rangkorrelatie

Rangkorrelatie is a statistical measure that assesses the strength and direction of a monotonic relationship between two ranked variables. Unlike Pearson correlation, which measures linear relationships, rangkorrelatie focuses on whether the relationship between two variables tends to increase or decrease together, even if not in a perfectly straight line. This makes it useful when the data is ordinal or when the relationship between variables is suspected to be non-linear but monotonic.

There are two primary methods for calculating rangkorrelatie: Spearman's rank correlation coefficient (often denoted by rho or ρ) and Kendall's rank correlation coefficient (often denoted by tau or τ). Spearman's rho is calculated by first ranking the data for each variable separately and then computing the Pearson correlation coefficient on these ranks. Kendall's tau is based on comparing pairs of observations. It counts the number of concordant pairs (pairs that maintain the same order in both variables) and discordant pairs (pairs that have an opposite order in the two variables).

The resulting coefficient for both Spearman's rho and Kendall's tau ranges from -1 to +1. A value of +1 indicates a perfect positive monotonic relationship, meaning as one variable increases, the other also increases consistently. A value of -1 indicates a perfect negative monotonic relationship, where as one variable increases, the other consistently decreases. A value of 0 suggests no monotonic relationship between the two variables. Rangkorrelatie is less sensitive to outliers than Pearson correlation and is a robust measure for assessing association when the assumptions of linear correlation are not met.