• Estimate cor problem

• Using optim function to estimate cor: Estimate cor mle

• Using EM to estimate cor (\(\rho\)): Estimate cor EM

• Using EM to estimate cor (\(V\)): Estimate cor EM V (performs bad)

• The examples above are in \(R^{2}\). Here are more simulations to compare different methods for \(p > 2\) : Estimate cor in mash

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