A short note on the estimation of the asymptotic covariance matrix for polychoric correlations

被引：10
|
作者：
Christoffersson, A [1 ]
Gunsjo, A [1 ]
机构：
[1] UNIV UPPSALA,DEPT STAT,S-75120 UPPSALA,SWEDEN
来源：
PSYCHOMETRIKA | 1996年 / 61卷 / 01期
关键词：
polychoric correlations; asymptotic covariance matrix;
D O I：
10.1007/BF02296965
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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.
引用
收藏
页码：173 / 175
页数：3
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