Pearson correlation is commonly used to determine the association between two continuous variables. But many often ignore its assumption.
Pearson correlation primarily measures the LINEAR relationship between two variables. As a result, even if two variables have a non-linear but monotonic relationship, Pearson will penalize that.
One great alternative is the Spearman correlation. It primarily assesses the monotonicity between two variables, which may be linear or non-linear.
What's more, Spearman correlation is also useful in situations when your data is ranked or ordinal.
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Find the code for my tips here: GitHub.
I like to explore, experiment and write about data science concepts and tools. You can read my articles on Medium. Also, you can connect with me on LinkedIn.


