What is the difference between Pearson and Polychoric correlation?

dataexploration
correlation

#1

Hi,

I am performing data exploration to find the relation between variables. I am performing correlation analysis to arrive at these relationships.

I have read that there are two types of correlation analysis: one is Pearson and another one is Polychoric. Please help me to find the difference between these two and when should I go with which technique?

Thanks,
Mark


#2

@Mark-you can check on this link.

http://john-uebersax.com/stat/tetra.htm

Hope this helps!
Regards,
Rohit


#3

Hello @Mark,

Pearson is mainly used for continuous variables whereas polychoric is used for discrete data.
Hope this helps!!