Missing Value And cor() function
On Thu, 24 Apr 2003 12:27:50 +0200
vincent.stoliaroff at socgen.com wrote:
Hi r lovers! I 'd like to apply the cor() function to a matrix which have some missing values As a matter of fact and quite logically indeed it doesn't work Is there a trick to replace the missing value by the mean of each variable or by any other relevant figures ? Or should I apply a special derivate of the cor() function, (I don't have any idea if it exists and have some trouble to figure out how it could) to skip this trouble? Thanks a lot for any suggestions and help Vincent
Even though using pairwise deletion of NAs will result sometimes in a singular correlation matrix, it is better to do that than to replace NAs with constants, which will distort the correlations. You may want to look at the rcorr function in the Hmisc package, which does pairwise deletion of NAs for Pearson and Spearman correlations. See http://hesweb1.med.virginia.edu/biostat/s/Hmisc.html
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