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Maximize Spearman Rho Value

  1. Jun 16, 2008 #1
    I have a question that refers to Spearman Rho. I have a spreadsheet with 4 columns of data in excel.
    Column A is Factor 1
    Column B is Factor 2
    Column C is Factor 3
    Column D is Factor 4 (the dependent variable)

    Looking at the ranked data correlation (Spearman Rho)..there is significant correlation bewtween factor 1 and 4, factor 2 and 4 and factor 3 and 4. The data in columns a,b,c,d do not have normal distributions.

    My goal is to calculate a weighted average of the three varibles to maximize the rho value with respect to factor 4. Is there a way to calucated this in excel?

    thx,

    John
     
  2. jcsd
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