mipfp: Corr2Odds – R documentation

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Corr2Odds

Converting correlation to odds ratio

Description

For K binary (Bernoulli) random variables X_1, ..., X_K, this function transforms the correlation measure of association C_ij between every pair (X_i, X_j) to the odds ratio O_ij where

C_ij = cov(X_i, X_j) / sqrt(var(X_i) * var(X_j))

and

O_ij = P(X_i = 1, X_j = 1) * P(X_i = 0, X_j = 0) / P(X_i = 1, X_j = 0) * P(X_i = 0, X_j = 1).

Usage

Corr2Odds(corr, marg.probs)

Arguments

`corr`	A K x K matrix where the i-th row and the j-th column represents the correlation C_ij between variables i and j.
`marg.probs`	A vector with K elements of marginal probabilities where the i-th entry refers to P(X_i = 1).

Value

The function return a list with the correlations and the pairwise probabilities.

`odds`	A matrix of the same dimension as `corr` containing the correlations
`pair.proba`	A matrix of the same dimension as `corr` containing the pairwise probabilities.

Author(s)

Thomas Suesse.

Maintainer: Johan Barthelemy johan@uow.edu.au.

References

Lee, A.J. (1993). Generating Random Binary Deviates Having Fixed Marginal Distributions and Specified Degrees of Association The American Statistician 47 (3): 209-215.

Qaqish, B. F., Zink, R. C., and Preisser, J. S. (2012). Orthogonalized residuals for estimation of marginally specified association parameters in multivariate binary data. Scandinavian Journal of Statistics 39, 515-527.

Examples

# correlation matrix from Qaqish et al. (2012)
cr <- matrix(c( 1.000, -0.215, 0.144, 0.107,
               -0.215,  1.000, 0.184, 0.144,
                0.144,  0.184, 1.000, 0.156,
                0.107,  0.144, 0.156, 1.000), nrow = 4, ncol = 4, byrow = TRUE)
rownames(cr) <- colnames(cr) <- c("Parent1", "Parent2", "Sibling1", "Sibling2")

# hypothetical marginal probabilities
p <- c(0.2, 0.4, 0.6, 0.8)

# converting correlation to odds ratio and getting pairwise probabilities
or <- Corr2Odds(corr = cr, marg.probs = p)
print(or)

mipfp

Multidimensional Iterative Proportional Fitting and Alternative Models

v3.2.1

GPL-2

Authors

Johan Barthelemy [aut, cre], Thomas Suesse [aut], Mohammad Namazi-Rad [ctb]

Initial release

2018-08-29