Janet Rosenbaum <[EMAIL PROTECTED]> writes: > 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 > ----------------------------------
Well, > pmvnorm(c(1.349,1.174),c(Inf,Inf), + sigma=matrix(c(1,.5172,.5172,1),2))*632 [1] 22.00511 attr(,"error") [1] 1e-15 attr(,"msg") [1] "Normal Completion" > pnorm(1.349)*632 [1] 575.9615 > pnorm(1.174)*632 [1] 556.0352 so the estimates from R appear to be consistent with the table. In contrast, plugging in the .6169 from Stata gives > pmvnorm(c(1.349,1.174),c(Inf,Inf), + sigma=matrix(c(1,.6169,.6169,1),2))*632 [1] 26.34487 ... You might want to follow up on http://www.ats.ucla.edu/stat/stata/faq/tetrac.htm > Thanks for your help. > > Janet > > > > Peter Dalgaard wrote: > > Janet Rosenbaum <[EMAIL PROTECTED]> 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?). > > > > > -------------------- > > This email message is for the sole use of the intended rec...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
