Estimating correlation from dichotomized normal variables

DOI10.1016/J.JSPI.2009.05.031MaRDI QIDQ840732zbMATH OpenOpenAlexFDO

Authors 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

ANOVAbivariate normalitycontinuous scorescopuladichotomizationPearson's correlationtetrachoric correlation coefficient

Mathematics Subject Classification ID

Contingency tables (62H17) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05)

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Cites work

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Cited in

(4)

• Testing the assumptions underlying tetrachoric correlations
• Comparison of correlation measures for nominal data
• Nonparametric estimation of copula-based measures of multivariate association from contingency tables
• How to Pretend That Correlated Variables Are Independent by Using Difference Observations

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Uses Software

• QRM

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