Identification of polychoric correlations: a copula approach
(2003) , 14 pages
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- Abstract
- The traditional model underlying the polychoric correlations among ordinal variables is revisited. This model relies on the idea of considering ordinal variables as discretization of corresponding continuous latent variables. The non-identification of the marginal distributions of the latent vector naturally leads to a copula approach; by so-doing, the role of the multivariate normality hypothesis of the latent vector is re-assessed.
- Affiliations
Citations
Almeida Rodriguez, C., & Mouchart, M. (2003). Identification of polychoric correlations: a copula approach (STAT Discussion Papers 0321). https://hdl.handle.net/2078.5/34074