Dear Val,
On 2022-08-26 6:27 p.m., Val wrote:> Thank you John again. I have got my result in the form as shown below
> Variable Corr Pvalue Nobs
> x1 1.000 0 165425
This raises two questions: (1) Are p-values interesting when you have n
> 165K cases? (2) What's the point of testing a correlation between a
variable and itself?
Best,
John
>
>
>
>
>
> On Fri, Aug 26, 2022 at 3:59 PM John Fox <jfox at mcmaster.ca> wrote:
>>
>> Dear Val,
>>
>> On 2022-08-26 4:06 p.m., Val wrote:
>>> Thank you John for your help and advice.\
>>
>> You're welcome, and it occurred to me that if you want the number
of
>> non-missing cases for each individual variable, you could add
>>
>> diag(N) <- colSums(!is.na(dat))
>>
>> to the code I sent earlier.
>>
>> Best,
>> John
>>
>>>
>>> On Fri, Aug 26, 2022 at 11:04 AM John Fox <jfox at
mcmaster.ca> wrote:
>>>>
>>>> Dear Val,
>>>>
>>>> On 2022-08-26 10:41 a.m., Val wrote:
>>>>> Hi John and Timothy
>>>>>
>>>>> Thank you for your suggestion and help. Using the sample
data, I did
>>>>> carry out a test run and found a difference in the
correlation result.
>>>>>
>>>>> Option 1.
>>>>> data_cor <- cor(dat[ , colnames(dat) != "x1"],
# Calculate correlations
>>>>> dat$x1, method =
"pearson", use = "complete.obs")
>>>>> resulted
>>>>> [,1]
>>>>> x2 -0.5845835
>>>>> x3 -0.4664220
>>>>> x4 0.7202837
>>>>>
>>>>> Option 2.
>>>>> for(i in colnames(dat)){
>>>>> print(cor.test(dat[,i], dat$x1, method =
"pearson", use >>>>>
"complete.obs")$estimate)
>>>>> }
>>>>> [,1]
>>>>> x2 -0.7362030
>>>>> x3 -0.04935132
>>>>> x4 0.85766290
>>>>>
>>>>> This was crosschecked using Excel and other softwares and
all matches
>>>>> with option 2.
>>>>> One of the factors that contributed for this difference is
loss of
>>>>> information when we are using na.rm(). This is because that
if x2 has
>>>>> missing value but x3 and x4 don?t have then na.rm()
removed entire
>>>>> row information including x3 and x4.
>>>>
>>>> Yes, I already explained that in my previous message.
>>>>
>>>> As well, cor() is capable of computing pairwise-complete
correlations --
>>>> see ?cor.
>>>>
>>>> There's not an obvious right answer here, however. Using
>>>> pairwise-complete correlations can produce inconsistent (i.e.,
>>>> non-positive semi-definite) correlation matrices because
correlations
>>>> are computed on different subsets of the data.
>>>>
>>>> There are much better ways to deal with missing data.
>>>>
>>>>>
>>>>> My question is there a way to extract the number of rows
(N) used in
>>>>> the correlation analysis?.
>>>>
>>>> I'm sure that there are many ways, but here is one that is
very
>>>> simple-minded and should be reasonably efficient for ~250
variables:
>>>>
>>>> > (nc <- ncol(dat))
>>>> [1] 4
>>>>
>>>> > R <- N <- matrix(NA, nc, nc)
>>>> > diag(R) <- 1
>>>> > for (i in 1:(nc - 1)){
>>>> + for (j in (i + 1):nc){
>>>> + R[i, j] <- R[j, i] <-cor(dat[, i], dat[, j],
use="complete.obs")
>>>> + N[i, j] <- N[j, i] <- nrow(na.omit(dat[, c(i, j)]))
>>>> + }
>>>> + }
>>>>
>>>> > round(R, 3)
>>>> [,1] [,2] [,3] [,4]
>>>> [1,] 1.000 -0.736 -0.049 0.858
>>>> [2,] -0.736 1.000 0.458 -0.428
>>>> [3,] -0.049 0.458 1.000 0.092
>>>> [4,] 0.858 -0.428 0.092 1.000
>>>>
>>>> > N
>>>> [,1] [,2] [,3] [,4]
>>>> [1,] NA 8 8 8
>>>> [2,] 8 NA 8 8
>>>> [3,] 8 8 NA 8
>>>> [4,] 8 8 8 NA
>>>>
>>>> > round(cor(dat, use="pairwise.complete.obs"),
3) # check
>>>> x1 x2 x3 x4
>>>> x1 1.000 -0.736 -0.049 0.858
>>>> x2 -0.736 1.000 0.458 -0.428
>>>> x3 -0.049 0.458 1.000 0.092
>>>> x4 0.858 -0.428 0.092 1.000
>>>>
>>>> More generally, I think that it's a good idea to learn a
little bit
>>>> about R programming if you intend to use R in your work.
You'll then be
>>>> able to solve problems like this yourself.
>>>>
>>>> I hope this helps,
>>>> John
>>>>
>>>>> Thank you,
>>>>>
>>>>> On Mon, Aug 22, 2022 at 1:00 PM John Fox <jfox at
mcmaster.ca> wrote:
>>>>>>
>>>>>> Dear Val,
>>>>>>
>>>>>> On 2022-08-22 1:33 p.m., Val wrote:
>>>>>>> For the time being I am assuming the relationship
across variables
>>>>>>> is linear. I want get the values first and
detailed examining of
>>>>>>> the relationship will follow later.
>>>>>>
>>>>>> This seems backwards to me, but I'll refrain from
commenting further on
>>>>>> whether what you want to do makes sense and instead
address how to do it
>>>>>> (not, BTW, because I disagree with Bert's and
Tim's remarks).
>>>>>>
>>>>>> Please see below:
>>>>>>
>>>>>>>
>>>>>>> On Mon, Aug 22, 2022 at 12:23 PM Ebert,Timothy
Aaron <tebert at ufl.edu> wrote:
>>>>>>>>
>>>>>>>> I (maybe) agree, but I would go further than
that. There are assumptions associated with the test that are missing. It is not
clear that the relationships are all linear. Regardless of a "significant
outcome" all of the relationships need to be explored in more detail than
what is provided in the correlation test.
>>>>>>>>
>>>>>>>> Multiplicity adjustment as in :
https://www.sciencedirect.com/science/article/pii/S0197245600001069 is not an
issue that I can see in these data from the information provided. At least not
in the same sense as used in the link.
>>>>>>>>
>>>>>>>> My first guess at the meaning of
"multiplicity adjustment" was closer to the experimentwise error rate
in a multiple comparison procedure.
https://dictionary.apa.org/experiment-wise-error-rateEssentially, the type 1
error rate is inflated the more test you do and if you perform enough tests you
find significant outcomes by chance alone. There is great significance in the
Redskins rule: https://en.wikipedia.org/wiki/Redskins_Rule.
>>>>>>>>
>>>>>>>> A simple solution is to apply a Bonferroni
correction where alpha is divided by the number of comparisons. If there are
250, then 0.05/250 = 0.0002. Another approach is to try to discuss the outcomes
in a way that makes sense. What is the connection between a football team's
last home game an the election result that would enable me to take another team
and apply their last home game result to the outcome of a different election?
>>>>>>>>
>>>>>>>> Another complication is if variables x2 through
x250 are themselves correlated. Not enough information was provided in the
problem to know if this is an issue, but 250 orthogonal variables in a real
dataset would be a bit unusual considering the experimentwise error rate
previously mentioned.
>>>>>>>>
>>>>>>>> Large datasets can be very messy.
>>>>>>>>
>>>>>>>>
>>>>>>>> Tim
>>>>>>>>
>>>>>>>> -----Original Message-----
>>>>>>>> From: Bert Gunter <bgunter.4567 at
gmail.com>
>>>>>>>> Sent: Monday, August 22, 2022 12:07 PM
>>>>>>>> To: Ebert,Timothy Aaron <tebert at
ufl.edu>
>>>>>>>> Cc: Val <valkremk at gmail.com>; r-help
at R-project.org (r-help at r-project.org) <r-help at r-project.org>
>>>>>>>> Subject: Re: [R] Correlate
>>>>>>>>
>>>>>>>> [External Email]
>>>>>>>>
>>>>>>>> ... But of course the p-values are essentially
meaningless without some sort of multiplicity adjustment.
>>>>>>>> (search on "multiplicity adjustment"
for details). :-(
>>>>>>>>
>>>>>>>> -- Bert
>>>>>>>>
>>>>>>>>
>>>>>>>> On Mon, Aug 22, 2022 at 8:59 AM Ebert,Timothy
Aaron <tebert at ufl.edu> wrote:
>>>>>>>>>
>>>>>>>>> A somewhat clunky solution:
>>>>>>>>> for(i in colnames(dat)){
>>>>>>>>> print(cor.test(dat[,i], dat$x1,
method = "pearson", use = "complete.obs")$estimate)
>>>>>>>>> print(cor.test(dat[,i], dat$x1,
method = "pearson", use >>>>>>>>>
"complete.obs")$p.value) }
>>>>>>
>>>>>> Because of missing data, this computes the correlations
on different
>>>>>> subsets of the data. A simple solution is to filter the
data for NAs:
>>>>>>
>>>>>> D <- na.omit(dat)
>>>>>>
>>>>>> More comments below:
>>>>>>
>>>>>>>>>
>>>>>>>>> Rather than printing you could set up an
array or list to save the results.
>>>>>>>>>
>>>>>>>>>
>>>>>>>>> Tim
>>>>>>>>>
>>>>>>>>> -----Original Message-----
>>>>>>>>> From: R-help <r-help-bounces at
r-project.org> On Behalf Of Val
>>>>>>>>> Sent: Monday, August 22, 2022 11:09 AM
>>>>>>>>> To: r-help at R-project.org (r-help at
r-project.org) <r-help at r-project.org>
>>>>>>>>> Subject: [R] Correlate
>>>>>>>>>
>>>>>>>>> [External Email]
>>>>>>>>>
>>>>>>>>> Hi all,
>>>>>>>>>
>>>>>>>>> I have a data set with ~250
variables(columns). I want to calculate
>>>>>>>>> the correlation of one variable with the
rest of the other variables
>>>>>>>>> and also want the p-values for each
correlation. Please see the
>>>>>>>>> sample data and my attempt. I have got
the correlation but unable to
>>>>>>>>> get the p-values
>>>>>>>>>
>>>>>>>>> dat <- read.table(text="x1 x2 x3 x4
>>>>>>>>> 1.68 -0.96 -1.25 0.61
>>>>>>>>> -0.06 0.41 0.06 -0.96
>>>>>>>>> . 0.08 1.14 1.42
>>>>>>>>> 0.80 -0.67 0.53 -0.68
>>>>>>>>> 0.23 -0.97 -1.18 -0.78
>>>>>>>>> -1.03 1.11 -0.61 .
>>>>>>>>> 2.15 . 0.02 0.66
>>>>>>>>> 0.35 -0.37 -0.26 0.39
>>>>>>>>> -0.66 0.89 . -1.49
>>>>>>>>> 0.11 1.52 0.73
-1.03",header=TRUE)
>>>>>>>>>
>>>>>>>>> #change all to numeric
>>>>>>>>> dat[] <- lapply(dat, function(x)
as.numeric(as.character(x)))
>>>>>>
>>>>>> This data manipulation is unnecessary. Just specify the
argument
>>>>>> na.strings="." to read.table().
>>>>>>
>>>>>>>>>
>>>>>>>>> data_cor <- cor(dat[ ,
colnames(dat) != "x1"], dat$x1, method
>>>>>>>>> "pearson", use =
"complete.obs")
>>>>>>>>>
>>>>>>>>> Result
>>>>>>>>> [,1]
>>>>>>>>> x2 -0.5845835
>>>>>>>>> x3 -0.4664220
>>>>>>>>> x4 0.7202837
>>>>>>>>>
>>>>>>>>> How do I get the p-values ?
>>>>>>
>>>>>> Taking a somewhat different approach from cor.test(),
you can apply
>>>>>> Fisher's z-transformation (recall that D is the
data filtered for NAs):
>>>>>>
>>>>>> > 2*pnorm(abs(atanh(data_cor)),
sd=1/sqrt(nrow(D) - 3), lower.tail=FALSE)
>>>>>> [,1]
>>>>>> x2 0.2462807
>>>>>> x3 0.3812854
>>>>>> x4 0.1156939
>>>>>>
>>>>>> I hope this helps,
>>>>>> John
>>>>>>
>>>>>>>>>
>>>>>>>>> Thank you,
>>>>>>>>>
>>>>>>>>>
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>>>>>>> ______________________________________________
>>>>>>> R-help at r-project.org mailing list -- To
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>>>>>>> PLEASE do read the posting guide
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>>>>>> --
>>>>>> John Fox, Professor Emeritus
>>>>>> McMaster University
>>>>>> Hamilton, Ontario, Canada
>>>>>> web: https://socialsciences.mcmaster.ca/jfox/
>>>>>>
>>>> --
>>>> John Fox, Professor Emeritus
>>>> McMaster University
>>>> Hamilton, Ontario, Canada
>>>> web: https://socialsciences.mcmaster.ca/jfox/
>>>>
>> --
>> John Fox, Professor Emeritus
>> McMaster University
>> Hamilton, Ontario, Canada
>> web: https://socialsciences.mcmaster.ca/jfox/
>>
--
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
web: https://socialsciences.mcmaster.ca/jfox/