Asymptotic properties of adaptive maximum likelihood estimators in latent variable models
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Publication:396017
DOI10.3150/13-BEJ531zbMATH Open1400.62172arXiv1206.5687MaRDI QIDQ396017FDOQ396017
Publication date: 8 August 2014
Published in: Bernoulli (Search for Journal in Brave)
Abstract: Latent variable models have been widely applied in different fields of research in which the constructs of interest are not directly observable, so that one or more latent variables are required to reduce the complexity of the data. In these cases, problems related to the integration of the likelihood function of the model arise since analytical solutions do not exist. In the recent literature, a numerical technique that has been extensively applied to estimate latent variable models is the adaptive Gauss-Hermite quadrature. It provides a good approximation of the integral, and it is more feasible than classical numerical techniques in presence of many latent variables and/or random effects. In this paper, we formally investigate the properties of maximum likelihood estimators based on adaptive quadratures used to perform inference in generalized linear latent variable models.
Full work available at URL: https://arxiv.org/abs/1206.5687
Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cited In (12)
- Computation for latent variable model estimation: a unified stochastic proximal framework
- Asymptotic properties of the MAMSE adaptive likelihood weights
- Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
- The Role of Posterior Densities in Latent Variable Models for Ordinal Data
- Joint modeling of correlated binary outcomes: HIV-1 and HSV-2 co-infection
- Dynamic latent variable models for the analysis of cognitive abilities in the elderly population
- Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas
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- Asymptotics for an Adaptive Trimmed Likelihood Location Estimator
- Hierarchical likelihood approach to non-Gaussian factor analysis
- Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation
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