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

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)

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Cites work

• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
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• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
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• Bivariate Survival Models Induced by Frailties
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Elliptical copulas: Applicability and limitations.
• Families of Multivariate Distributions
• Statistical Modeling and Analysis for Complex Data Problems
• The meta-elliptical distributions with given marginals
• The t Copula and Related Copulas
• Two-way heteroscedastic ANOVA when the number of levels is large
• Understanding Relationships Using Copulas

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

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Uses Software

• QRM

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