cor.wt | R Documentation |

If using aggregated data, the correlation of the means does not reflect the sample size used for each mean. cov.wt in RCore does this and returns a covariance matrix or the correlation matrix. The cor.wt function weights by sample size or by standard errors and by default return correlations.

cor.wt(data,vars=NULL, w=NULL,sds=NULL, cor=TRUE)

`data` |
A matrix or data frame |

`vars` |
Variables to analyze |

`w` |
A set of weights (e.g., the sample sizes) |

`sds` |
Standard deviations of the samples (used if weighting by standard errors) |

`cor` |
Report correlations (the default) or covariances |

A weighted correlation is just *∑ (wt_k * (x_ik - x_jk)) /sqrt[wt_k ∑(x^2_ik) wt_k ∑(x^2_jk)]* where *x_ik* is a deviation from the weighted mean.

The weighted correlation is appropriate for correlating aggregated data, where individual data points might reflect the means of a number of observations. In this case, each point is weighted by its sample size (or alternatively, by the standard error). If the weights are all equal, the correlation is just a normal Pearson correlation.

Used when finding correlations of group means found using `statsBy`

.

`cor ` |
The weighted correlation |

`xwt` |
The data as weighted deviations from the weighted mean |

`wt` |
The weights used (calculated from the sample sizes). |

`mean` |
The weighted means |

`xc` |
Unweighted, centered deviation scores from the weighted mean |

`xs` |
Deviation scores weighted by the standard error of each sample mean |

A generalization of `cov.wt`

in core R

William Revelle

See Also as `cov.wt`

, `statsBy`

means.by.age <- statsBy(sat.act,"age") wt.cors <- cor.wt(means.by.age) lowerMat(wt.cors$r) #show the weighted correlations unwt <- lowerCor(means.by.age$mean) mixed <- lowerUpper(unwt,wt.cors$r) #combine both results cor.plot(mixed,TRUE,main="weighted versus unweighted correlations") diff <- lowerUpper(unwt,wt.cors$r,TRUE) cor.plot(diff,TRUE,main="differences of weighted versus unweighted correlations")

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