Estimation of generalized linear latent variable models via fully exponential Laplace approximation
From MaRDI portal
Abstract: Latent variable models for ordinal data represent a useful tool in different fields of research in which the constructs of interest are not directly observable. In such models, problems related to the integration of the likelihood function can arise since analytical solutions do not exist. Numerical approximations, like the widely used Gauss Hermite (GH) quadrature, are generally applied to solve these problems. However, GH becomes unfeasible as the number of latent variables increases. Thus, alternative solutions have to be found. In this paper, we propose an extended version of the Laplace method for approximating the integrals, known as fully exponential Laplace approximation. It is computational feasible also in presence of many latent variables, and it is more accurate than the classical Laplace method.
Recommendations
- Approximate likelihood inference in generalized linear latent variable models based on the dimension-wise quadrature
- Asymptotic properties of adaptive maximum likelihood estimators in latent variable models
- Estimation of Generalized Linear Latent Variable Models
- Fast and universal estimation of latent variable models using extended variational approximations
- Latent variable models for ordinal data by using the adaptive quadrature approximation
Cites work
- scientific article; zbMATH DE number 3886512 (Why is no real title available?)
- scientific article; zbMATH DE number 4100386 (Why is no real title available?)
- scientific article; zbMATH DE number 3768770 (Why is no real title available?)
- scientific article; zbMATH DE number 718799 (Why is no real title available?)
- scientific article; zbMATH DE number 2188755 (Why is no real title available?)
- Accuracy of Laplace approximation for discrete response mixed models
- Accurate Approximations for Posterior Moments and Marginal Densities
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Estimation of Generalized Linear Latent Variable Models
- Explicit Estimating Equations for Semiparametric Generalized Linear Latent Variable Models
- Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
- Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data
- Generalized latent trait models
- High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
- Item response theory with estimation of the latent population distribution using spline-based densities
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- The asymptotic posterior normality of the latent trait for polytomous IRT models
Cited in
(16)- Estimation of Generalized Linear Latent Variable Models
- A projection-based Laplace approximation for spatial latent variable models
- Latent variable models for ordinal data by using the adaptive quadrature approximation
- Generalized linear latent variable models for multivariate count and biomass data in ecology
- ASYMPTOTIC LIKELIHOOD APPROXIMATIONS USING A PARTIAL LAPLACE APPROXIMATION
- Laplace approximation in measurement error models
- Asymptotic properties of adaptive maximum likelihood estimators in latent variable models
- Efficient direct sampling MCEM algorithm for latent variable models with binary responses
- Generalized linear latent variable models with flexible distribution of latent variables
- The role of posterior densities in latent variable models for ordinal data
- GEE-Assisted Forward Regression for Spatial Latent Variable Models
- Simulation-based approach to estimation of latent variable models
- Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
- Approximate likelihood inference in generalized linear latent variable models based on the dimension-wise quadrature
- Nonparametric estimation of a latent variable model
- Fast and universal estimation of latent variable models using extended variational approximations
This page was built for publication: Estimation of generalized linear latent variable models via fully exponential Laplace approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q450873)
