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Maximum Likelihood Estimation of the Polychoric Correlation Coefficient

Published online by Cambridge University Press:  01 January 2025

Ulf Olsson
Ulf Olsson*
Affiliation:
University of Uppsala
*
The author’s present affiliation and the address for reprint requests is: Ulf Olsson, The Swedish University of Agricultural Sciences, Department of Economics and Statistics, S-750 07 Uppsala 7, SWEDEN.
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Abstract

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.

Keywords

ordinal datapolychoric correlation
Type
Original Paper
Information
Psychometrika , Volume 44 , Issue 4 , December 1979 , pp. 443 - 460
Copyright
Copyright © 1979 The Psychometric Society

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Footnotes

This paper was read at the 1978 European Meeting on Psychometrics and Mathematical Psychology in Uppsala, Sweden, June 1978.

Research reported in this paper has been supported by the Bank of Sweden Tercentenary Foundation under project “Structural Equation Models in the Social Sciences”, project director Karl G. Jöreskog.

References

Reference Note

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