A short note on the estimation of the asymptotic covariance matrix for polychoric correlations

被引：10

作者：

Christoffersson, A ^{[1
]}

Gunsjo, A ^{[1
]}

机构：

[1] UNIV UPPSALA,DEPT STAT,S-75120 UPPSALA,SWEDEN

来源：

PSYCHOMETRIKA | 1996年 / 61卷 / 01期

关键词：

polychoric correlations; asymptotic covariance matrix;

D O I：

10.1007/BF02296965

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

By using a Taylor expansion of the equations that define the two step estimator for polychoric correlations, the asymptotic covariance matrix for the estimated correlations can be derived in a simple and straightforward way.

引用

页码：173 / 175

页数：3

共 5 条

[1]

CHRISTOFFERSSON A, 1983, 832 U UPPS DEP STAT

[2]

GUNSJO A, 1994, STUDIA STAT UPSALIEN, V2

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JORESKOG, KG .

PSYCHOMETRIKA, 1994, 59 (03) :381-389

[4] A GENERAL STRUCTURAL EQUATION MODEL WITH DICHOTOMOUS, ORDERED CATEGORICAL, AND CONTINUOUS LATENT VARIABLE INDICATORS [J].

MUTHEN, B .

PSYCHOMETRIKA, 1984, 49 (01) :115-132

[5] MAXIMUM LIKELIHOOD ESTIMATION OF THE POLYCHLORIC CORRELATION-COEFFICIENT [J].

OLSSON, U .

PSYCHOMETRIKA, 1979, 44 (04) :443-460

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