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POLYCORR: Stata module to compute polychoric, polyserial and Pearson correlations with a joint covariance matrix, bivariate-normality diagnostics and positive-definite repair

Author

Listed:
  • Yusuf Toyin Yusuf

    (Kwara State University)

Programming Language

Abstract

polycorr estimates the correlation between every pair of variables in varlist. Each variable is classified as ordinal or continuous. For two ordinal variables it estimates the polychoric correlation, for one ordinal and one continuous variable the polyserial correlation, and for two continuous variables the Pearson correlation. With two categories these become the tetrachoric and biserial correlations. Unlike earlier implementations, polycorr is an e-class estimation command. e(b) holds all k(k-1)/2 correlations and e(V) their joint asymptotic covariance matrix. The covariance matrix is obtained from the influence functions of the two-step estimator, so it allows for the estimated thresholds, means and standard deviations. It can be heteroskedasticity robust, cluster robust or design based (Taylor linearization). It is the matrix needed to compare or test correlations against each other, and to fit ordinal structural equation models by weighted least squares.

Suggested Citation

  • Yusuf Toyin Yusuf, 2026. "POLYCORR: Stata module to compute polychoric, polyserial and Pearson correlations with a joint covariance matrix, bivariate-normality diagnostics and positive-definite repair," Statistical Software Components S459953, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459953
    Note: This module should be installed from within Stata by typing "ssc install polycorr". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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