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" <[email protected]>
To: [email protected]
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
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