Karl Knoblick
2004-Aug-30 09:52 UTC
[R] Wrong result with cor(x, y, method="spearman", use="complete.obs") with NA's???
Hallo! Is there an error in cor to calculate Spearman correlation with cor if there are NA's? cor.test gives the correct result. At least there is a difference. Or am I doing something wrong??? Does anybody know something about this? a<-c(2,4,3,NA) b<-c(4,1,2,3) cor(a, b, method="spearman", use="complete.obs") # -0.9819805 cor.test(a, b, method="spearman") # -1 Without the NA both methods give -1 cor(a[1:3], b[1:3], method="s", use="c") # -1 Is there another method to calculate a nice table with correlations like cor(data.frame) is doing? Perhaps even with p-values or "stars"? Thanks! Karl
Thomas Lumley
2004-Aug-30 21:09 UTC
[R] Wrong result with cor(x, y, method="spearman", use="complete.obs") with NA's???
On Mon, 30 Aug 2004, [iso-8859-1] Karl Knoblick wrote:> Hallo! > > Is there an error in cor to calculate Spearman > correlation with cor if there are NA's? cor.test gives > the correct result. At least there is a difference. > > Or am I doing something wrong???The help for cor() says Notice also that the ranking is (currently) done removing only cases that are missing on the variable itself, which may not be what you expect if you let 'use' be '"complete.obs"' or '"pairwise.complete.obs"'.> > Does anybody know something about this? > > a<-c(2,4,3,NA) > b<-c(4,1,2,3) > cor(a, b, method="spearman", use="complete.obs") > # -0.9819805That is, when b is converted to ranks the ranks are c(4,1,2,3), not c(3,1,2), because b has no missing data. cor() then takes the correlation of c(2,4,3) and c(3,1,2), which is -0.98..> cor.test(a, b, method="spearman") > # -1cor.test does it the other way around. It first drops all the observations with NAs on any variable, then does the ranking.> > Without the NA both methods give -1 > cor(a[1:3], b[1:3], method="s", use="c") > # -1 > > Is there another method to calculate a nice table with > correlations like cor(data.frame) is doing? Perhaps > even with p-values or "stars"?You could use cor(na.omit(data.frame))) to get the same NA behaviour as cor.test(). No pretty stars, though. -thomas
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