Maximum likelihood estimation in multidimensional scaling
- Cite this article as:
- Ramsay, J.O. Psychometrika (1977) 42: 241. doi:10.1007/BF02294052
A variety of distributional assumptions for dissimilarity judgments are considered, with the lognormal distribution being favored for most situations. An implicit equation is discussed for the maximum likelihood estimation of the configuration with or without individual weighting of dimensions. A technique for solving this equation is described and a number of examples offered to indicate its performance in practice. The estimation of a power transformation of dissimilarity is also considered. A number of likelihood ratio hypothesis tests are discussed and a small Monte Carlo experiment described to illustrate the behavior of the test of dimensionality in small samples.