> I search to realize a factor analysis on a specific correlation
> matrix (as the matrix of the tetrachoric coefficients). The factor
> program don't accept anothers matrix than the covariance or the
> correlation matrix. If anyone know a mean to realize this kind of
> analysis.
I have written a program that estimates polychoric correlations between
two variables (tow-stages rather than full MLE), creates a matrix of
pairwise polychoric correlations (again, one could estimate all the
coefficients and thresholds simultaneously, but that's quite a bit of
work) and performs PCA on the resulting correlation matrix. Unfortunately,
the website where I keep my Stata stuff (in the signature) is down for a
few days already... but I can send you the file directly if that is what
you need. I am rewriting it now for the derivatives of the likelihood
function as the lf specification turned out to be quite slow in the
simulations I needed the polychoric program for.
--- Stas Kolenikov
-- Ph.D. student in Statistics at UNC-Chapel Hill
- http://www.komkon.org/~tacik/ -- [email protected]
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