Multivariate Correlation Models with Mixed Discrete and Continuous Variables
Olkin, I. ; Tate, R. F.
Ann. Math. Statist., Tome 32 (1961) no. 4, p. 448-465 / Harvested from Project Euclid
A model which frequently arises from experimentation in psychology is one which contains both discrete and continuous variables. The concern in such a model may be with finding measures of association or with problems of inference on some of the parameters. In the simplest such model there is a discrete variable $x$ which takes the values 0 or 1, and a continuous variable $y$. Such a random variable $x$ is often used in psychology to denote the presence or absence of an attribute. Point-biserial correlation, which is the ordinary product-moment correlation between $x$ and $y$, has been used as a measure of association. This model, when $x$ has a binomial distribution, and the conditional distribution of $y$ for fixed $x$ is normal, was studied in some detail by Tate [13]. In the present paper, we consider a multivariate extension, in which $x = (x_0, x_1, \cdots, x_k)$ has a multinomial distribution, and the conditional distribution of $y = (y_1, \cdots, y_p)$ for fixed $x$ is multivariate normal.
Publié le : 1961-06-14
Classification: 
@article{1177705052,
     author = {Olkin, I. and Tate, R. F.},
     title = {Multivariate Correlation Models with Mixed Discrete and Continuous Variables},
     journal = {Ann. Math. Statist.},
     volume = {32},
     number = {4},
     year = {1961},
     pages = { 448-465},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177705052}
}
Olkin, I.; Tate, R. F. Multivariate Correlation Models with Mixed Discrete and Continuous Variables. Ann. Math. Statist., Tome 32 (1961) no. 4, pp.  448-465. http://gdmltest.u-ga.fr/item/1177705052/