论文信息 - A short note on the estimation of the asymptotic covariance matrix for polychoric correlations

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

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.

Anders Christoffersson | A. Christoffersson | Anna Gunsjö | Anna Gunsjö

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