Two-step estimation of multivariate polychoric correlation

DOI10.1080/03610928708829368MaRDI QIDQ3749953zbMATH OpenOpenAlexFDO

Authors Sik Lee, Wai-Yin Poon

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

asymptotic equivalenceasymptotic normalityAsymptotic propertiesconsistencyestimating multivariate polychoric correlationsGauss-Newton algorithmgeneralized least squareslatent variablesmaximum likelihood methodsscoring algorithmsimulation studytwo-step procedure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Contingency tables (62H17)

Recommendations

• Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations
• Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
• scientific article; zbMATH DE number 4199326
• On the estimation of polychoric correlations and their asymptotic covariance matrix
• scientific article; zbMATH DE number 4199323

Cites work

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

Cited in

(14)

• Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
• Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations
• 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
• Estimation of polychoric correlation with elliptical latent variables
• scientific article; zbMATH DE number 4199326 (Why is no real title available?)
• General mixed-data model: Extension of general location and grouped continuous models
• scientific article; zbMATH DE number 4041082 (Why is no real title available?)
• On polychoric and polyserial partial correlation coefficients: a Bayesian approach
• Asymptotic robustness study of the polychoric correlation estimation
• Generalized Linear Latent Variable Modeling for Multi-Group Studies
• Estimating latent linear correlations from fuzzy frequency tables
• Technical aspects of Muthén's LISCOMP approach to estimation of latent variable relations with a comprehensive measurement model

Describes a project that uses

Uses Software

• AS 195

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