Dealing with missing values for correlations calculation

Question

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(matr         


        

Answer 1

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 this properly.