| 多分格相关与皮尔逊相关的蒙特卡罗仿真 |
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| 引用本文： | 吴瑞林,王建中,袁克海.多分格相关与皮尔逊相关的蒙特卡罗仿真[J].北京航空航天大学学报,2009,35(12):1507-1510. |
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| 作者姓名： | 吴瑞林 王建中 袁克海 |
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| 作者单位： | 北京航空航天大学心理与行为研究所,北京,100191;圣母大学心理系,南湾,美国46556 |
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| 摘 要： | 为了解对于有序分类数据，使用多分格相关系数估计数据间线性依存关系的精确性，运用蒙特卡罗仿真法考察样本量的大小、分类数的多少、相关程度的高低以及数据分布的偏度对多分格相关系数估计精确度的影响；同样条件下计算皮尔逊相关系数并与之相比较.在实验设计的条件下，多分格相关系数的表现非常稳定，绝大多数情况下给出的估计值都比皮尔逊相关系数更精确.两种相关系数受样本量的影响都很有限，且估计值的偏差会明显随着分类数的增多而变小；但数据的偏态分布对皮尔逊相关系数的精确度有很大影响.
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| 关 键 词： | 相关分析 蒙特卡洛仿真法 数据处理与分析 多元分析 |
| 收稿时间： | 2009-03-03 |
Monte Carlo simulation of polychoric correlation and Pearson correlation coefficient |
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| Wu Ruilin,Wang Jianzhong,Yuan Kehai.Monte Carlo simulation of polychoric correlation and Pearson correlation coefficient[J].Journal of Beijing University of Aeronautics and Astronautics,2009,35(12):1507-1510. |
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| Authors: | Wu Ruilin Wang Jianzhong Yuan Kehai |
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| Institution: | 1. Institute of Psychology and Behavior, Beijing University of Aeronautics and Astronautics, Beijing 100191, China;
2. Department of Psychology, University of Notre Dame, Notre Dame 46556, United States |
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| Abstract: | The more accurate estimates were obtained via the polychoric correlation coefficient rather than traditional Pearson correlation coefficient in multivariate analysis for ordinal categorical data.The statistic model and estimators of the polychoric correlation were introduced.Then a Monte Carlo simulation was conducted to discuss the influence of sample size,category number,correlation degree,and data distribution on the precision of polychoric correlation estimate.The simulation results show that the polych... |
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| Keywords: | correlation theory Monte Carlo methods data processing multivariant analysis |
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