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Purpose. Coefficient of determination (R-squared) indicates the proportionate amount of variation in the response variable y explained by the independent variables X in the linear regression model. The larger the R-squared is, the more variability is explained by the linear regression model.
Definition and calculation [edit]. The Spearman correlation coefficient is defined as the Pearson correlation coefficient between the ranked variables. For a sample of size n, the n raw scores are converted to ranks, and Ï is computed from: where, is the difference between ranks.See the example below.pearman's coefficient, like any correlation calculation, is appropriate for both continuous and discrete variables, including ordinal variables. Spearman's and Kendall's can be formulated as special cases of a more general correlation coefficient.