Dear Help, 

 

I'm trying to calculate a weighted correlation matrix from a data frame with
6 columns (variables) and 297 observations extracted from the regression.
The last column is a weight column which I want to apply.

 

$ model        :'data.frame':  297 obs. of  6 variables:

  ..$ VAR1   : num [1:297] 5.21 9.82 8.08 0.33 8.7 6.82 3.94 4 0 5 ...

  ..$ VAR2   : num [1:297] 7.82 9.79 8.5 5.59 7.82 7.13 5.59 7 0 5 ...

  ..$ VAR3   : num [1:297] 8.07 9.82 8.07 5.19 8.69 7.45 6.08 5 0 8 ...

  ..$ VAR4   : num [1:297] 6.66 9.81 8.62 4.97 8.62 5.9 5.9 0 0 6 ...

  ..$ VAR5  : num [1:297] 4.79 9.8 7.9 0.27 7.9 5.76 3.44 5 0 4 ...

  ..$ (weights): num [1:297] 1.01e-05 4.05e-01 1.24e-02 2.68e-05 3.02e-01
...

 

I use cov.wt() function (as this is the only function I could find to
calculate weighted correlations). If I use it without weight, it works OK:

 

> cov.wt(y$model[1:5],cor=TRUE)

$cov

          VAR1   VAR2   VAR3   VAR4  VAR5

VAR1  7.250067 5.558081 5.342363 5.771774 6.049620

VAR2  5.558081 8.079245 6.616040 6.552380 5.122272

VAR3  5.342363 6.616040 7.985783 6.447208 4.867224

VAR4  5.771774 6.552380 6.447208 8.610053 5.077627

VAR5 6.049620 5.122272 4.867224 5.077627 6.717658

 

$center

  VAR1   VAR2   VAR3   VAR4  VAR5 

4.574175 4.450438 5.250236 4.439731 4.635421 

 

$n.obs

[1] 297

 

$cor

           VAR1    VAR2    VAR3    VAR4   VAR5

VAR1  1.0000000 0.7262204 0.7021075 0.7305256 0.8668584

VAR2  0.7262204 1.0000000 0.8236714 0.7856168 0.6952937

VAR3  0.7021075 0.8236714 1.0000000 0.7775173 0.6645285

VAR4  0.7305256 0.7856168 0.7775173 1.0000000 0.6676501

VAR5 0.8668584 0.6952937 0.6645285 0.6676501 1.0000000

 

If I try to apply weight, it doesn't work and gives me an error message:

 

> cov.wt(y$model[1:5],wt=y$model[6],cor=TRUE)

Error in cov.wt(y$model[1:5], wt = y$model[6], cor = TRUE) : 

  length of 'wt' must equal the number of rows in 'x'

 

The length of the weight variable is the same as for the other variables.
What do I do wrong? 

 

Thanks in advance, 

Lena


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