, Volume 59, Issue 3, pp 381–389

On the estimation of polychoric correlations and their asymptotic covariance matrix

  • Karl G. Jöreskog

DOI: 10.1007/BF02296131

Cite this article as:
Jöreskog, K.G. Psychometrika (1994) 59: 381. doi:10.1007/BF02296131


A general theory for parametric inference in contingency tables is outlined. Estimation of polychoric correlations is seen as a special case of this theory. The asymptotic covariance matrix of the estimated polychoric correlations is derived for the case when the thresholds are estimated from the univariate marginals and the polychoric correlations are estimated from the bivariate marginals for given thresholds. Computational aspects are also discussed.

Key words

ordinal variables polychoric correlations maximum likelihood asymptotic covariance matrix 

Copyright information

© The Psychometric Society 1994

Authors and Affiliations

  • Karl G. Jöreskog
    • 1
  1. 1.Department of StatisticsUppsala UniversityUppsalaSweden