well, you don't have the correct denominator, i.e., n-1, with n denoting
the sample size. Have a look at the *Details* section of the online help
file for cov(), and try also
sum((x-mean(x))*(y-mean(y)))/7
cov(x, y)
I hope it helps.
Best,
Dimitris
On 8/23/2011 1:18 PM, Vincy Pyne wrote:
Dear R list, I have one very elementary question regrading correlation between
two variables.
x = c(44,46,46,47,45,43,45,44)
y = c(44,43,41,41,46,48,44,43)
cov(x, y)
[1] -2.428571
However, if I try to calculate the covariance using the formula as
covariance = sum((x-mean(x))*(y-mean(y)))/8 # no of of paired obs. = 8
or
covariance = sum(x*y)/8-(mean(x)*mean(y))
gives
covariance = 2.125
I am not able to figure out where I am going wrong w.r.t. the covariance
formula. Kindly guide.
Regards
Vincy
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Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center
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