潜在群体效应的估计

Estimation of Latent Group Effects

Journal of the American Statistical Association · 1985
被引 14
ABS 4

中文导读

提出一种通过边际最大似然和EM算法估计潜在群体效应的方法,提供渐近标准误和似然比检验,并用美国青年职业能力测试数据演示。

Abstract

Abstract Conventional methods of multivariate normal analysis do not apply when the variables of interest are not observed directly but must be inferred from fallible or incomplete data. A method of estimating such effects by marginal maximum likelihood, implemented by means of an EM algorithm, is proposed. Asymptotic standard errors and likelihood ratio tests of fit are provided. The procedures are illustrated with data from the administration of the Armed Services Vocational Aptitude Battery to a probability sample of American youth.

计量经济学统计方法潜在变量模型教育测量