, Volume 61, Issue 1, pp 173–175

A short note on the estimation of the asymptotic covariance matrix for polychoric correlations

  • Anders Christoffersson
  • Anna Gunsjö
Notes And Comments

DOI: 10.1007/BF02296965

Cite this article as:
Christoffersson, A. & Gunsjö, A. Psychometrika (1996) 61: 173. doi:10.1007/BF02296965


By using a Taylor expansion of the equations that define the two step estimator for polychoric correlations, the asymptotic covariance matrix for the estimated correlations can be derived in a simple and straightforward way.

Key words

polychoric correlationsasymptotic covariance matrix

Copyright information

© The Psychometric Society 1996

Authors and Affiliations

  • Anders Christoffersson
    • 1
  • Anna Gunsjö
    • 1
  1. 1.Department of StatisticsUppsala UniversityUppsalaSweden