[R] Tetrachoric correlation in R vs. stata

[Peter Dalgaard]

Janet Rosenbaum <jrosenba at 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?).

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