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From |
jverkuilen <jverkuilen@gc.cuny.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Polychoric and missing values in correlation matrix |

Date |
Thu, 9 Apr 2009 15:13:51 -0400 |

Maarten already addressed why you have missing values. Tetra- and poly-choric correlations assume underlying *bivariate* normality With some binary and other continuous variables, you really want some tetrachoric (for binay/binary pairs), Pearson correlations (for continuous/continuous pairs), and biserial correlations (for binary/continuous pairs). I am guessing the tetrachorics on skewed binary variables are the trouble spot, and you can get them using -tetrachoric- on only the binary variables and checking the bivariate margins with -tab-. There is no guarantee the resulting "correlation" matrix is consistent with multivariate normality, however, but checking for PSD requires you compute the eigenvalues, which is easy enough using -pcamat-. You can often approximate tetrachoric and biserial correlations quite well using a common correction factor based on the ordinate of the Gaussian, a result found in most test theory books, e.g., R. P. McDonald. 1999. Test Theor: A Unified Treatment. LEA. -----Original Message----- From: "Juan Julio Gutierrez" <juanju@yahoo.com> To: statalist@hsphsun2.harvard.edu Sent: 4/9/2009 7:50 AM Subject: st: Polychoric and missing values in correlation matrix Dear all 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 missing values encountered initial values not feasible too few quotes no variables defined And in green: numerical derivatives are approximate nearby values are missing Do you have an idea why am I facing these results? How can I assure that the corr. matrix is positive defined? Do you know if using R poly command would dela with the missing values? . Thank you Juan Julio * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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