Estimation of polychoric correlation with elliptical latent variables

DOI10.1080/00949658808811095MaRDI QIDQ3350519zbMATH OpenOpenAlexFDO

Authors Sik Lee, Ming-Long Lam

Publication date 1988

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658808811095

zbMATH Keywords

Algorithmsbivariate contaminated normal distributionsbivariate elliptical distributionbivariate t distributionslatent variablesmaximum likelihood estimatesminimum chi- square estimatespolychoric correlation modelrobustnesssimulation studies

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• Estimation of the correlation coefficient in contingency tables with possibly nonmetrical characters
• Expressing a Random Variable in Terms of Uniform Random Variables
• Maximum likelihood and some other asymptotically efficient estimators of correlation in two way contingency tables
• Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
• Maximum likelihood estimation of the polychoric correlation coefficient

Cited in

(12)

• Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations
• On the estimation of polychoric correlations and their asymptotic covariance matrix
• Testing the assumptions underlying tetrachoric correlations
• A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
• scientific article; zbMATH DE number 4135281 (Why is no real title available?)
• General mixed-data model: Extension of general location and grouped continuous models
• Maximum likelihood estimation of polychoric correlations inr×s×tcontingency tables
• Estimating the Mahalanobis Distance from Mixed Continuous and Discrete Data
• Testing normality of latent variables in the polychoric correlation
• Asymptotic robustness study of the polychoric correlation estimation
• Estimating latent linear correlations from fuzzy frequency tables
• Estimating correlation from dichotomized normal variables

Describes a project that uses

Uses Software

• LISREL

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