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How are Spearman p values calculated?

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Nuchto
Nuchto 2014-5-17
编辑： the cyclist 2021-3-1
The p-values from the corr function (Spearman), how are computed? Is there any refernce paper I could access?

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回答（1 个）

Star Strider
Star Strider 2014-5-17
Wikipedia has a brief but thorough article that includes a section on Determining Significance of the Spearman Rank Correlation.
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Nuchto
Nuchto 2014-5-17
Thanks, I know this, only would like to know which of these methods is the one implemented in Matlab for determining the significance.
Star Strider
Star Strider 2014-5-17
编辑：the cyclist 2021-3-1
That documentation is at the end of the corr documentation page.
Quoting:
  • corr computes p-values for Pearson's correlation using a Student's t distribution for a transformation of the correlation. This correlation is exact when X and Y are normal. corr computes p-values for Kendall's tau and Spearman's rho using either the exact permutation distributions (for small sample sizes), or large-sample approximations.
  • corr computes p-values for the two-tailed test by doubling the more significant of the two one-tailed p-values.
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