[R] Re: point-biserial correlation

[Brett Magill]

Take a look at my function, see if anything is of interest:

http://home.earthlink.net/~bmagill/MyMisc.html


At 07:28 AM 4/3/2003 +0000, Noel Yvonnick wrote:
>Le Lundi 31 Mars 2003 17:23, Bernd Weiss a écrit :
> > On 31 Mar 2003 at 15:07, Noel Yvonnick wrote:
> >
> > [...]
> >
> > > Note that the point-biserial correlation is nothing but the standard
> > > correlation coefficient when one of the variables is dichotomous, so
> > > that cor(.) is OK.
> >
> > Yes, this is a misleading subject.
> >
> > > The biserial is different and includes a correction for the so-called
> > > "point of dichotomy". The following should work (translating a formula
> > > found in a psychometric manual) :
> >
> > [...]
> >
> > >   # Biserial correlation
> > >   # Be cautious in interpreting the sign :
> > >   # depends upon the ordering of levels(x)
> > >   ((m[1]-m[2])/Sy)*(f[1]*f[2]/dnorm(f[1]-.5))
> >
> > Thanks a lot for your help. Your code inspired me to do some modifications.
> >
> > (1) Following a German statistic book (Bortz, Jürgen, 1993: Statistik.
> > Heidelberg: Springer) I use the following term "dnorm(qnorm(f[1]))" instead
> > of "dnorm(f[1]-.5)".
> >
> > (2) I added some code for handling NA's.
> >
> > (3) Finaly, it is now possible to do some significance test for rbis.
> >
> >
> > Bernd
> >
> >
> > # Modification of Noel Yvonnick function for computing biserial
> > correlations # x.na: 0/1 variable
> > # y.na: continuous variable
> > cor.biserial = function(x.na,y.na)
> > {
> >   x <- x[!is.na(y.na) & !is.na(x.na)]
> >   y <- y[!is.na(y.na) & !is.na(x.na)]
> >
> >   stopifnot(is.factor(x))
> >   stopifnot(length(levels(x))==2)
> >   stopifnot(length(x)==length(y))
> >
> >   N = length(y)
> >
> >   # Success / Failure frequencies
> >   n <- table(x)
> >   f = table(x)/length(x)
> >
> >   # Means of success/failure groups on the global score
> >   m = tapply(y,x,mean)
> >
> >   # Variance of the global score
> >   Sy = sqrt(var(y)*(N-1)/N)
> >
> >   # Biserial correlation
> >   # Be cautious in interpreting the sign :
> >   # depends upon the ordering of levels(x)
> >   rbis <- ((m[1]-m[2])/Sy)*(f[1]*f[2]/dnorm(qnorm(f[1])))
> >
> >   # significance test for rbis
> >   rhobis <- sqrt(n[1]*n[2])/(dnorm(qnorm(f[1]))*N*sqrt(N))
> >   z <- rbis/rhobis
> >   alpha <- ifelse(z<0,pnorm(z),1-pnorm(z))
> >
> >   return(rbis,rhobis,z,alpha,N)
> > }
>
>That's great. I like this spontaneous collaboration ! This is the very spirit
>of R and this list. Thank you.
>
>Just in case someone is interested : I am trying to compile as many
>psychometric functions I can in a so-called "Psychom" library. It is just a
>script for my students at that time, with very simple functions, but maybe
>other people could contribute to finalize a formal library ?
>
>http://yvonnick.noel.free.fr/cours/licence/psychometrie/2003/psychom.R
>
>
>Yvonnick Noel
>Dpt. of Psychology
>U. of Lille 3
>FRANCE
>
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