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Re: st: factor analysis on tetrachoric correlation


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: factor analysis on tetrachoric correlation
Date   Fri, 23 Jan 2004 10:23:33 -0500 (EST)

> I search to realize a factor analysis on a specific correlation
> matrix (as the matrix of the tetrachoric coefficients). The factor
> program don't accept anothers matrix than the covariance or the
> correlation matrix. If anyone know a mean to realize this kind of
> analysis.

I have written a program that estimates polychoric correlations between
two variables (tow-stages rather than full MLE), creates a matrix of
pairwise polychoric correlations (again, one could estimate all the
coefficients and thresholds simultaneously, but that's quite a bit of
work) and performs PCA on the resulting correlation matrix. Unfortunately,
the website where I keep my Stata stuff (in the signature) is down for a
few days already... but I can send you the file directly if that is what
you need. I am rewriting it now for the derivatives of the likelihood
function as the lf specification turned out to be quite slow in the
simulations I needed the polychoric program for.

 ---                                    Stas Kolenikov
 --       Ph.D. student in Statistics at UNC-Chapel Hill
 - http://www.komkon.org/~tacik/  -- [email protected]

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