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I see that I can get polychoric correlation coefficients using package girth.

I have following data:

y1 = [0, 1, 1, 1, 0, 0, 1, 0, 0, 1, 1, 1, 0, 0, 1, 0, ]
y2 = [0, 0, 1, 1, 0, 1, 1, 0, 1, 0, 1, 1, 0, 0, 1, 1, ]

I use the package to get polychoric correlation matrix:

data = np.array([y1, y2])
polychoric_corr = gcm.polychoric_correlation(data, start_val=0, stop_val=1)
print(polychoric_corr)

The output is:

[[1.         0.56250022]
 [0.56250022 1.        ]]

Hence, polychoric correlation coefficient is 0.56. How can I calculate P value (significance) for this? Thanks for your insight.

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    $\begingroup$ I believe that p-values can be obtained from the polycor package $\endgroup$
    – Harmony
    Commented Jan 9 at 19:40
  • $\begingroup$ It will be best to post an answer with code and output to show how p-value can be obtained from polycor package. $\endgroup$
    – rnso
    Commented Jan 10 at 13:08

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