Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations (Q1096993)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations |
scientific article |
Statements
Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations (English)
0 references
1987
0 references
This paper investigates the generalized least squares estimation and the maximum likelihood estimation of the parameters in a multivariate polychoric correlations model, based on data from a multidimensional contingency table. Asymptotic properties of the estimators are discussed. An iterative procedure based on the Gauss-Newton algorithm is implemented to produce the generalized least squares estimates and the standard errors estimates. It is shown that via an iteratively reweighted method, the algorithm produces the maximum likelihood estimates as well. Numerical results on the finite sample behaviors of the methods are reported.
0 references
generalized least squares estimation
0 references
maximum likelihood estimation
0 references
multivariate polychoric correlations model
0 references
multidimensional contingency table
0 references
iterative procedure
0 references
Gauss-Newton algorithm
0 references
errors estimates
0 references
iteratively reweighted method
0 references
finite sample behaviors
0 references
0 references
0 references
0 references
0 references
0 references