ASYMPTOTIC EXPANSIONS OF THE DISTRIBUTIONS OF THE POLYSERIAL CORRELATION COEFFICIENTS

• Ogasawara Haruhiko

  Department of Information and Management Science, Otaru University of Commerce

Bibliographic Information

Other Title

• 多列相関係数の分布の漸近展開

Abstract

Asymptotic expansions of the distributions of the sample polyserial correlation coefficients and associated parameter estimators are derived up to order O(1/N) when the estimators are obtained by full maximum likelihood. The asymptotic results are given under the assumption of multivariate normality for several observed continuous variables and a single unobserved variable underlining the corresponding ordered categorical variable. Asymptotic expansions of the distributions of the pivotal statistics studentized by using the estimate of the information matrix are obtained up to the order next beyond the conventional normal approximation. Numerical examples with simulations are shown in order to illustrate the accuracy of the asymptotic results in finite samples.

Journal

• Behaviormetrika

  Behaviormetrika 38 (2), 153-168, 2011

  The Behaviormetric Society

Keywords

• polyserial correlation coefficients
• Edgeworth expansion
• Cornish-Fisher expansion
• multivariate normality
• thresholds

Details

• CRID: 1390001205112392576
• NII Article ID: 130007589192
• NII Article ID: 10029335360
• NII Book ID: AA12022276
• DOI: 10.2333/bhmk.38.153
• DOI: 10.4992/pacjpa.75.0_1am034
• ISSN: 13496964
• ISSN: 24337609
• ISSN: 03857417
• Web Site: http://hdl.handle.net/10252/4786
• Web Site: http://link.springer.com/content/pdf/10.2333/bhmk.38.153.pdf
• Web Site: http://link.springer.com/article/10.2333/bhmk.38.153/fulltext.html
• Web Site: https://www.jstage.jst.go.jp/article/pacjpa/75/0/75_1AM034/_pdf
• Text Lang: en
• Data Source:
  • JaLC
  • IRDB
  • Crossref
  • CiNii Articles
• Abstract License Flag: Disallowed