[R] cor.test p-value ties

From: <Jason.L.Higbee_at_stls.frb.org>
Date: Sat 10 Jul 2004 - 06:05:20 EST


I got a warning message when running the cor.test function using both Spearman and Kendall rank correlations saying that the p-value may be incorrect due to ties in the data. My data has 35 obs and one series has 6 pairs of ties. Does anyone know if this would likely have a great effect on the p-values calculated.. The values look good; tau = -0.68 with p-value = 8e-9 and rho = =0.84 with p-value = 8e-8.


Jason Higbee
Research Associate
Federal Reserve Bank of St. Louis
E: jason.l.higbee@stls.frb.org
The views expressed in this email are the author's and not necessarily those of the Federal Reserve Bank of St. Louis or the Federal Reserve System

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