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On the Estimation of Polychoric Correlations and their Asymptotic Covariance Matrix

Published online by Cambridge University Press:  01 January 2025

Karl G. Jöreskog
Karl G. Jöreskog*
Affiliation:
Uppsala University
*
Requests for reprints should be sent to Karl G. Jöreskog, Department of Statistics, Uppsala University, PO Box 513, S-75120 Uppsala, SWEDEN.
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Abstract

A general theory for parametric inference in contingency tables is outlined. Estimation of polychoric correlations is seen as a special case of this theory. The asymptotic covariance matrix of the estimated polychoric correlations is derived for the case when the thresholds are estimated from the univariate marginals and the polychoric correlations are estimated from the bivariate marginals for given thresholds. Computational aspects are also discussed.

Keywords

ordinal variablespolychoric correlationsmaximum likelihoodasymptotic covariance matrix
Type
Original Paper
Information
Psychometrika , Volume 59 , Issue 3 , September 1994 , pp. 381 - 389
Copyright
Copyright © 1994 The Psychometric Society

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Footnotes

The research was supported by the Swedish Council for Research in the Humanities and Social Sciences (HSFR) under the program Multivariate Statistical Analysis. The author thanks a reviewer for pointing out an error in the original version of the paper.

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