Pearson, Spearman and Kendall Correlation Coefficients, by Hand


Introduction

Instatistics, a correlation is used to evaluate the relationship between two variables.

In a previous post, we showed how to compute a correlation and perform a correlation test in R. In this post, we illustrate how to compute the Pearson, Spearman, and Kendall correlation coefficients by hand and under two different scenarios (i.e., with and without ties).

Data

To illustrate the methods with and without ties, we consider two different datasets, one with ties and another without ties.

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