Generating Correlated Ordinal Random Values

Kaiser, Sebastian, Träger, Dominik and Leisch, Friedrich (22. February 2011): Generating Correlated Ordinal Random Values. Department of Statistics: Technical Reports, No.94

Abstract

Ordinal variables appear in many field of statistical research. Since working with simulated data is an accepted technique to improve models or test results there is a need for providing correlated ordinal random values with certain properties like marginal distribution and correlation structure. The present paper describes two methods for generating such values: binary conversion and a mean mapping approach. The algorithms of the two methods are described and some examples of the outcomes are shown.

• Item Type: Paper
• Form of publication: Submitted Version
• Keywords: correlated ordinal values, marginal probabilities, correlation structure
• Faculties: Mathematics, Computer Science and Statistics > Statistics > Technical Reports
• Subjects: 500 Science > 510 Mathematics
• Language: English