cor.wt {psych} R Documentation

The sample size weighted correlation may be used in correlating aggregated data

Description

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.

Usage

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

Arguments

 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

Details

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.

Value

 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

Note

A generalization of cov.wt in core R

William Revelle

Examples

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")

[Package psych version 1.4.5 Index]
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