[R] R's Spearman

From: Raymond Wan <rwan_at_kuicr.kyoto-u.ac.jp>
Date: Tue, 29 May 2007 12:28:43 +0900

Hi all,

I am trying to figure out the formula used by R's Spearman rho (using cor(method="spearman")) because I can't seem to get the same value as by calculating "by hand". Perhaps I'm using "cor" wrong, but I don't know where. Basically, I am running these commands:

> y=read.table(file="tmp",header=TRUE,sep="\t")
> y

   IQ Hours

1 106     7
2  86     0

3 97 20
4 113 12
5 120 12
6 110 17
> cor(y[1],y[2],method="spearman")

       Hours
IQ 0.2319084

[it's an abbreviated example of one I took from Wikipedia]. I calculated by hand (apologies if the table looks strange when pasted into e-mail):

      IQ    Hours    rank(IQ)  rank(hours)    diff    diff^2
1    106    7        3         2                 1    1
2     86    0        1         1                 0    0
3     97    20       2         6                -4    16
4    113    12       5         3.5             1.5    2.25
5    120    12       6         3.5             2.5    6.25
6    110    17       4         5                -1    1
                                                      26.5
                           
                                              rho=    0.242857

where rho = (1 - ((6 * 26.5) / 6 * (6^2 - 1))). I kept modifying the table and realized that the difference in result comes from ties. i.e., if I remove the tie in rows 4 and 5, I get the same result from both cor and calculating by hand. Perhaps I'm handling ties wrong...does anyone know how R does it or perhaps I need to change how I'm using it?

Thank you!

Ray



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