From: Janet Rosenbaum <jrosenba_at_rand.org>

Date: Sat 24 Jun 2006 - 07:33:31 EST

>> I hope someone here knows the answer to this since it will save me from

*>> delving deep into documentation.
*

*>>
*

*>> Based on 22 pairs of vectors, I have noticed that tetrachoric
*

*>> correlation coefficients in stata are almost uniformly higher than those
*

*>> in R, sometimes dramatically so (TCC=.61 in stata, .51 in R; .51 in
*

*>> stata, .39 in R). Stata's estimate is higher than R's in 20 out of 22
*

*>> computations, although the estimates always fall within the 95% CI for
*

*>> the TCC calculated by R.
*

*>>
*

*>> Do stata and R calculate TCC in dramatically different ways? Is the
*

*>> handling of missing data perhaps different? Any thoughts?
*

*>>
*

*>> Btw, I am sending this question only to the R-help list.
*

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jun 24 07:39:35 2006

Date: Sat 24 Jun 2006 - 07:33:31 EST

Peter --- Thanks for pointing out the omitted information. The hazards of attempting to be brief.

522 54 34 22

> polychor(v1, v2, std.err=T, ML=T)

Polychoric Correlation, ML est. = 0.5172 (0.08048) Test of bivariate normality: Chisquare = 8.063e-06, df = 0, p = NaN

Row Thresholds

Threshold Std.Err.

1 1.349 0.07042

Column Thresholds

Threshold Std.Err.

1 1.174 0.06458

Warning message:

NaNs produced in: pchisq(q, df, lower.tail, log.p)

In stata, I get:

. tetrachoric t1_v19a ct1_ix17

Tetrachoric correlations (N=632)

Variable | t1_v19a ct1_ix17

-------------+-------------------- t1_v19a | 1 ct1_ix17 | .6169 1 ----------------------------------

Thanks for your help.

Janet

Peter Dalgaard wrote:

> Janet Rosenbaum <jrosenba@rand.org> writes: >

>> I hope someone here knows the answer to this since it will save me from

> > > A bit more information seems necessary: > > - tetrachoric correlations depend on 4 numbers, so you should be able > to give a direct example > > - you're not telling us how you calculate the TCC in R. This is not > obvious (package polycor?). > --------------------

This email message is for the sole use of the intended recip...{{dropped}}

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jun 24 07:39:35 2006

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.1.8, at Sun 25 Jun 2006 - 18:12:37 EST.

*
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help.
Please read the posting
guide before posting to the list.
*