[R] polychoric correlation: issue with coefficient sign

[John Fox]

Dear Jim and Dorothee,

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
> Behalf Of Jim Lemon
> Sent: January-13-09 5:17 AM
> To: Dorothee
> Cc: r-help at r-project.org
> Subject: Re: [R] polychoric correlation: issue with coefficient sign
> 
> Dorothee wrote:
> > Hello,
> >
> > I am running polychoric correlations on a dataset composed of 12 ordinal
> and
> > binary variables (N =384), using the polycor package.
> > One of the association (between 2 dichotomous variables) is very high
using
> > the 2-step estimate (0.933 when polychoric run only between the two
> > variables; but 0.801 when polychoric run on the 12 variables). The same
> > correlation run with ML estimate returns a singularity message.
> >
> > First, I would like to know why the estimations between only the two
> > dichotomous variables and with all the variables at once (with the
2-step
> > estimate) returns slightly different results.

It's very difficult to answer questions like this without the data, but I
can hazard a guess: I assume that you're using the hetcor() function for the
correlations among the 12 variables. As explained in ?hetcor, default
handling of missing data is to use only complete observations. Thus, the
correlation with all 12 variables present may be based on fewer cases than
when only the two variables are present.
 
> >
> > Secondly, when i checked back the distribution of these two dichotomous
> > variables they appear about symmetrically opposed. Therefore, one should
> > indeed expect a strong association between them, but a negative one,
isn't
> > it? Why does the polychoric correlation returns a positive coefficient?
> What
> > does it mean for the rest of the coefficients, should i trust them?
> >
> > I have to say I'm new to R and not very strong in statistics, I hope I
> > haven't posted a stupid question...
> >
> Hi Dorothee,
> This may be similar to a problem I encountered with the biserial.cor
> function, where the default specification of which value of the
> dichotomous variable to use as the reference value gave me a correlation
> coefficient with an apparently reversed sign. It might be that your the
> values of your categorial variable are not in the order you assume.

Again, it would help to have the data.

Regards,
 John

> 
> Jim
> 
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