Maximum Likelihood Estimation of the Polychoric Correlation Coefficient.

作者: Ulf Olsson

DOI: 10.1007/BF02296207

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摘要: The polychoric correlation is discussed as a generalization of the tetrachoric coefficient to more than two classes. Two estimation methods are discussed: Maximum likelihood estimation, and what may be called “two-step maximum likelihood” estimation. For latter method, thresholds estimated in first step. both methods, asymptotic covariance matrices for estimates derived, illustrated compared with artificial real data.

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