MAXIMUM LIKELIHOOD ESTIMATION OF THE POLYCHLORIC CORRELATION-COEFFICIENT
MAXIMUM LIKELIHOOD ESTIMATION OF THE POLYCHLORIC CORRELATION-COEFFICIENT
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DOI：
10.1007/bf02296207
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发表时间：
1979-01-01
期刊：
影响因子：
3
通讯作者：
OLSSON, U
中科院分区：
文献类型：
--
作者：
OLSSON, U
多元相关被认为是四元相关系数在两类以上的推广。两种估计方法进行了讨论：最大似然估计，什么可以被称为“两步最大似然”估计。对于后一种方法，在第一步中估计阈值。对于这两种方法，估计的渐近协方差矩阵推导，并说明了方法，并与人工和真实的数据进行比较。
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.