Plotting a line representing Spearman's correlation on a scatterplot
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I would like to plot a line reflecting the Spearman's correlation on a scatterplot. Is this possible?
At the moment, I'm plotting a robust regression line but sometimes the slope is clearly different from the Spearman's correlation. Hence this isn't a great solution.
Thanks in advance!
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Jeff Miller
on 23 Oct 2020
I'm not sure a mismatch between slope and correlation is necessarily a problem. Note that the slope doesn't equal the correlation with Pearson's r either, except when the variables are standardized to have equal variance.
More generally, no, I don't think its too meaningful to put a line on the scatterplot to represent a Spearman correlation. Such a line implicitly reflects a linear scaling within X and within Y, whereas Spearman only assumes ordinality within each of X and Y.
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