Calculate the MRB of an array of estimates relative to the true value.

The IRLS (Iteratively Reweighted Least Squares) and GMM (Generalized Method of Moments) methods are applied to estimate mixed correlation coefficient matrix (Pearson, Polyseries, Polychoric), which can be estimated in pairs or simultaneously. For more information see Peng Zhang and Ben Liu (2024) <doi:10.1080/10618600.2023.2257251>; Ben Liu and Peng Zhang (2024) <doi:10.48550/arXiv.2404.06781>.

Ben Liu

MCCM

Mixed Correlation Coefficient Matrix

Peng Zhang

Xiaowei Lou

mrb function

<dl><dt>rhohat</dt>
<dd>an array of estimators of rho.</dd>
<dt>rho</dt>
<dd>the true value of rho.</dd></dl>

Arguments

Mean Relative Bias — mrb

<dl>

<dt>rhohat</dt>
<dd>an array of estimators of rho.</dd>


<dt>rho</dt>
<dd>the true value of rho.</dd>

</dl>

mrb: Mean Relative Bias

Description

Usage

Value

Arguments

See Also

Examples