On polychoric and polyserial partial correlation coefficients: a Bayesian approach

Hikaru Hasegawa ()

METRON, 2013, vol. 71, issue 2, 139-156

Abstract: This article provides the estimation method for multivariate polychoric and polyserial correlation coefficients by using the simulation-based Bayesian method. It also shows that the partial version of the polychoric and polyserial correlation coefficients can be estimated using the corresponding estimates of the simple version. A simulation study illustrates the proposed method. Further, an application of the method to subjective well-being data is provided. Copyright Sapienza Università di Roma 2013

Keywords: Gibbs sampler; Markov chain Monte Carlo (MCMC); Metropolis–Hastings (M–H) algorithm; Well-being (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metron:v:71:y:2013:i:2:p:139-156

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DOI: 10.1007/s40300-013-0012-1

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