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

Psychometrika（1996）

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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.

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关键词

polychoric correlations,asymptotic covariance matrix.,taylor expansion,covariance matrix

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