文章基本信息

标题：A Comparison of Maximum Likelihood and Expected A Posteriori Estimation for Polychoric Correlation Using Monte Carlo Simulation
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作者：Chen, Jinsong ; Choi, Jaehwa
期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2009
卷号：8
期号：1
页码：32
出版社：Wayne State University
摘要：This study aims to compare the maximum likelihood (ML) and expected a posterior (EAP) estimation for polychoric correlation (PCC) under diverse conditions, especially when considering a sample size. As the ML is the classical solution to estimate PCC, the EAP is a new method based on Bayes’ theorem. Different types of prior distributions are also adapted to investigate the sensitivity of prior distribution onto the PCC estimate for the EAP case. The Monte Carlo simulation is used for this comparison by a specialized program code in MATLAB.
关键词：Polychoric correlation; maximum likelihood; expected a posterior