Maximum Likelihood Estimation of the Polychoric Correlation Coefficient 论文
1979Psychometrika引用 1104
NMR spectroscopy and applicationsBayesian Methods and Mixture ModelsBlind Source Separation Techniques
详细信息
- 发表期刊/会议
- Psychometrika
- 发表日期
- 1979-12-01
- 发表年份
- 1979
关键词
NMR spectroscopy and applicationsBayesian Methods and Mixture ModelsBlind Source Separation Techniques
摘要
The polychoric correlation is discussed as a generalization of the tetrachoric correlation 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 the latter method, the thresholds are estimated in the first step. For both methods, asymptotic covariance matrices for estimates are derived, and the methods are illustrated and compared with artificial and real data.