lessR (version 2.5)

Correlation: Correlation Analysis

Description

Abbreviation: cr, cr.brief

Correlation coefficient with hypothesis test and confidence interval for two variables, or the correlation matrix for a data frame or list of variables from a data frame, generally with more than two variables. The computed coefficient(s) are the standard Pearson's product-moment correlation. For the default missing data technique of pairwise deletion, an analysis of missing data for each computed correlation coefficient is provided, and also a statistical summary of the missing data across all cells.

Usage

Correlation(x, y, dframe=mydata,
         miss=c("pairwise", "listwise", "everything"),
         show.n=NULL, brief=FALSE, n.cat=getOption("n.cat"), digits.d=NULL,
         colors=c("blue", "gray", "rose", "green", "gold", "red"),
         heat.map=TRUE, main=NULL, bottom=3, right=3,
         pdf.file=NULL, pdf.width=5, pdf.height=5, ...)

cr.brief(..., brief=TRUE)

cr(...)

Arguments

x
First variable.
y
Second variable.
dframe
Optional data frame that contains one or both of the variables of interest, default is mydata.
miss
Basis for deleting missing data values.
show.n
For pairwise deletion, show the matrix of sample sizes for each correlation coefficient, regardless of sample size.
brief
If FALSE, then the sample covariance and number of non-missing and missing observations are displayed.
n.cat
When analyzing all the variables in a data frame, specifies the largest number of unique values of variable of a numeric data type for which the variable will be analyzed as a categorical. Set to 0 to turn off.
digits.d
Specifies the number of decimal digits to display in the output.
colors
Sets the color palette for the heat map.
heat.map
If TRUE and a matrix analyzed, displays a heat map of the matrix of correlation coefficients.
main
Graph title of heat map. Set to main="" to turn off.
bottom
Number of lines of bottom margin of heat map.
right
Number of lines of right margin of heat map.
pdf.file
Name of the pdf file to which graphics are redirected.
pdf.width
Width of the pdf file in inches.
pdf.height
Height of the pdf file in inches.
...
Other parameter values for internally called functions.

Details

When two variables are specified, both x and y, the output is the correlation coefficient with hypothesis test, for a null hypothesis of 0, and confidence interval. Also displays the sample covariance. Based on R functions cor, cor.test, cov.

In place of two variables x and y, x can be a complete data frame, either specified with the name of a data frame, or blank to rely upon the default data frame mydata. Or, x can be a list of variables from the input data frame. In these situations y is missing. Any non-numeric variables in the data frame or specified variable list are automatically deleted from the analysis.

The computed coefficient(s) are the standard Pearson's product-moment correlation. Use the standard R functions cor and cor.test to obtain Spearman and Kendall correlation coefficients.

For treating missing data, the default is pairwise, which means that an observation is deleted only for the computation of a specific correlation coefficient if one or both variables are missing the value for the relevant variable(s). For listwise deletion, the entire observation is deleted from the analysis if any of its data values are missing. For the more radical everything option, any missing data values for a variable result in all correlations for that variable reported as missing.

Text output to the console provides feedback, and the correlation matrix itself is written to a matrix called mycor, stored in the user's workspace. This matrix is ready for input into any of the lessR functions that analyze correlational data, including confirmatory factor analysis by corCFA and also exploratory factor analysis, either the standard R function factanal or the lessR function corEFA.

See Also

cor.test, cov.

Examples

Run this code
# data
n <- 12
f <- sample(c("Group1","Group2"), size=n, replace=TRUE)
x1 <- round(rnorm(n=n, mean=50, sd=10), 2)
x2 <- round(rnorm(n=n, mean=50, sd=10), 2)
x3 <- round(rnorm(n=n, mean=50, sd=10), 2)
x4 <- round(rnorm(n=n, mean=50, sd=10), 2)
mydata <- data.frame(f,x1, x2, x3, x4)
rm(f); rm(x1); rm(x2); rm(x3); rm(x4)

# correlation and covariance
Correlation(x1, x2)
# short name
cr(x1, x2)
# brief form of output
cr.brief(x1, x2)

# correlation matrix of the numerical variables in mydata
Correlation()

# correlation matrix of specified variables in mydata
Correlation(x1:x3)

# analysis with data not from data frame mydata
data(attitude)
Correlation(rating, learning, dframe=attitude)

# analysis of entire data frame that is not mydata
data(attitude)
Correlation(attitude)

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