[R] Tetrachoric correlation in R vs. stata
Janet Rosenbaum
jrosenba at rand.org
Fri Jun 23 23:33:31 CEST 2006
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 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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