Dealing with missing values for correlations calculation
I have huge matrix with a lot of missing values. I want to get the correlation between variables. 1. Is the solution cor(na.omit(matrix)) better than below? cor(matrix, use = "pairwise.complete.obs") I already have selected only variables having more than 20% of missing values. 2. Which is the best method to make sense ? I would vote for the second option. Sounds like you have a fair amount of missing data and so you would be looking for a sensible multiple imputation strategy to fill in the spaces. See Harrell's text "Regression Modeling Strategies" for a wealth of guidance on 'how's to do