This measure of association is based on the assumption that the ordered, categorical variables of the frequency table have an underlying bivariate normal distribution. The polychoric correlation coefficient is the maximum likelihood estimate of the product-moment correlation between the normal variables, estimating thresholds from the observed table frequencies. The range of the polychoric correlation is from -1 to 1. To estimate the polychoric correlation, PROC FREQ iteratively solves the likelihood equations by a Newton-Raphson algorithm using the Pearson correlation coefficient as the initial approximation. Iteration stops when the convergence measure falls below the convergence criterion or when the maximum number of iterations is reached, whichever occurs first.
Asymmetric lambda has the range .
Because of the uniqueness assumptions, ties in the frequencies or in the marginal totals must be broken in an arbitrary but consistent manner. It has the range . It has the range . All rights reserved.