Estimation of polychoric correlation with elliptical latent variables

DOI10.1080/00949658808811095zbMath0726.62083OpenAlexW2068012102MaRDI QIDQ3350519

Ming-Long Lam, Sik-Yum Lee

Publication date: 1988

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658808811095

zbMATH Keywords

Algorithmsrobustnessmaximum likelihood estimateslatent variablessimulation studiesbivariate contaminated normal distributionsbivariate elliptical distributionbivariate t distributionsminimum chi- square estimatespolychoric correlation model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

General mixed-data model: Extension of general location and grouped continuous models ⋮ Asymptotic robustness study of the polychoric correlation estimation ⋮ Estimating the Mahalanobis Distance from Mixed Continuous and Discrete Data ⋮ Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations

Uses Software

• LISREL

Cites Work

• 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
• Estimation of the correlation coefficient in contingency tables with possibly nonmetrical characters
• Expressing a Random Variable in Terms of Uniform Random Variables
• Maximum likelihood and some other asymptotically efficient estimators of correlation in two way contingency tables
• A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES

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