| Autor: |
Lyhagen, Johan, Ornstein, Petra |
| Předmět: |
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| Zdroj: |
Communications in Statistics: Theory & Methods; 2023, Vol. 52 Issue 10, p3241-3261, 21p |
| Abstrakt: |
The polychoric correlation is a parametric measure of the correlation between two unobserved continuous variables when the observed variables are discrete. In this paper we propose a robust version of the polychoric correlation. Robust polychoric correlation is shown to be consistent and asymptotically normal. Results from a systematic Monte Carlo simulation suggest that the new estimator has better robustness properties than normality based maximum likelihood estimation of the polychoric correlation, with negligible costs to efficiency. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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