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On specifying correlation matrices for binary data

2024/01/18 by Orasch, Markus, Leisch, Friedrich, Weingessel, Andreas

paper · doi:10.57938/667a6251-17c8-431f-bb4a-6ed774b85126

Abstract

We are interested in generating binary data via specifying the marginals and the correlation matrix only. However, from a practical point of view it is not obvious how to construct such a matrix, since it has to be positive (semi-)definite and satisfy some special conditions as well. Hence, using R, a free implementation of the S statistical language, we give a graphical interface to input specific marginals and correlations and to change the given "not working" correlation matrix to a possibly "working" one.

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