Two-step estimation of multivariate polychoric correlation
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 16 (2) , 307-320
- https://doi.org/10.1080/03610928708829368
Abstract
In this paper, a two-step procedure for estimating multivariate poiychoric currelacions is investigated. Both the generalized least squares and maximum likelihood methods are considered. Asymptotic properties of the two-step generalized least squares estimator are established, and its relations with the two-step maximum likelihood estimator are studied. Iterative procedures are developed to produce the estimates and the standard error estimates. An example is provided to illustrate the theory.Keywords
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