Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations

DOI10.1007/BF02008373zbMath0634.62053OpenAlexW2092443726MaRDI QIDQ1096993

Wai-Yin Poon, Sik-Yum Lee

Publication date: 1987

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02008373

zbMATH Keywords

iterative proceduremaximum likelihood estimationGauss-Newton algorithmgeneralized least squares estimationiteratively reweighted methoderrors estimatesfinite sample behaviorsmultidimensional contingency tablemultivariate polychoric correlations model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Contingency tables (62H17) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• Maximum likelihood estimation of the polychoric correlation coefficient
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• 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
• Constrained estimation in covariance structure analysis
• Maximum likelihood and some other asymptotically efficient estimators of correlation in two way contingency tables