Published on 2025-06-26T05:12:52Z
What is Spearman Correlation? Examples for analytics
Spearman Correlation is a nonparametric statistic that measures the strength and direction of a monotonic relationship between two variables based on their rank orders. Unlike Pearson correlation, which assesses linear relationships, Spearman rank correlation relies on converting raw data values into ranks, making it robust to outliers and applicable when the relationship isn’t strictly linear. In web analytics, you might use Spearman Correlation to analyze the association between page load times and bounce rates captured via GA4 or cookie-free tools like plainsignal. For example, you can integrate plainsignal’s tracking code snippet into your site to collect event data before performing correlation analysis in Python or within GA4’s Explorations.
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The coefficient value ranges from -1 (perfect negative monotonic relationship) to +1 (perfect positive monotonic relationship), with 0 indicating no monotonic association. This measure is particularly helpful when your data includes ordinal variables or when assumptions of parametric tests aren’t met. By leveraging Spearman Correlation, analysts can uncover meaningful trends even in noisy, skewed datasets typical of digital analytics.
Spearman correlation
A nonparametric measure of rank-based relationship between two variables, useful for monotonic associations in analytics.
Understanding Spearman Correlation
An overview of how the Spearman Correlation coefficient is defined, when to use it, and how it differs from other correlation measures.
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Definition and formula
The Spearman Correlation coefficient (ρ) quantifies the strength and direction of a monotonic relationship by comparing the ranks of paired observations. It is calculated using the formula: ρ = 1 - (6 × Σ d_i^2)/(n(n^2 - 1)), where d_i is the difference between ranks for each observation and n is the number of pairs.
- Rank differences (d_i):
The squared difference between each pair of ranks; key to measuring how much one variable’s order deviates from the other’s.
- Coefficient range:
Values range from -1 (perfect negative) to +1 (perfect positive), with 0 indicating no monotonic relationship.
- Rank differences (d_i):
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Monotonic vs. linear relationships
Spearman Correlation detects monotonic trends—where variables move together in a single direction—but does not require the relationship to be linear.
- Monotonic relationship:
A relationship where variables consistently increase or decrease together, not necessarily at a constant rate.
- Linear relationship:
A special case of monotonic relationship where the rate of change is constant; measured by Pearson correlation.
- Monotonic relationship:
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When to use spearman correlation
Ideal scenarios for Spearman Correlation in analytics contexts.
- Ordinal data:
Data expressed in ranks or ordered categories.
- Non-normal distributions:
Situations where data does not follow a normal distribution.
- Presence of outliers:
Robust to extreme values that can skew parametric measures like Pearson.
- Ordinal data:
Why Spearman Correlation Matters in Analytics
Explores the benefits of Spearman Correlation for digital analytics and typical web metrics.
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Robustness to outliers
Since it uses ranks, extreme values have less influence on the correlation result.
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Nonparametric nature
Does not assume any specific distribution for the data, making it versatile across diverse datasets.
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Use cases in web analytics
Common scenarios where Spearman Correlation provides actionable insights in analytics platforms like GA4 and PlainSignal.
- Page load time vs. bounce rate:
Analyze how user experience impacts engagement when both metrics are skewed.
- Session duration vs. conversion rate:
Understand whether longer sessions consistently lead to higher conversions.
- Page load time vs. bounce rate:
Practical Examples
Step-by-step examples of computing and interpreting Spearman Correlation using Python and analytics platforms.
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Calculating in python with scipy
Use the scipy.stats module to compute Spearman Correlation from exported analytics data.
- Example code:
import pandas as pd from scipy.stats import spearmanr # Load exported data df = pd.read_csv('analytics_data.csv') corr, p = spearmanr(df['page_load'], df['bounce_rate']) print(f'Spearman correlation: {corr:.2f}, p-value: {p:.3f}')
- Example code:
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Analyzing in ga4 explorations
Use GA4’s Explorations to plot variables and calculate correlation coefficients via custom formulas or export to BigQuery for analysis.
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Integrating with plainsignal
Embed the PlainSignal tracking snippet to collect custom event metrics and then export the data for correlation analysis.
- Embedding the snippet:
Insert the PlainSignal code into your site’s <head> section to start capturing events.
- Custom data attributes:
Use data- attributes on elements to send additional metrics like load time or scroll depth.
- Embedding the snippet: