[R] Re: Factor analysis of categorical or mixed categorical/continuousdata in [R]

[Peter Dalgaard BSA]

John Fox <jfox at mcmaster.ca> writes:

> At 11:18 AM 2/21/2002 +0000, Dr Stuart Leask wrote:
> >I am looking to fit one or more latent categorical variables to data that is
> >a mixture of categorical and continuous variables. Factor analysis would
> >work for continuous data, latent class analysis for categorical data. I
> >understand that in a package such as MPlus I could perform a single analysis
> >of both data types. Are there similar routines available in R?
> 
> Dear Stuart,
> 
> If memory serves me, a common approach is to use tetrachoric
> correlations (for dichotomous data), polychoric correlations (for
> ordered-category data), and point-biserial and polyserial correlations
> (for mixed data). If you want to do inference, then this approach gets
> complicated (requiring asymptotic sampling covariances for the
> correlations), but for a descriptive factor analysis, it should be
> reasonably straightforward.
> 
> I'm not aware of any facility for calculating these kinds of
> correlations in R, but programming them shouldn't be too hard. I may
> add this at some point to the sem package.

On the face of it (which is as far as I am able to see), it would seem
fairly easy to set up an MLE procedure if you treat all discrete
variables as obtained by setting cutpoints on continuous latent
variables. I suspect this is what MPlus is doing. The requisite normal
integrals should be available through library(mvtnorm).

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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