A Problem with Discretizing Vale–Maurelli in Simulation Studies

Steffen Grønneberg and Njål Foldnes ()
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Steffen Grønneberg: BI Norwegian Business School
Njål Foldnes: BI Norwegian Business School

Psychometrika, 2019, vol. 84, issue 2, No 11, 554-561

Abstract: Abstract Previous influential simulation studies investigate the effect of underlying non-normality in ordinal data using the Vale–Maurelli (VM) simulation method. We show that discretized data stemming from the VM method with a prescribed target covariance matrix are usually numerically equal to data stemming from discretizing a multivariate normal vector. This normal vector has, however, a different covariance matrix than the target. It follows that these simulation studies have in fact studied data stemming from normal data with a possibly misspecified covariance structure. This observation affects the interpretation of previous simulation studies.

Keywords: polychoric correlation; Vale–Maurelli; non-normal data; structural equation modeling; ordinal data (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s11336-019-09663-8

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