The difference may be due to different handling of missing values. If you do cor(x,y) "by hand" in excel, you use all available information of x and y to calculate sd(x) and sd(y) seperately. But cov(x,y) in excel will use only complete pairs of (x,y), which is likely not the same set. So your sd and cov (and mean within cov) will be calculated on different data. In R, if you use the option use="complete.obs" in cor all intermediate calculations will be done on the same (complete) set. If that is the case of your problem you should got an error message if you tried cor() in R without this option on your dataset. But without an explanatory example of what you did, this is just guessing.
hth. Ake Nauta schrieb: > Hello, > > I used the function cor to calculate the pearson correlation coefficient > between variables. However, the resulting values do not correspond to the > outcome of my excel-calculations, for which I used the formula > Cor(x,y)=Cov(x,y)/(SD(x)*SD(y)) > So my question is: How does the function "cor" compute the pearson > correlation coefficient? > > Thank you in advance, > > Ake Nauta > _________________________________________________________________ > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Pflichtangaben gemäß Gesetz über elektronische Handelsregister und Genossenschaftsregister sowie das Unternehmensregister (EHUG): Universitätsklinikum Hamburg-Eppendorf Körperschaft des öffentlichen Rechts Gerichtsstand: Hamburg Vorstandsmitglieder: Prof. Dr. Jörg F. Debatin (Vorsitzender) Dr. Alexander Kirstein Ricarda Klein Prof. Dr. Dr. Uwe Koch-Gromus ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.