On the estimation of polychoric correlations and their asymptotic covariance matrix
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Publication:1901351
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Cites work
- scientific article; zbMATH DE number 1482880 (Why is no real title available?)
- Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
- Maximum likelihood estimation of the polychoric correlation coefficient
- Pseudo maximum likelihood estimation: The asymptotic distribution
- The asymptotic effect of substituting estimators for parameters in certain types of statistics
- Two-step estimation of multivariate polychoric correlation
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- Latent variable models for mixed categorical and survival responses, with an application to fertility preferences and family planning in Bangladesh
- Estimation and goodness-of-fit in latent trait models: a comparison among theoretical approaches
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- Frequentist model averaging in structure equation model with ordinal data
- Limited information estimation and testing of Thurstonian models for preference data
- Influence analysis of structural equation models with polytomous variables
- An estimating equations approach for the LISCOMP model
- Estimating latent linear correlations from fuzzy frequency tables
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- Ridge structural equation modelling with correlation matrices for ordinal and continuous data
- Two-step estimation of multivariate polychoric correlation
- Mixture models for ordinal data: a pairwise likelihood approach
- Pairwise likelihood estimation for factor analysis models with ordinal data
- Rotating factors to simplify their structural paths
- Limited information goodness-of-fit testing in multidimensional contingency tables
- A hybrid approach for the analysis of complex categorical data structures: assessment of latent distance learning perception in higher education
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables
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- A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
- Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables
- Asymptotic robustness study of the polychoric correlation estimation
- A note on exploratory item factor analysis by singular value decomposition
- A short note on the estimation of the asymptotic covariance matrix for polychoric correlations
- A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
- Confirmatory factor analysis of ordinal data using full-information adaptive quadrature
- Thurstonian modeling of ranking data via mean and covariance structure analysis
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