A short note on the estimation of the asymptotic covariance matrix for polychoric correlations |
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| Authors: | Anders Christoffersson Anna Gunsjö |
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| Institution: | (1) Department of Statistics, Uppsala University, 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. |
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| Keywords: | polychoric correlations asymptotic covariance matrix |
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