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Raiders of the Lost Correlation: A Guide on Using Pearson and Spearman Coefficients to Detect Hidden Correlations in
1Mathematical, Statistical and Epidemiological Models, Technological and Scientific Research, Redeev Srl, Naples, ITA.
Abstract:
Pearson and Spearman correlations are important tools for all scientific fields and are widely used in medical sciences, especially during the current COVID-19 pandemic emergency. This technical report has shown that conventional criteria for evaluating the adoption of these coefficients can conceal substantial scientific information regarding correlations that occur above or below a certain threshold. In particular, the Pearson coefficient can reveal hidden correlations even when data are not normally distributed. Finally, an optimized operational guide to reveal any hidden correlation is reported.
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