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On specifying correlation matrices for binary data

Orasch, Markus and Leisch, Friedrich and Weingessel, Andreas (1999) On specifying correlation matrices for binary data. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 53. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

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Abstract

We are interested in generating binary data via specifying the marginals and the correlation matrix only. However, from a practical point of view it is not obvious how to construct such a matrix, since it has to be positive (semi-)definite and satisfy some special conditions as well. Hence, using R, a free implementation of the S statistical language, we give a graphical interface to input specific marginals and correlations and to change the given "not working" correlation matrix to a possibly "working" one. (author's abstract)

Item Type: Paper
Divisions: Departments > Informationsverarbeitung u Prozessmanag. > Produktionsmanagement > Taudes
Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Departments > Marketing > Service Marketing und Tourismus
Departments > Informationsverarbeitung u Prozessmanag. > Informationswirtschaft
Depositing User: Repository Administrator
Date Deposited: 05 Mar 2002 18:42
Last Modified: 22 Mar 2015 11:23
URI: http://epub.wu.ac.at/id/eprint/486

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