This discussion was posted on our LinkedIn group. Here's my answer:
SAS has some nice features, such as the SQL procedure or simple "group by" features. Try to compute correlations "by group" in R: say you have 2,000 groups, 2 variables e.g. salary and education level, and 2 million observations - you want to compute correlation between salary and education within each group.
It is not obvious, your best bet is to use some R package (see sample code on Analyticbridge to do it), and the solution is painful, you can not return both correlation and stdev "by group", as the function can return only one argument, not a vector. So if you want to return not just two, but say 100 metrics, it becomes a nightmare.
Read discussion at http://bit.ly/jRJQvj
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