Testing the normality of the latent variables in the polychoric correlation model

Almeida Rodriguez, Carlos;Mouchart, Michel
(2007) , 29 pages

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  • Almeida Rodriguez, CarlosUCLouvain
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  • Mouchart, MichelUCLouvain
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Abstract
This paper develops a specification of the model defining the polychoric correlations, where the manifest ordinal variables are assumedly generated as a discretization of latent continuous ones. Taking advantage of the fact that in this model, the marginal distributions of the latent variables are not identified, we use the tool of the copula concept; some identification issues are analysed. In the second part, we develop a Bayesian encompassing specification test for testing the Gaussianity of the underlying copula and consider the discretization model as a case of partial observability.
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Almeida Rodriguez, C., & Mouchart, M. (2007). Testing the normality of the latent variables in the polychoric correlation model (STAT Discussion Papers 0707). https://hdl.handle.net/2078.5/36137