In this paper, covariance structures with polytomous variables in several populations are analyzed. A computationally efficient multistage procedure is proposed to estimate the thresholds and the covariance structure ...In this paper, covariance structures with polytomous variables in several populations are analyzed. A computationally efficient multistage procedure is proposed to estimate the thresholds and the covariance structure parameters.Statistical properties of the estimators are derived, and a computer program is implemented to obtain the solution. An artificial example is presented to illustrate the method.展开更多
Mardia (1970) defined a measure of multivariate kurtosis and derived its asymptotic distributionfor samples from a multivariate normal population. Some new results on elliptical distributions areused to extend Mardia&...Mardia (1970) defined a measure of multivariate kurtosis and derived its asymptotic distributionfor samples from a multivariate normal population. Some new results on elliptical distributions areused to extend Mardia's results to samples from an elliptical distribution. These results provide amethod for testing hypotheses on the kurtosis parameter of elliptical distributions. An appendixprovides extensions of Kendall and Stuart's (1977) standard errors of bivariate moments to the thirdand fourth order.展开更多
基金This research is supported in part by a research grant DA01070 from the U.S. Public Health Service
文摘In this paper, covariance structures with polytomous variables in several populations are analyzed. A computationally efficient multistage procedure is proposed to estimate the thresholds and the covariance structure parameters.Statistical properties of the estimators are derived, and a computer program is implemented to obtain the solution. An artificial example is presented to illustrate the method.
基金This research was supported by grant DA01070 from the U. S Public Health Servies. Production assistance of Jnlie Speckart is gratefully acknowledged. Requests for reprints should be sent to: P. M. Bentler. Department of Psychology, University of Californ
文摘Mardia (1970) defined a measure of multivariate kurtosis and derived its asymptotic distributionfor samples from a multivariate normal population. Some new results on elliptical distributions areused to extend Mardia's results to samples from an elliptical distribution. These results provide amethod for testing hypotheses on the kurtosis parameter of elliptical distributions. An appendixprovides extensions of Kendall and Stuart's (1977) standard errors of bivariate moments to the thirdand fourth order.
