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A Short Note on the Estimation of the Asymptotic Covariance Matrix for Polychoric Correlations

Published online by Cambridge University Press:  01 January 2025

Anders Christoffersson  and
Anna Gunsjö
Anders Christoffersson
Affiliation:
Department of Statistics, Uppsala University
Anna Gunsjö*
Affiliation:
Department of Statistics, Uppsala University
*
Requests for reprints should be sent to Anna Gunsjö, Uppsala University, Department of Statistics, PO Box 513, S-751 20 Uppsala, Sweden.
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Abstract

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.

Keywords

polychoric correlationsasymptotic covariance matrix
Type
Notes And Comments
Information
Psychometrika , Volume 61 , Issue 1 , March 1996 , pp. 173 - 175
Copyright
© 1996 The Psychometric Society

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References

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