Low or high correlation?

[John.Thomas]

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?

 

[WeeG]

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

 

[TheEcologist]

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

More general, it may indicate non-normality.

 

[gianmarco]

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

Gm

 

[John.Thomas]

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

 

[noetsi]

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).

 

[gianmarco]

@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....

 

[noetsi]

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.