通过潜变量估计实现多指标多原因模型的EM方法

The EM Approach to the Multiple Indicators and Multiple Causes Model Via the Estimation of the Latent Variable

Journal of the American Statistical Association · 1981
被引 11
ABS 4

中文导读

本文提出一种通过直接估计潜变量来简化多指标多原因模型的方法,同时提供最大似然和贝叶斯估计,避免了简化形式的技术复杂性。

Abstract

Abstract This article considers both likelihood and Bayesian estimation procedures for a model with multiple indicators and multiple causes of a single unobservable latent variable. The model is complicated by its reduced form, which displays a mixture of econometric and psychometric themes. We avoid this complexity via the estimation of the unobservable latent variable through direct use of the original structural form. This approach not only provides maximum likelihood estimates that are equivalent to those derived from the reduced form, but it also permits a feasible Bayesian approach, which would be technically complex to execute otherwise.

计量经济学统计学潜变量模型贝叶斯估计