MAYDEU, ALBERTO - Área de Entorno Económico, Instituto de Empresa - 2003
(WP 10/03 Clave pdf) We show that when the thresholds and the polychoric correlation are estimated in two stages, neither Pearson´s X² nor the likelihood ratio G² goodness of fit test statistics are asymptotically chi-square.We propose a new test statistic, Mn, that is asymptotically...