Re: [R] pearson's correlation

From: Eik Vettorazzi <E.Vettorazzi_at_uke.uni-hamburg.de>
Date: Sat, 05 Apr 2008 23:39:10 +0200

The difference may be due to different handling of missing values.

If you do cor(x,y) "by hand" in excel, you use all available information of x and y to calculate sd(x) and sd(y) seperately. But cov(x,y) in excel will use only complete pairs of (x,y), which is likely not the same set. So your sd and cov (and mean within cov) will be calculated on different data. In R, if you use the option use="complete.obs" in cor all intermediate calculations will be done on the same (complete) set. If that is the case of your problem you should got an error message if you tried cor() in R without this option on your dataset. But without an explanatory example of what you did, this is just guessing.

hth.
Ake Nauta schrieb:
> Hello,
>
> I used the function cor to calculate the pearson correlation coefficient between variables. However, the resulting values do not correspond to the outcome of my excel-calculations, for which I used the formula Cor(x,y)=Cov(x,y)/(SD(x)*SD(y))
> So my question is: How does the function "cor" compute the pearson correlation coefficient?
>
> Thank you in advance,
>
> Ake Nauta
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Received on Sat 05 Apr 2008 - 21:41:43 GMT

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