Two-step estimation of multivariate polychoric correlation
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Publication:3749953
DOI10.1080/03610928708829368zbMath0609.62084OpenAlexW2076214606MaRDI QIDQ3749953
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
consistencyasymptotic normalitylatent variablessimulation studygeneralized least squaresGauss-Newton algorithmasymptotic equivalencetwo-step proceduremaximum likelihood methodsAsymptotic propertiesscoring algorithmestimating multivariate polychoric correlations
Related Items (6)
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 ⋮ 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
Uses Software
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
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