Colleagues,
I ran some nonparametric regressions in R (run in RedHat Linux), then
a colleague repeated the analyses in SAS. When we obtained different
results, I tested S-Plus (same Linux box). And, got yet different
results. I replicated the results with a small dataset:
DATA:
37.5
23
37.5
13
25
16
25
12
100
15
12.5
19
50
20
100
13
100
10
100
10
100
16
50
10
87.5
13
100
15
50
11
100
14
50
19
87.5
20
100
20
37.5
20
100
13
100
14
50
15
100
17
100
14
Code for S-Plus and R:
DATA <- read.table("NonparametricRegressionData")
cor.test(DATA[,1], DATA[,2], method = "spearman")
cor.test(DATA[,1], DATA[,2], method = "kendall")
-------------------------------------------------------------
S-Plus (version 6)
> cor.test(DATA[,1], DATA[,2], method = "spearman")
Spearman's rank correlation
data: DATA[, 1] and DATA[, 2]
normal-z = -1.1028, p-value = 0.2701
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
-0.2247199
> cor.test(DATA[,1], DATA[,2], method = "kendall")
Kendall's rank correlation tau
data: DATA[, 1] and DATA[, 2]
normal-z = -1.0583, p-value = 0.2899
alternative hypothesis: true tau is not equal to 0
sample estimates:
tau
-0.14
------------------------------------------------------------
R 2.1.1
> cor.test(DATA[,1], DATA[,2], method = "spearman")
Spearman's rank correlation rho
data: DATA[, 1] and DATA[, 2]
S = 3184, p-value = 0.2791
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
-0.2247199
Warning message:
p-values may be incorrect due to ties in: cor.test.default(DATA[, 1],
DATA[, 2], method = "spearman")
> cor.test(DATA[,1], DATA[,2], method = "kendall")
Kendall's rank correlation tau
data: DATA[, 1] and DATA[, 2]
z = -1.1948, p-value = 0.2322
alternative hypothesis: true tau is not equal to 0
sample estimates:
tau
-0.1705247
Warning message:
Cannot compute exact p-value with ties in: cor.test.default(DATA[,
1], DATA[, 2], method = "kendall")
------------------------------------------
SAS
Spearman:
Rho: -0.22472
P: 0.2802
Kendall:
Rho: -0.17052
P: 0.2899
Each of the programs yields some differences, possibly because of how
ties are handled (R warns about this). Can anyone enlighten me?
Dennis Fisher
Dennis Fisher MD
P < (The "P Less Than" Company)
Phone: 1-866-PLessThan (1-866-753-7784)
Fax: 1-415-564-2220
www.PLessThan.com
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