A generalized definition of the polychoric correlation coefficient
(English)Manuscript (Other academic)
We generalize the polychoric correlation coefficient to a large class of parametric families of bivariate distributions. The generalized definition agrees with the conventional definition on the family of bivariate normal distributions, and with the generalized tetrachoric correlation coefficient for dichotomous variables. Furthermore, we provide some suggestions for goodness-of-fit tests. The theory is illustrated with examples, which show that the distributional assumption can have a substantial impact on the conclusions of the association analysis.
polychoric correlation, generalization, contingency table, ordinal variables, measure of association, robustness, goodness-of-fit
Probability Theory and Statistics
Research subject Statistics
IdentifiersURN: urn:nbn:se:uu:diva-100695OAI: oai:DiVA.org:uu-100695DiVA: diva2:210883