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Re: st: Polychoric and missing values in correlation matrix


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Polychoric and missing values in correlation matrix
Date   Thu, 09 Apr 2009 13:55:42 -0400

Martin,
   Stas Kolenikov wrote an ado program to generate polychoric and polyserial
correlations.  He also wrote a program, polychoricpca to perform a principle
component analysis from the a matrix of such correlations.  These perform
well when there are binary and ordinal variables between which one needs
to obtain correlations.  They are used heavily in structural equation modeling.
   Cheers,
       Bob


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Maarten buis <maartenbuis@yahoo.co.uk>
Date: Thursday, April 9, 2009 11:44 am
Subject: Re: st: Polychoric and missing values in correlation matrix
To: statalist@hsphsun2.harvard.edu


> --- On Thu, 9/4/09, Juan Julio Gutierrez <juanju@yahoo.com> wrote:
> > I am using the polychroric command to calculate the
> > correlation matrix of a set of 17 variables ( 8 binary 0-/1
> > and 9 metric). 
> > 
> > After lenghty calculations STATA shows a matrix  with
> > missing values in the matrix, mostly between metric and
> > binary variables. 4 metric variables have missing values
> > correlations with binary variables. 
> > 
> > The results window show these messages. In red: 
> > 
> > could not calculate numerical derivatives
> <snip>
> 
> As -polychoric- is not an official Stata command, please 
> report where you got it from.
> 
> The problem does not appear to be missing values but 
> that your model did not converge. Some things that might
> cause this is when any of your binary variables have 
> very few ones or zeros, or when there are near perfect
> dependencies between your variables. 
> 
> Hope this helps,
> Maarten
> 
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
> 
>       
> 
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