The Monte Carlo EM method for estimating multivariate tobit latent variable models

DOI10.1080/00949650802137170zbMath1179.62081MaRDI QIDQ3401364

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Publication date: 29 January 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650802137170

zbMATH Keywords

maximum likelihood estimates; Gibbs sampler; factor analysis; latent variable; MCEM algorithm; multivariate tobit model

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H12: Estimation in multivariate analysis

65C05: Monte Carlo methods

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Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-\(t\) distribution

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