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Cited by 370

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On the Estimation of Polychoric Correlations and their Asymptotic Covariance Matrix

Jöreskog, Karl G.·1994·Psychometrika

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.

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Metadata

Authors
Jöreskog, K. G.
Venue
Psychometrika
Published
1994-09
Volume
59
Issue
3
Pages
381-389
ISSN
  • 0033-3123 (ISSN-L)
  • 1860-0980
OpenAlex
W2019837960
Cited by
370
References
1
FWCI
5.20
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: On the Estimation of Polychoric Correlations and their Asymptotic Covariance Matrix. https://app.cochat.ai/papers/10.1007/bf02296131
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Jöreskog, K. G. (1994). On the Estimation of Polychoric Correlations and their Asymptotic Covariance Matrix. Psychometrika. https://doi.org/10.1007/bf02296131

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.