On Mon, 8 Feb 2010, Peter Dalgaard wrote:
m...@biostat.mgh.harvard.edu wrote:
Full_Name: Marek Ancukiewicz
Version: 2.10.1
OS: Linux
Submission from: (NULL) (74.0.49.2)
Both cor() and cor.test() incorrectly handle ordered variables with
method="kendall", cor() incorrectly handles ordered variables for
method="spearman" (method="person" always works correctly, while
method="spearman" works for cor.test, but not for cor()).
In erroneous calculations these functions ignore the inherent ordering
of the ordered variable (e.g., '9'<'10'<'11') and instead seem to assume
an alphabetic ordering ('10'<'11'<'9').
Strictly speaking, not a bug, since the documentation has
x: a numeric vector, matrix or data frame.
respectively
x, y: numeric vectors of data values. ‘x’ and ‘y’ must have the
same length.
so noone ever claimed that class "ordered" variables should work.
However, the root cause is that as.vector on a factor variable (ordered
or not) converts it to a character vector, hence
rank(as.vector(as.ordered(9:11)))
[1] 3 1 2
Looks like a simple fix would be to use as.vector(x, "numeric") inside
the definition of cor().
A fix for that particular case: the problem is that relies on the
underlying representation. I think a better fix would be to do either
of
- test for numeric and throw an error otherwise, or
- use xtfrm, which has the advantage of being more general and
allowing methods to be written (S3 or S4 methods in R-devel).
cor(9:11,1:3,method="k")
[1] 1
cor(as.ordered(9:11),1:3,method="k")
[1] -0.3333333
cor.test(as.ordered(9:11),1:3,method="k")
Kendall's rank correlation tau
data: as.ordered(9:11) and 1:3
T = 1, p-value = 1
alternative hypothesis: true tau is not equal to 0
sample estimates:
tau
-0.3333333
cor(9:11,1:3,method="s")
[1] 1
cor(as.ordered(9:11),1:3,method="s")
[1] -0.5
cor.test(as.ordered(9:11),1:3,method="s")
Spearman's rank correlation rho
data: as.ordered(9:11) and 1:3
S = 0, p-value = 0.3333
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
1
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O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalga...@biostat.ku.dk) FAX: (+45) 35327907
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--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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