Estimating correlation from dichotomized normal variables

DOI10.1016/J.JSPI.2009.05.031zbMATH Open1169.62056OpenAlexW2014275439MaRDI QIDQ840732FDOQ840732

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

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zbMATH Keywords

copulaANOVAbivariate normalityPearson's correlationcontinuous scoresdichotomizationtetrachoric correlation coefficient

Mathematics Subject Classification ID

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

Cites Work

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• An introduction to copulas. Properties and applications
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• Elliptical copulas: Applicability and limitations.
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• The t Copula and Related Copulas
• The meta-elliptical distributions with given marginals
• Bivariate Survival Models Induced by Frailties
• Understanding Relationships Using Copulas
• Families of Multivariate Distributions
• Statistical Modeling and Analysis for Complex Data Problems
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
• A characterization of Gumbel's family of extreme value distributions
• Two-way heteroscedastic ANOVA when the number of levels is large
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Cited In (3)

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

Uses Software

• QRM

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