Due to the increasing use of ordinal variables in different fields, new statistical methods for their analysis have been introduced, whose performances need to be investigated under different experimental conditions. Proper procedures to simulate from ordinal variables are then requested. The present paper deals with the simulation from multivariate ordinal random variables. A new proposal for generating samples from ordinal random variables with pre-specified correlation matrix and marginal distributions is presented. Its features are examined and a comparison to its main competitors is discussed. A software implementation by the R package is provided. Examples of application are also supplied.

Simulating correlated ordinal and discrete variables with assigned marginal distributions / A. Barbiero, P.A. Ferrari (QUADERNI DI DIPARTIMENTO. SERIE RICERCHE). - In: Seventh international workshop on simulation : book of abstracts / [a cura di] M. Matteucci. - Bologna : Università degli studi di Bologna. Dipartimento di Scienze statistiche “Paolo Fortunati”, 2013. - pp. 58-59 (( Intervento presentato al 7. convegno International workshop on simulation tenutosi a Rimini nel 2013.

Simulating correlated ordinal and discrete variables with assigned marginal distributions

A. Barbiero
Primo
;
P.A. Ferrari
Ultimo
2013

Abstract

Due to the increasing use of ordinal variables in different fields, new statistical methods for their analysis have been introduced, whose performances need to be investigated under different experimental conditions. Proper procedures to simulate from ordinal variables are then requested. The present paper deals with the simulation from multivariate ordinal random variables. A new proposal for generating samples from ordinal random variables with pre-specified correlation matrix and marginal distributions is presented. Its features are examined and a comparison to its main competitors is discussed. A software implementation by the R package is provided. Examples of application are also supplied.
multivariate random variable; Pearson’s correlation; Spearman’s correlation.
Settore SECS-S/01 - Statistica
2013
University of Bologna. Department of Statistical sciences
University of Padova. Department of Management and Engineering
Saint Petersburg State university. Department of Statistical modelling
INFORMS Simulation society
Italian statistical society
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/220675
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