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What is a Kendall Tau?
Kendall’s Tau is a nonparametric analogue to the 
Pearson Product Moment Correlation.
Similar to Spearman’s Rho, Kendall’s Tau 
operates on rank-ordered (ordinal) data but is 
particularly useful when there are tied ranks.
Let’s consider an investigation that would lend 
itself to being analyzed by Kendall’s Tau:
An iron man competition consists of three 
consecutive events:
An iron man competition consists of three 
consecutive events: Biking 110 miles,
An iron man competition consists of three 
consecutive events: Biking 110 miles, Swimming 
2.5 miles
An iron man competition consists of three 
consecutive events: Biking 110 miles, Swimming 
2.5 miles and Running 26.2 miles
An iron man competition consists of three 
consecutive events: Biking 110 miles, Swimming 
2.5 miles and Running 26.2 miles. Researchers 
are interested in the degree to which the rank 
ordered results from the biking and the running 
events are independent of one another.
An iron man competition consists of three 
consecutive events: Biking 110 miles, Swimming 
2.5 miles and Running 26.2 miles. Researchers 
are interested in the degree to which the rank 
ordered results from the biking and the running 
events are independent of one another.
An iron man competition consists of three 
consecutive events: Biking 110 miles, Swimming 
2.5 miles and Running 26.2 miles. Researchers 
are interested in the degree to which the rank 
ordered results from the biking and the running 
events are independent of one another. Here is 
the data for 6 individuals who competed:
Individuals Rank order for 
Biking Event 
Rank order for 
Running Event 
Bob 
Conrad 
Dallen 
Ernie 
Fen 
Gaston
Individuals Rank order for 
Biking Event 
Rank order for 
Running Event 
Bob 1st 
Conrad 2nd 
Dallen 2nd 
Ernie 3rd 
Fen 4th 
Gaston 5th
Individuals Rank order for 
Biking Event 
Rank order for 
Running Event 
Bob 1st 1st 
Conrad 2nd 1st 
Dallen 2nd 2nd 
Ernie 3rd 3rd 
Fen 4th 4th 
Gaston 5th 4th
Because both variables are expressed as rank 
ordered data, we will use either a Kendall’s Tau 
or a Spearman’s Rho.
Because both variables are expressed as rank 
ordered data, we will use either a Kendall’s Tau 
or a Spearman’s Rho. 
Note – even if only one variable were ordinal 
and the other were scaled or nominal, you 
would still use Kendall’s Tau or a Spearman’s 
Rho by virtue of having one ordinal variable.
Because there are ties in the data, we will use 
Kendall’s Tau instead of the Spearman’s Rho. 
Individuals Rank order for 
Biking Event 
Rank order for 
Running Event 
Bob 1st 1st 
Conrad 2nd 1st 
Dallen 2nd 2nd 
Ernie 3rd 3rd 
Fen 4th 4th 
Gaston 5th 4th
Kendall’s Tau renders a result that is identical to 
Spearman’s Rho and the Pearson Correlation 
• Therefore it shares the same properties as these 
other methods: 
– It ranges from -1 to +1. 
– It’s direction is determined by the sign (- +) 
– The closer the value is to -1 or +1, the stronger the 
relationship 
– The closer the value is to 0, the weaker the 
relationship.
Kendall’s Tau renders a result that is identical to 
Spearman’s Rho and the Pearson Correlation 
-1 0 +1 
• Therefore it shares the same properties as these 
other methods: 
– It ranges from -1 to +1. 
– It’s direction is determined by the sign (- +) 
– The closer the value is to -1 or +1, the stronger the 
relationship 
– The closer the value is to 0, the weaker the 
relationship.
Kendall’s Tau renders a result that is identical to 
Spearman’s Rho and the Pearson Correlation 
-1 0 +1 
• Therefore it shares the same properties as these 
other methods: 
– It ranges from -1 to +1. 
– It’s direction is determined by the sign (- +) 
– The closer the value is to -1 or +1, the stronger the 
relationship 
– The closer the value is to 0, the weaker the 
relationship.
Kendall’s Tau renders a result that is identical to 
Spearman’s Rho and the Pearson Correlation 
-1 0 +1 
• Therefore it shares the same properties as these 
other methods: 
– It ranges from -1 to +1. 
– It’s direction is determined by the sign (- +) 
– The closer the value is to -1 or +1, the stronger the 
relationship 
– The closer the value is to 0, the weaker the 
relationship.
Kendall’s Tau renders a result that is identical to 
Spearman’s Rho and the Pearson Correlation 
-1 0 +1 
• Therefore it shares the same properties as these 
other methods: 
– It ranges from -1 to +1. 
– It’s direction is determined by the sign (- +) 
– The closer the value is to -1 or +1, the stronger the 
relationship 
– The closer the value is to 0, the weaker the 
relationship.
Kendall’s Tau renders a result that is identical to 
Spearman’s Rho and the Pearson Correlation 
-1 0 +1 
• Therefore it shares the same properties as these 
other methods: 
– It ranges from -1 to +1. 
– It’s direction is determined by the sign (- +) 
– The closer the value is to -1 or +1, the stronger the 
relationship 
– The closer the value is to 0, the weaker the 
relationship.
Kendall’s Tau renders a result that is identical to 
Spearman’s Rho and the Pearson Correlation 
-1 0 +1 
• Therefore it shares the same properties as these 
other methods: 
– It ranges from -1 to +1. 
– It’s direction is determined by the sign (- +) 
– The closer the value is to -1 or +1, the stronger the 
relationship 
– The closer the value is to 0, the weaker the 
relationship or evidence of INDEPENDENCE.

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What is a Kendall's Tau (independence)?

  • 1. What is a Kendall Tau?
  • 2. Kendall’s Tau is a nonparametric analogue to the Pearson Product Moment Correlation.
  • 3. Similar to Spearman’s Rho, Kendall’s Tau operates on rank-ordered (ordinal) data but is particularly useful when there are tied ranks.
  • 4. Let’s consider an investigation that would lend itself to being analyzed by Kendall’s Tau:
  • 5. An iron man competition consists of three consecutive events:
  • 6. An iron man competition consists of three consecutive events: Biking 110 miles,
  • 7. An iron man competition consists of three consecutive events: Biking 110 miles, Swimming 2.5 miles
  • 8. An iron man competition consists of three consecutive events: Biking 110 miles, Swimming 2.5 miles and Running 26.2 miles
  • 9. An iron man competition consists of three consecutive events: Biking 110 miles, Swimming 2.5 miles and Running 26.2 miles. Researchers are interested in the degree to which the rank ordered results from the biking and the running events are independent of one another.
  • 10. An iron man competition consists of three consecutive events: Biking 110 miles, Swimming 2.5 miles and Running 26.2 miles. Researchers are interested in the degree to which the rank ordered results from the biking and the running events are independent of one another.
  • 11. An iron man competition consists of three consecutive events: Biking 110 miles, Swimming 2.5 miles and Running 26.2 miles. Researchers are interested in the degree to which the rank ordered results from the biking and the running events are independent of one another. Here is the data for 6 individuals who competed:
  • 12. Individuals Rank order for Biking Event Rank order for Running Event Bob Conrad Dallen Ernie Fen Gaston
  • 13. Individuals Rank order for Biking Event Rank order for Running Event Bob 1st Conrad 2nd Dallen 2nd Ernie 3rd Fen 4th Gaston 5th
  • 14. Individuals Rank order for Biking Event Rank order for Running Event Bob 1st 1st Conrad 2nd 1st Dallen 2nd 2nd Ernie 3rd 3rd Fen 4th 4th Gaston 5th 4th
  • 15. Because both variables are expressed as rank ordered data, we will use either a Kendall’s Tau or a Spearman’s Rho.
  • 16. Because both variables are expressed as rank ordered data, we will use either a Kendall’s Tau or a Spearman’s Rho. Note – even if only one variable were ordinal and the other were scaled or nominal, you would still use Kendall’s Tau or a Spearman’s Rho by virtue of having one ordinal variable.
  • 17. Because there are ties in the data, we will use Kendall’s Tau instead of the Spearman’s Rho. Individuals Rank order for Biking Event Rank order for Running Event Bob 1st 1st Conrad 2nd 1st Dallen 2nd 2nd Ernie 3rd 3rd Fen 4th 4th Gaston 5th 4th
  • 18. Kendall’s Tau renders a result that is identical to Spearman’s Rho and the Pearson Correlation • Therefore it shares the same properties as these other methods: – It ranges from -1 to +1. – It’s direction is determined by the sign (- +) – The closer the value is to -1 or +1, the stronger the relationship – The closer the value is to 0, the weaker the relationship.
  • 19. Kendall’s Tau renders a result that is identical to Spearman’s Rho and the Pearson Correlation -1 0 +1 • Therefore it shares the same properties as these other methods: – It ranges from -1 to +1. – It’s direction is determined by the sign (- +) – The closer the value is to -1 or +1, the stronger the relationship – The closer the value is to 0, the weaker the relationship.
  • 20. Kendall’s Tau renders a result that is identical to Spearman’s Rho and the Pearson Correlation -1 0 +1 • Therefore it shares the same properties as these other methods: – It ranges from -1 to +1. – It’s direction is determined by the sign (- +) – The closer the value is to -1 or +1, the stronger the relationship – The closer the value is to 0, the weaker the relationship.
  • 21. Kendall’s Tau renders a result that is identical to Spearman’s Rho and the Pearson Correlation -1 0 +1 • Therefore it shares the same properties as these other methods: – It ranges from -1 to +1. – It’s direction is determined by the sign (- +) – The closer the value is to -1 or +1, the stronger the relationship – The closer the value is to 0, the weaker the relationship.
  • 22. Kendall’s Tau renders a result that is identical to Spearman’s Rho and the Pearson Correlation -1 0 +1 • Therefore it shares the same properties as these other methods: – It ranges from -1 to +1. – It’s direction is determined by the sign (- +) – The closer the value is to -1 or +1, the stronger the relationship – The closer the value is to 0, the weaker the relationship.
  • 23. Kendall’s Tau renders a result that is identical to Spearman’s Rho and the Pearson Correlation -1 0 +1 • Therefore it shares the same properties as these other methods: – It ranges from -1 to +1. – It’s direction is determined by the sign (- +) – The closer the value is to -1 or +1, the stronger the relationship – The closer the value is to 0, the weaker the relationship.
  • 24. Kendall’s Tau renders a result that is identical to Spearman’s Rho and the Pearson Correlation -1 0 +1 • Therefore it shares the same properties as these other methods: – It ranges from -1 to +1. – It’s direction is determined by the sign (- +) – The closer the value is to -1 or +1, the stronger the relationship – The closer the value is to 0, the weaker the relationship or evidence of INDEPENDENCE.