Fechner Correlation

The Fechner Correlation command calculates the Fechner signs correlation coefficient between all the pairs of variables.  Fechner correlation coefficient is used to check relationship for small samples.

How To

Run: Statistics→Nonparametric Statistics→ Fechner Correlation...

Select the variables you want to correlate.

Pairwise deletion is default for missing values removal (use the Missing values option in the Preferences window to force casewise deletion).


Matrix with Fechner correlation coefficients between each pair of variables is calculated.

Fechner correlation coefficient is defined by

where  -  number of matched signs for differences   and ,   - number of unmatched signs;  - are samples mean values.

Similarly to Pearson correlation coefficient  takes values between - 1 and 1 :  .