# Thread: Low or high correlation?

1. ## Low or high correlation?

What does it mean when Pearson correlation gives a value of 0.7-0.8, while spearman correlation gives a value from 0.3-0.4? Pearson reports high correlation while Spearman report weak. Should I conclude that the correlation is weak using spearman since the data seems skewed?

2. ## Re: Low or high correlation?

Large differences between Spearman and Pearson can indicate the presence of outliers in your data

3. ## The Following User Says Thank You to WeeG For This Useful Post:

John.Thomas (03-13-2014)

4. ## Re: Low or high correlation?

Originally Posted by WeeG
Large differences between Spearman and Pearson can indicate the presence of outliers in your data
More general, it may indicate non-normality.

5. ## The Following User Says Thank You to TheEcologist For This Useful Post:

John.Thomas (03-13-2014)

6. ## Re: Low or high correlation?

Hi!
I believe that you should plot the data (i.e., scatterplot) to have a better idea of what is going on there.

Gm

7. ## The Following User Says Thank You to gianmarco For This Useful Post:

John.Thomas (03-13-2014)

8. ## Re: Low or high correlation?

After plotting the data, it showed outliners. Should spearman be used? Also should I consider using log?

9. ## Re: Low or high correlation?

There are various opinions about when you should and should not use these two. The one I was taught was that spearman was used for ordinal data and pearson for interval (pearson can not address non-linarity, spearman will work with non-linear data if it is monotonic in nature that is you have one rather than multiple directions for the curve).

I have not heard that logs work to eliminate outliers - they stabilize variance. There are robust methods to address outliers, but they are not simple (such as M estimators).

10. ## Re: Low or high correlation?

@John.Thomas:
Regardless the outlier(s), I would like to inspect the whole scatter of data points to have a broader idea of the correlation....

11. ## Re: Low or high correlation?

One thing a scatterplot may catch is if there is non-linearity and if there is, is it monotonic or not. That will have a lot to do with what approach (pearson or spearman) you use.

12. ## The Following User Says Thank You to noetsi For This Useful Post:

John.Thomas (03-13-2014)

 Tweet