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Asymptotic Robustness Study of the Polychoric Correlation Estimation.


ABSTRACT: Asymptotic robustness against misspecification of the underlying distribution for the polychoric correlation estimation is studied. The asymptotic normality of the pseudo-maximum likelihood estimator is derived using the two-step estimation procedure. The t distribution assumption and the skew-normal distribution assumption are used as alternatives to the normal distribution assumption in a numerical study. The numerical results show that the underlying normal distribution can be substantially biased, even though skewness and kurtosis are not large. The skew-normal assumption generally produces a lower bias than the normal assumption. Thus, it is worth using a non-normal distributional assumption if the normal assumption is dubious.

SUBMITTER: Jin S 

PROVIDER: S-EPMC5591612 | biostudies-literature |

REPOSITORIES: biostudies-literature

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