On Sun, 2 Jun 2002 05:47:54 -0500 "Jerry Harder" <[EMAIL PROTECTED]> wrote:
> > "Yvette" <[EMAIL PROTECTED]> wrote in message > [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > > Hello all, > > > > I conducted a pearson (upper diagonal)/spearman (lower diagonal) > > correlation test in SAS. However, the results differ significantly > > between the two tests. Can anyone offer any suggestions as to why > > these results would differ so much. > > > > RESULTS OF CORRELATIONS: > > > > Cash Earn FR MR AR NS <S > > Cash .9968(<.0001) -.2374(.0016) -.0074(.9216) -.9722(<.0001) > .0453(.5679) -.0579(.4650) > > Earn .4588(<.0001) -.2444(.0011) -.0039(.9585) -.9796(<.0001) > .0429(.5889) -.0670(.3983) > > FR -.0609(.4231) -.0334(.6606) .2313(.0019) > .3997(<.0001) -.1177(.1356) -.0415(.6000) > > MR -.1018(.1798) .0178(.8147) .1330(.0767) > .0461(.5423) -.0416(.5932) -.1235(.1118) > > AR -.0225(.7672) -.0081(.9143) .9643(<.0001) .0319(.6726) .0637(.4207) > .0640(.4180) > > NS .1663(.0349) .0840(.2892) -.1386(.0785) -.0167(.8301) -.1425(.0704) > .1263(.1016) > > <S -.0482(.5429) -.0399(.6145) -.0391(.6211) -.1888(.0145) .0040(.9597) > .0810(.2949) > > > > > > Thanks > > Keep in mind that Pearson and Spearman test two different hypotheses: Person > tests a linear relationship between the variables and Spearman tests a > monotonic relationship. Since Spearman uses ranks it is less susceptible to > outliers and "influential" values. For those variable pairs where there is a > an apparent big difference, run some regression diagnostics on both the > original values and ranks. This should give you a better understanding of > the differences. > > -- > Good luck, > > Jerry Harder That is well put. As a linear relationship is a special case of a monotonic relationship, there is little reason to use Pearson's r if what you want is a P-value. And when Pearson's r is optimum, Spearman's rho is still 0.96 efficient. Frank Harrell > remove spamnein from address to reply > > -- Frank E Harrell Jr Prof. of Biostatistics & Statistics Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
