A New Efficient Algorithm for Construction of LLS Models

MaRDI QIDQ6475717zbMATH OpenFDO

Authors Mikhail Kovtun, Igor Akushevich, Kenneth G. Manton, H. Dennis Tolley

Publication date 1 July 2005

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Abstract: We present a new efficient algortithm for construction of linear latent structure (LLS) models. This algorithm reduces a problem of estimation of model parameters to a sequence of problems of linear algebra, which assures a low computational complexity and ability to handle on desktop computers data that involve up to thousands of variables.

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