Overview (NONPAR CORR command)

NONPAR CORR computes two rank-order correlation coefficients, Spearman’s rho and Kendall’s tau-b, with their significance levels. You can obtain one or both coefficients. NONPAR CORR automatically computes the ranks and stores the cases in memory. Therefore, memory requirements are directly proportional to the number of cases that are being analyzed.

Options

Coefficients and Significance Levels. By default, NONPAR CORR computes Spearman coefficients and displays the two-tailed significance level. You can request a one-tailed test, and you can display the significance level for each coefficient as an annotation by using the PRINT subcommand.

Random Sampling. You can request a random sample of cases by using the SAMPLE subcommand when there is not enough space to store all cases.

Matrix Output. You can write matrix materials to a matrix data file by using the MATRIX subcommand. The matrix materials include the number of cases that are used to compute each coefficient and the Spearman or Kendall coefficients for each variable. These materials can be read by other procedures.

Basic Specification

The basic specification is VARIABLES and a list of numeric variables. By default, Spearman correlation coefficients are calculated.

Subcommand Order

  • VARIABLES must be specified first.
  • The remaining subcommands can be used in any order.

Operations

  • NONPAR CORR produces one or more matrices of correlation coefficients. For each coefficient, NONPAR CORR displays the number of used cases and the significance level.
  • The number of valid cases is always displayed. Depending on the specification on the MISSING subcommand, the number of valid cases can be displayed for each pair or in a single annotation.
  • If all cases have a missing value for a given pair of variables, or if all cases have the same value for a variable, the coefficient cannot be computed. If a correlation cannot be computed, NONPAR CORR displays a decimal point.
  • If both Spearman and Kendall coefficients are requested, and MATRIX is used to write matrix materials to a matrix data file, only Spearman’s coefficient will be written with the matrix materials.

Limitations

  • A maximum of 25 variable lists is allowed.
  • A maximum of 100 variables total per NONPAR CORR command is allowed.