Estimating correlation from dichotomized normal variables

DOI10.1016/j.jspi.2009.05.031zbMath1169.62056MaRDI QIDQ840732

Christian Genest, Jean-Marc Lévesque

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.031

zbMATH Keywords

copula; ANOVA; bivariate normality; Pearson's correlation; continuous scores; dichotomization; tetrachoric correlation coefficient

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

65C05: Monte Carlo methods

62H17: Contingency tables

62J10: Analysis of variance and covariance (ANOVA)

Uses Software

• QRM

Cites Work

• The meta-elliptical distributions with given marginals
• A characterization of Gumbel's family of extreme value distributions
• A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
• An introduction to copulas. Properties and applications
• Elliptical copulas: Applicability and limitations.
• The t Copula and Related Copulas
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Bivariate Survival Models Induced by Frailties
• Families of Multivariate Distributions
• Statistical Modeling and Analysis for Complex Data Problems
• Understanding Relationships Using Copulas
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