[R] Heterogeneous Correlation Matrix with Survey Weights

[John Fox]

Dear Chris,

As you surmised, the functions in the polycor package make no provision for survey weights. You could get polychoric correlations by using weighted contingency tables as input, but that approach won't work for polyserial correlations.

Regards,
 John

--------------------------------
John Fox
Senator William McMaster 
  Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of Christopher T. Moore
> Sent: February-25-10 6:00 PM
> To: r-help at r-project.org
> Subject: [R] Heterogeneous Correlation Matrix with Survey Weights
> 
> Hello,
> 
> I have a data set containing categorical and ordinal factors, as well as
> sampling weights (i.e., survey weights reflecting unequal probabilities of
> selection). I want to fit a structural equation model with sem(). I have
> run sem() on weighted covariance matrices using advice from John Fox (see
> <http://tolstoy.newcastle.edu.au/R/e5/help/08/12/8773.html> and
> <http://blog.lib.umn.edu/moor0554/canoemoore/2009/09/sem_complex_samples_r_up
> date.html>).
> However, since I have categorical/ordinal variables, I would like to
> compute a weighted heterogeneous correlation matrix with hetcor().
> 
> Is there a way to do this in R? I couldn't find any guidance in the r-help
> archives or in the polycor help files. Should I truncate the sampling
> weights to integers and then populate the data set with redundant
> rows/cases so that the number of rows equals the population size
> (N>700,000)? Or is there a better way to compute a weighted heterogeneous
> correlation matrix?
> 
> Thanks,
> Chris
> 
> --
> Christopher T. Moore, M.P.P.
> Doctoral Student
> Quantitative Methods in Education
> University of Minnesota
> 44.9785°N, 93.2396°W
> moor0554 at umn.edu
> http://umn.edu/~moor0554
> 
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