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Re: st: Polychoric and missing values in correlation matrix


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Polychoric and missing values in correlation matrix
Date   Mon, 13 Apr 2009 15:48:26 -0500

I am the author of -polychoric-. Most of the error messages are just
what they are -- your data do not conform well to the assumptions of
the -polychoric-, and/or you have empirical underidentification
problem -- essentially, your confidence interval for correlation is
(-1,1), which happens, too. The "too few quotes" however appears to be
a bug somewhere in my code.

General statalist wisdom (aka FAQ) states that you should show exactly
what you typed and what Stata told you. Can you please provide the
complete output?

On 4/9/09, Juan Julio Gutierrez <juanju@yahoo.com> wrote:
> 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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>


-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
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