Nonparametric statistics. Part 3. Correlation coefficients

Abstract

A measure of correlation or strength of association between random variables is the correlation coefficient. In scientific research, correlation analysis is most often carried out using various correlation coefficients without explaining why this particular coefficient was chosen and what the resulting value of this coefficient means. The article discusses Spearman correlation coefficient, Kendall correlation coefficient, phi (Yule) correlation coefficient, Cramér’s correlation coefficient, Matthews correlation coefficient, Fechner correlation coefficient, Tschuprow correlation coefficient, rank-biserial correlation coefficient, point-biserial correlation coefficient, as well as association coefficient and contingency coefficient. The criteria for applying each of the coefficients are given. It is shown how to establish the significance (insignificance) of the resulting correlation coefficient. The scales in which the correlated variables should be located for the coefficients under consideration are presented. Spearman rank correlation coefficient and other nonparametric indicators are independent of the distribution law, and that is why they are very useful. They make it possible to measure the contingency between such attributes that cannot be directly measured, but can be expressed by points or other conventional units that allow ranking the sample. The benefit of rank correlation coefficient also lies in the fact that it allows to quickly assess the relationship between attributes regardless of the distribution law. Examples are given and step-by-step application of each coefficient is described. When analyzing scientific research and evaluating the results obtained, the strength of association is most commonly assessed by the correlation coefficient. In this regard, a number of scales are given (Chaddock scale, Cohen scale, Rosenthal scale, Hinkle scale, Evans scale) grading the strength of association for correlation coefficient, both widely recognized and not so well known.