Two-step estimation of multivariate polychoric correlation

DOI10.1080/03610928708829368zbMath0609.62084MaRDI QIDQ3749953

Wai-Yin Poon, Sik-Yum Lee

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829368

zbMATH Keywords

consistencyasymptotic normalitylatent variablessimulation studygeneralized least squaresGauss-Newton algorithmasymptotic equivalencetwo-step proceduremaximum likelihood methodsAsymptotic propertiesscoring algorithmestimating multivariate polychoric correlations

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H17: Contingency tables

Related Items

Generalized Linear Latent Variable Modeling for Multi-Group Studies, Technical aspects of Muthén's LISCOMP approach to estimation of latent variable relations with a comprehensive measurement model, An estimating equations approach for the LISCOMP model, Analysis of multivariate polytomous variates in several groups via the partition maximum likelihood approach, On the estimation of polychoric correlations and their asymptotic covariance matrix, General mixed-data model: Extension of general location and grouped continuous models

Uses Software

• AS 195

Cites Work

• Pseudo maximum likelihood estimation: The asymptotic distribution
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• Maximum likelihood estimation of the polychoric correlation coefficient
• The asymptotic effect of substituting estimators for parameters in certain types of statistics
• The Maximum Likelihood Estimation of Correlation from Contingency Tables
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• Maximum likelihood estimation of polychoric correlations inr×s×tcontingency tables
• Maximum likelihood and some other asymptotically efficient estimators of correlation in two way contingency tables