Generating correlated ordinal categorical random samples

Atanu Biswas

Statistics & Probability Letters, 2004, vol. 70, issue 1, 25-35

Abstract: Ordinal categorical random variables are common in many studies. In different context it is important to appropriately define and simulate from such ordinal categorical random variables with a desired pattern of the correlation structure. This is an important problem in longitudinal studies as well as analyzing clustered data involving ordinal categorical responses. The present paper deals with the theoretical presentation and the construction of multivarite ordinal categorical random variables with some desired patterns of correlation structure. Algorithms for generating samples for the AR-type correlation with particular illustration of AR(1) and AR(2), and equicorrelation are discussed using some urn models.

Keywords: Longitudinal; autocorrelation; Equicorrelation; model; Ordinal; categorical; random; variable; Urn; model (search for similar items in EconPapers)
Date: 2004
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(04)00224-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:70:y:2004:i:1:p:25-35

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().