Abstract
The polychoric correlation is a parametric measure of the correlation between two unobserved continuous variables when the observed variables are discrete. In this paper we propose a robust version of the polychoric correlation. Robust polychoric correlation is shown to be consistent and asymptotically normal. Results from a systematic Monte Carlo simulation suggest that the new estimator has better robustness properties than normality based maximum likelihood estimation of the polychoric correlation, with negligible costs to efficiency.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
