Asymptotic properties of adaptive maximum likelihood estimators in latent variable models
From MaRDI portal
(Redirected from Publication:396017)
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.
Recommendations
- Estimation of generalized linear latent variable models via fully exponential Laplace approximation
- Latent variable models for ordinal data by using the adaptive quadrature approximation
- Approximate likelihood inference in generalized linear latent variable models based on the dimension-wise quadrature
- Simulation-based approach to estimation of latent variable models
- Explicit Estimating Equations for Semiparametric Generalized Linear Latent Variable Models
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 718799 (Why is no real title available?)
- scientific article; zbMATH DE number 2109186 (Why is no real title available?)
- scientific article; zbMATH DE number 795286 (Why is no real title available?)
- A note on the use of Laplace's approximation for nonlinear mixed-effects models
- Accuracy of Laplace approximation for discrete response mixed models
- Another Look at the Salamander Mating Data: A Modified Laplace Approximation Approach
- Applications of a Method for the Efficient Computation of Posterior Distributions
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Bayesian computing with INLA: new features
- Estimation and prediction for spatial generalized linear mixed models using high order Laplace approximation
- Estimation of Generalized Linear Latent Variable Models
- Estimation of generalized linear latent variable models via fully exponential Laplace approximation
- Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
- Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data
- Gaussian Markov Random Fields
- Generalized latent trait models
- High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- Multilevel and longitudinal modeling using Stata. I: Continuous responses
- On the Effect of the Number of Quadrature Points in a Logistic Random Effects Model: An Example
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
Cited in
(16)- Estimation of generalized linear latent variable models via fully exponential Laplace approximation
- Computation for latent variable model estimation: a unified stochastic proximal framework
- Asymptotic properties of the MAMSE adaptive likelihood weights
- Latent variable models for ordinal data by using the adaptive quadrature approximation
- Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
- 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
- The role of posterior densities in latent variable models for ordinal data
- Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas
- Approximate likelihood inference in generalized linear latent variable models based on the dimension-wise quadrature
- Efficient likelihood estimation of generalized structural equation models with a mix of normal and nonnormal responses
- Simulation-based approach to estimation of latent variable models
- Asymptotics for an Adaptive Trimmed Likelihood Location Estimator
- Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables
- Hierarchical likelihood approach to non-Gaussian factor analysis
- Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation
This page was built for publication: Asymptotic properties of adaptive maximum likelihood estimators in latent variable models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q396017)
