What are pearson and spearman coefficients? When to choose which?

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Accepted Answer

Pearson and Spearman coefficients are measures of correlation between two variables, with Pearson being for linear relationships and Spearman for monotonic relationships.

Pearson coefficient measures the linear relationship between two variables, while Spearman coefficient measures the monotonic relationship.
Pearson coefficient ranges from -1 to 1, with 1 indicating a perfect positive linear relationship, 0 indicating no linear relationship, and -1 indicating a perfect negative linear relationship.
Spearman coefficient ranges from -1 to 1, with 1 indicating a perfect monotonic relationship, 0 indicating no monotonic relationship, and -1 indicating a perfect inverse monotonic relationship.
Choose Pearson coefficient when the relationship between variables is linear, and choose Spearman coefficient when the relationship is monotonic or when the data is ordinal rather than interval/ratio.
For example, Pearson coefficient can be used to measure the correlation between height and weight, while Spearman coefficient can be used to measure the correlation between ranks of students in a class.

What are pearson and spearman coefficients? When to choose which?

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