[R] correlation

Bernard Leemon
Fri, 08 Feb 2008 21:47:59 -0000

It is easy to worry too much about using numbers to represent order when
using statistics like the correlation.  this little example shows that the
correlation is essentially a rank-order correlation
itself:
> x <- 1:20
> y <- x^2
> cor(x,y)
[1] 0.9713482

x and y are definitely not linearly related, yet the correlation is
extremely high.  As Peter suggests, you could be 'safe' using a Spearman
correlation, which is identical to cor(rank(x), rank(y)).  But the rank
transform may be more destructive to your data than need be.


gary mcclelland
colorado

On Fri, Feb 8, 2008 at 9:14 AM, <darteta001@ikasle.ehu.es> wrote:

> Dear list
>
> I would like to compare two measurements of disease severity (M1 and
> M2), one of the is continuous (M1 ranging from 1 to 10) and the other
> is ordinal (M2 takes Low, Medium, high and very high). Do you think is
> ok to use cor() function to test whether the two agree, i.e correlate?
> I am afraid that if I set M2 to 1,2,3 and 4, the function cor() will
> take them as continuous and therefore lose intrepretation.
>
> Thanks for your commments
>
> David
>
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