st: Polychoric PCA error message

[Yashin <yashin5@gmail.com>]

Dear Statalisters:

I am trying to run polychoric PCA from Stas Kolenikov on a data subset
(wealth index) that--pre-winnowing--has 32 dichotomous variables, four
ordinal variables, and one continuous variable. I am getting the
following error messages, repeated times:

could not calculate numerical derivatives
missing values encountered
numerical derivatives are approximate
nearby values are missing

I found the following thread addressing this issue,

                    http://www.stata.com/statalist/archive/2012-11/msg00826.html

and similarly I also found that for those coefficients in the
correlation matrix that are either zero or > 0.9, the 2x2 tables
invariably have a cell with small numbers (usually 0, and in other
cases 1, 2, 3 and in one case a 7). In this case, this would not be a
structural zero but a sampling zero.

I have related questions I am hoping someone might help shed light on:

1) When I examined the six 2x2 tables for variable pairs with
correlation coefficients > 0.9, they did not appear to be highly
correlated, and further, included one cell with 0

I'm copying a couple of examples below:

. /* tabulate high correlation pairs */

. tab vacuum carpet

           |        carpet
    vacuum |         0          1 |     Total
-----------+----------------------+----------
         0 |        21        835 |       856
         1 |         0        342 |       342
-----------+----------------------+----------
     Total |        21      1,177 |     1,198


. tab computer stove

           |         stove
  computer |         0          1 |     Total
-----------+----------------------+----------
         0 |        12      1,033 |     1,045
         1 |         0        146 |       146
-----------+----------------------+----------
     Total |        12      1,179 |     1,191

2) When I run the polychoric with only the dichotomous variables, and
then with the same variables plus the additional 5 variables described
above (ordinal and continuous), I get different correlation
coefficients in the correlation matrix for the same variable pairs.
How could this be? Sometimes the values are similar and yet different,
and in other cases the values are quite different (some of the
correlations > 0.9 when binary, ordinal and continuous variables are
included in the matrix become zero when only binary variables are
included in the matrix).

3) To address the issue of 2x2's with zeros, one colleague suggested
flattening in the previous thread (
http://www.stata.com/statalist/archive/2012-11/msg00829.html )--I
wondered if there are other options.

Many thanks for any thoughts!

Yashin

--
ysl
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