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May 23, 2012 19:26
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RinAction - Basic Statistics - Association & Correlations
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######################################################## | |
######################################################## | |
# -------- Test of independence & Association -------- # | |
######################################################## | |
######################################################## | |
########################## | |
# Evidence of Independence | |
########################## | |
# X-square | |
library(vcd) | |
mytable <- xtabs(~Treatment+Improved, data=Arthritis) | |
chisq.test(mytable) | |
mytable <- xtabs(~Improved+Sex, data=Arthritis) | |
chisq.test(mytable) | |
# Fisher's exact test | |
mytable <- xtabs(~Treatment+Improved, data=Arthritis) | |
fisher.test(mytable) | |
# Chochran-Mantel-Haenszel test | |
mytable <- xtabs(~Treatment+Improved+Sex, data=Arthritis) | |
mantelhaen.test(mytable) | |
########################## | |
# Strength of Association | |
########################## | |
library(vcd) | |
mytable <- xtabs(~Treatment+Improved, data=Arthritis) | |
assocstats(mytable) | |
######################################################## | |
######################################################## | |
# -------- Correlations -------- # | |
######################################################## | |
######################################################## | |
############################## | |
# Covariances and correlations | |
############################## | |
# 1. Square matrix | |
states <- state.x77[, 1:6] | |
cov(states) | |
cor(states) | |
cor(states, method="spearman") | |
cor(states, use="all.obs", method='pearson') # assumes no missing data, missing will produce an error | |
cor(states, use="everything", method='pearson') # any correlation involving a case with missing is set to missing | |
cor(states, use="complete.obs", method='pearson') # listwise deletion | |
cor(states, use="pairwise.complete.obs", method='pearson') # pairwise deletion | |
# 2. Nonsquare matrix | |
x <- states[, c("Population", "Income", "Illiteracy", "HS Grad")] | |
y <- states[, c("Life Exp", "Murder")] | |
cor(x, y) | |
###################### | |
# Partial Correlations | |
###################### | |
#partial correlation of population and murder rate, controlling | |
# for income, illiteracy rate, and HS graduation rate | |
install.packages("ggm") | |
library(ggm) | |
pcor(c(1, 5, 2, 3, 6), cov(states)) | |
####################################### | |
# Testing correlations for significance | |
####################################### | |
# 1. Testing one correlation at a time | |
cor.test(states[, 3], states[, 5]) | |
# 2. Correlation matrix and tests of significance via corr.test | |
library(psych) | |
corr.test(states, use = "complete") | |
corr.test(states, use = "pairwise") | |
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