[R] Test statistic for Spearman correlation
Brett Magill
bmagill at earthlink.net
Thu May 1 14:45:18 CEST 2003
In the ouput below, what is the "S" statistic (S = 96) that is used for Spearman? I don't have easy access to the books cited on the help page. Other texts and web sources that I have found use t or z as a test for Spearman, perhaps inappropriately. Can anyone tell me how S is computed or refer to a web resource?
I see from the code for that:
q <- as.integer((n^3 - n) * (1 - ESTIMATE)/6)
STATISTIC <- c(S = q)
I couldn't decipher the next part. Would appreciate some help.
R 1.7.0 Windows 98.
_________________________________________
Spearman's rank correlation rho
data: x and y
S = 96, p-value = 0.2324
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
0.4181818
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