverflow.com/a/70714219/ provided by the user 'Ben Bolker' ( https://stackoverflow.com/u/190277/ ) at 'Stack Overflow' website. Thanks to these great users and Stackexchange community for their contributions.

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Understanding Spearman Correlation Differences Between R and Excel

When analyzing data statistically, using correlation methods can be quite revealing. However, it can also lead to confusion when different platforms yield differing results. If you've run Spearman correlation analyses in both R and Excel, only to find discrepancies in the results, you are not alone. This guide will explore why this happens and how to interpret the results correctly.

The Problem

You've run some analyses using Spearman correlation on a dataset in both R and Excel, but the results are perplexingly different:

R's Spearman result: rho ≈ 0.714 with a p-value of 0.03062

Excel's correlation result: 0.48 using the CORREL function

This raises a number of questions. What do these results mean? Why is there such a stark difference? Which one is correct?

Deciphering the Confusion

The core of the confusion lies in the method of correlation that each platform is using:

R's Analysis

In R, when you run the command:

[[See Video to Reveal this Text or Code Snippet]]

You are specifically requesting the Spearman correlation, which is a non-parametric measure that assesses how well the relationship between two variables can be described using a monotonic function. The output you obtained indicates a strong positive correlation between X and Y:

Spearman rho (ρ): Approximately 0.714

Excel's Analysis

On the other hand, when you use the CORREL function in Excel, it calculates the Pearson correlation coefficient, which measures linear relationships between two variables. This is fundamentally different from Spearman correlation, leading to the second output where:

Pearson correlation: is approximately 0.48

Key Takeaways

Different Correlation Types: Excel performed a Pearson correlation, thereby yielding a result that does not correspond to Spearman’s analysis in R.

Check Methods: Always verify the method of correlation that each platform is using. In Excel, it defaults to Pearson unless specified otherwise.

Understanding Results: R’s Spearman correlation indicates a strong monotonic relationship (ρ 0.5), while Excel's Pearson correlation suggests a moderate linear relationship.

Clarifying Your Future Analyses

Now that you understand the discrepancy, here are some best practices for future analyses using both R and Excel:

Know Your Dataset: Understand the nature of your data. If your data has monotonic relationships, Spearman is a better fit. For linear relationships, Pearson may suffice.

Verify Correlation Methods: Before running analyses, confirm what type of correlation you are calculating in both R and Excel to avoid any misinterpretation.

Trust Your Tools: If you need to analyze a larger dataset, and especially if it exhibits non-normal distributions, R's statistical capabilities are often more robust than Excel.

Conclusion

Understanding the differences in correlation methods between R and Excel can significantly enhance your data analysis process. By ensuring clarity on whether you’re running a Spearman or Pearson analysis, you will be better equipped to interpret and rely on your results. Don't hesitate to explore the powerful statistical functions available in R for a deeper insight into your data.

Have you encountered similar discrepancies in your analyses? Share your experiences in the comments below!

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