Maximum likelihood estimation of multiple correlations and canonical correlations with categorical data

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Maximum likelihood estimation of multiple correlations and canonical correlations with categorical data

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1987

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In the behavioral and social sciences, investigators frequently encounter latent continuous variables which are observable only in polytomous form. This paper considers the estimation of multiple correlations and canonical correlations for these variables. Two approaches, the maximum likelihood and the partitioned maximum likelihood, are established based on the corresponding multivariate polyserial and polychoric correlations. A simulation study was conducted to compare the various kinds of estimators.

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Lee, Sik-Yum & Poon, Wai-Yin. (1987). Maximum likelihood estimation of multiple correlations and canonical correlations with categorical data. Applied Psychological Measurement, 11, 317-323. doi:10.1177/014662168701100309

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doi:10.1177/014662168701100309

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Lee, Sik-Yum; Poon, Wai-Yin. (1987). Maximum likelihood estimation of multiple correlations and canonical correlations with categorical data. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/104068.

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