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A short note on the estimation of the asymptotic covariance matrix for polychoric correlations
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Information Science.
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Information Science.
1996 (English)In: Psychometrica, ISSN 0033-3123, Vol. 61, no 1, 173-175 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
PSYCHOMETRIC SOC , 1996. Vol. 61, no 1, 173-175 p.
Keyword [en]
polychoric correlations; asymptotic covariance matrix
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-57690OAI: oai:DiVA.org:uu-57690DiVA: diva2:85599
Note
Addresses: UNIV UPPSALA, DEPT STAT, S-75120 UPPSALA, SWEDEN.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-15

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