A note on a copula approach to polychoric correlations
(2003) , 4 pages
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- Abstract
- Polychoric correlations among ordinal variables rest on the interpretation of the ordinal variables as discretization of latent continuous ”ideally measured” variables and the assumption that these corresponding latent variables are jointly normally distributed. As the marginal distribution of these latent variables are arbitrary, for not being identified, the copula concept is a natural tool for the specification of the dependence structure. The role of the multivariate normality hypothesis is reexamined from a copulistic specification.
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Citations
Almeida Rodriguez, C., & Mouchart, M. (2003). A note on a copula approach to polychoric correlations (STAT Discussion Papers 0322). https://hdl.handle.net/2078.5/36054