publication . Research . 2000

Some remarks on estimating a covariance structure model from a sample correlation matrix

Maydeu Olivares, Alberto; Hernández Estrada, Adolfo;
Open Access English
  • Published: 01 Sep 2000
  • Country: Spain
A popular model in structural equation modeling involves a multivariate normal density with a structured covariance matrix that has been categorized according to a set of thresholds. In this setup one may estimate the covariance structure parameters from the sample tetrachoricl polychoric correlations but only if the covariance structure is scale invariant. Doing so when the covariance structure is not scale invariant results in estimating a more restricted covariance structure than the one intended. When the covariance structure is not scale invariant, then the model parameters must be estimated jointly from the sample thresholds and tetrachoricl polychoric cor...
arXiv: Statistics::Methodology
free text keywords: Lisrel, Mplus, Mathematica, Tau-equivalent model, Nnormal ogive model, Estadística
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