Generalized linear factor models: a new local EM estimation algorithm

DOI10.1080/03610926.2013.790450MaRDI QIDQ2862299zbMATHOpenAlexFDO

Authors Mohamed Saidane, Christian Lavergne, X. Bry

Publication date 14 November 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.790450

zbMATH Keywords

factor modelsEM algorithmgeneralized linear modelssimulationsscores algorithm

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 2188755 (Why is no real title available?)
• A latent trait and a latent class model for mixed observed variables
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models
• Factor analysis with (mixed) observed and latent variables in the exponential family
• Generalized latent trait models
• Likelihood-Based Estimation of Latent Generalized ARCH Structures
• Robust Indirect Inference
• The EM Algorithm and Extensions, 2E

Cited in

(4)

• General latent feature models for heterogeneous datasets
• General location model with factor analyzer covariance matrix structure and its applications
• A spectral EM algorithm for dynamic factor models
• Factor analysis with (mixed) observed and latent variables in the exponential family

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