R help - Feb 2010 - Heterogeneous Correlation Matrix with Survey Weights

Hello,

I have a data set containing categorical and ordinal factors, as well as 
sampling weights (i.e., survey weights reflecting unequal probabilities of 
selection). I want to fit a structural equation model with sem(). I have 
run sem() on weighted covariance matrices using advice from John Fox (see 
<http://tolstoy.newcastle.edu.au/R/e5/help/08/12/8773.html> and 
<http://blog.lib.umn.edu/moor0554/canoemoore/2009/09/sem_complex_samples_r_update.html>).
However, since I have categorical/ordinal variables, I would like to 
compute a weighted heterogeneous correlation matrix with hetcor().

Is there a way to do this in R? I couldn't find any guidance in the r-help 
archives or in the polycor help files. Should I truncate the sampling 
weights to integers and then populate the data set with redundant 
rows/cases so that the number of rows equals the population size 
(N>700,000)? Or is there a better way to compute a weighted heterogeneous 
correlation matrix?

Thanks,
Chris

-- 
Christopher T. Moore, M.P.P.
Doctoral Student
Quantitative Methods in Education
University of Minnesota
44.9785?N, 93.2396?W
moor0554 at umn.edu
http://umn.edu/~moor0554

Dear Chris,

As you surmised, the functions in the polycor package make no provision for
survey weights. You could get polychoric correlations by using weighted
contingency tables as input, but that approach won't work for polyserial
correlations.

Regards,
 John

--------------------------------
John Fox
Senator William McMaster 
  Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at
r-project.org] On
> Behalf Of Christopher T. Moore
> Sent: February-25-10 6:00 PM
> To: r-help at r-project.org
> Subject: [R] Heterogeneous Correlation Matrix with Survey Weights
> 
> Hello,
> 
> I have a data set containing categorical and ordinal factors, as well as
> sampling weights (i.e., survey weights reflecting unequal probabilities of
> selection). I want to fit a structural equation model with sem(). I have
> run sem() on weighted covariance matrices using advice from John Fox (see
> <http://tolstoy.newcastle.edu.au/R/e5/help/08/12/8773.html> and
>
<http://blog.lib.umn.edu/moor0554/canoemoore/2009/09/sem_complex_samples_r_up
> date.html>).
> However, since I have categorical/ordinal variables, I would like to
> compute a weighted heterogeneous correlation matrix with hetcor().
> 
> Is there a way to do this in R? I couldn't find any guidance in the
r-help
> archives or in the polycor help files. Should I truncate the sampling
> weights to integers and then populate the data set with redundant
> rows/cases so that the number of rows equals the population size
> (N>700,000)? Or is there a better way to compute a weighted
heterogeneous
> correlation matrix?
> 
> Thanks,
> Chris
> 
> --
> Christopher T. Moore, M.P.P.
> Doctoral Student
> Quantitative Methods in Education
> University of Minnesota
> 44.9785?N, 93.2396?W
> moor0554 at umn.edu
> http://umn.edu/~moor0554
> 
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