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st: RE: RE: creating combined correlation of dummy (ordered multilevel)


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: creating combined correlation of dummy (ordered multilevel)
Date   Thu, 9 Jun 2011 09:38:24 -0700

Additionally, E. Pearson in an article in Biometrika, looked at significance values for a variety of distributions and found the correlation coefficient was terribly non-robust.  It was around 1980 (sorry I don't have more).  I think Anthony Schork had something similar earlier.  Try Google scholar.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Thursday, June 09, 2011 9:02 AM
To: 'statalist@hsphsun2.harvard.edu'
Subject: st: RE: creating combined correlation of dummy (ordered multilevel)

A correlation coefficient is only likely to have meaning if the combined variable in question is at least on an ordered scale. Even to calculate a meaningless correlation for a six-category scale you would need to have such a combined variable. 

Nick 
n.j.cox@durham.ac.uk 

Stefan Nijssen

I am struggling to find the correlation of various variables to a dummy variable (6level ordered). The problem is that since the dummies appear in the table as six variables, I cannot read a single correlation between the combined dummy and any other variable (see below). Does anyone know how to do this?

Stefan Nijssen

. correlate AAA AA A BBB BB B wc5 MAR COV
(obs=383)

             |      AAA       AA        A      BBB       BB        B      wc5      MAR      COV
-------------+---------------------------------------------------------------------------------
         AAA |   1.0000
          AA |  -0.0303   1.0000
           A |  -0.0767  -0.1249   1.0000
         BBB |  -0.1187  -0.1932  -0.4892   1.0000
          BB |  -0.0559  -0.0909  -0.2302  -0.3563   1.0000
           B |  -0.0504  -0.0820  -0.2077  -0.3214  -0.1513   1.0000
         wc5 |   0.3377   0.1016   0.1805  -0.1683  -0.0769  -0.1032   1.0000
         MAR |   0.0030   0.0101   0.0146   0.0449  -0.0136  -0.0807   0.0176   1.0000
         COV |   0.3052   0.1377   0.2432  -0.0967  -0.1235  -0.2545   0.2121   0.1220   1.0000


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