From: John Fox <jfox_at_mcmaster.ca>

Date: Sun 25 Jun 2006 - 16:26:03 EST

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 Sun Jun 25 16:36:15 2006

Date: Sun 25 Jun 2006 - 16:26:03 EST

*> # example from Drasgow (1988), pp. 69-74 in Kotz and Johnson,
*

> # Encyclopedia of statistical sciences. Vol. 7.

*> tab
*

[,1] [,2] [,3]

[1,] 58 52 1 [2,] 26 58 3 [3,] 8 12 9

> polychor(tab, std.err=TRUE)

Polychoric Correlation, 2-step est. = 0.42 (0.07474) Test of bivariate normality: Chisquare = 11.55, df = 3, p = 0.009078

> polychor(tab, ML=TRUE, std.err=TRUE)

Polychoric Correlation, ML est. = 0.4191 (0.07616) Test of bivariate normality: Chisquare = 11.54, df = 3, p = 0.009157

Row Thresholds

Threshold Std.Err.

1 -0.02988 0.08299

2 1.13300 0.10630

Column Thresholds

Threshold Std.Err.

1 -0.2422 0.08361

2 1.5940 0.13720

> tab # example from Brown (1977) Applied Statistics, 26:343-351.

[,1] [,2]

[1,] 1562 42

[2,] 383 94

> polychor(tab)

[1] 0.595824

*>
*

Regards,

John

On Fri, 23 Jun 2006 14:33:31 -0700

Janet Rosenbaum <jrosenba@rand.org> wrote:

> Peter --- Thanks for pointing out the omitted information. The

*> hazards
**> of attempting to be brief.
**>
**> In R, I am using polychor(vec1, vec2, std.err=T) and have used both
**> the
**> ML and 2 step estimates, which give virtually identical answers. I
**> am
**> explicitly using only the 632 complete cases in R to make sure
**> missing
**> data is handled the same way as in stata.
**>
**> Here's my data:
**>
**> 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
**> >> 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.
**> >
**> >
**> > 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\ > ...{{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 Sun Jun 25 16:36:15 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 - 20:12:52 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.
*