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Maximum Likelihood Estimation of the Polychoric Correlation Coefficient

1979/12/01 by Ulf Olsson · 24 citations
Physics and Astronomy · Computer Science · #NMR spectroscopy and applications #Bayesian Methods and Mixture Models #Blind Source Separation Techniques

paper · doi:10.1007/bf02296207

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.

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