How to Calculate Correlation in R with Missing Values

You can use the following methods to calculate correlation coefficients in R when one or more variables have missing values:

Method 1: Calculate Correlation Coefficient with Missing Values Present

cor(x, y, use='complete.obs')

Method 2: Calculate Correlation Matrix with Missing Values Present

cor(df, use='pairwise.complete.obs')

The following examples show how to use each method in practice.

Example 1: Calculate Correlation Coefficient with Missing Values Present

Suppose we attempt to use the cor() function to calculate the Pearson correlation coefficient between two variables when missing values are present:

#create two variables
x <- c(70, 78, 90, 87, 84, NA, 91, 74, 83, 85)
y <- c(90, NA, 79, 86, 84, 83, 88, 92, 76, 75)

#attempt to calculate correlation coefficient between x and y
cor(x, y)

[1] NA

The cor() function returns NA since we didn’t specify how to handle missing values.

To avoid this issue, we can use the argument use=’complete.obs’ so that R knows to only use pairwise observations where both values are present:

#create two variables
x <- c(70, 78, 90, 87, 84, NA, 91, 74, 83, 85)
y <- c(90, NA, 79, 86, 84, 83, 88, 92, 76, 75)

#calculate correlation coefficient between x and y
cor(x, y, use='complete.obs')

[1] -0.4888749

The correlation coefficient between the two variables turns out to be -0.488749.

Note that the cor() function only used pairwise combinations where both values were present when calculating the correlation coefficient.

Example 2: Calculate Correlation Matrix with Missing Values Present

Suppose we attempt to use the cor() function to create a correlation matrix for a data frame with three variables when missing values are present:

#create data frame with some missing values
df <- data.frame(x=c(70, 78, 90, 87, 84, NA, 91, 74, 83, 85),
                 y=c(90, NA, 79, 86, 84, 83, 88, 92, 76, 75),
                 z=c(57, 57, 58, 59, 60, 78, 81, 83, NA, 90))

#attempt to create correlation matrix for variables in data frame
cor(df)

   x  y  z
x  1 NA NA
y NA  1 NA
z NA NA  1

The cor() function returns NA in several locations since we didn’t specify how to handle missing values.

To avoid this issue, we can use the argument use=’pairwise.complete.obs’ so that R knows to only use pairwise observations where both values are present:

#create data frame with some missing values
df <- data.frame(x=c(70, 78, 90, 87, 84, NA, 91, 74, 83, 85),
                 y=c(90, NA, 79, 86, 84, 83, 88, 92, 76, 75),
                 z=c(57, 57, 58, 59, 60, 78, 81, 83, NA, 90))

#create correlation matrix for variables using only pairwise complete observations
cor(df, use='pairwise.complete.obs')

           x          y          z
x  1.0000000 -0.4888749  0.1311651
y -0.4888749  1.0000000 -0.1562371
z  0.1311651 -0.1562371  1.0000000

The correlation coefficients for each pairwise combination of variables in the data frame are now shown.