Estimation of generalized linear latent variable models via fully exponential Laplace approximation
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Publication:450873
DOI10.1016/J.JMVA.2012.06.005zbMATH Open1273.62120arXiv1105.1684OpenAlexW1988195381MaRDI QIDQ450873FDOQ450873
Authors: Silvia Bianconcini, Silvia Cagnone 
Publication date: 26 September 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1105.1684
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Cited In (16)
- Laplace approximation in measurement error models
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- Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
- A projection-based Laplace approximation for spatial latent variable models
- Nonparametric estimation of a latent variable model
- ASYMPTOTIC LIKELIHOOD APPROXIMATIONS USING A PARTIAL LAPLACE APPROXIMATION
- The role of posterior densities in latent variable models for ordinal data
- Fast and universal estimation of latent variable models using extended variational approximations
- Approximate likelihood inference in generalized linear latent variable models based on the dimension-wise quadrature
- Efficient direct sampling MCEM algorithm for latent variable models with binary responses
- Simulation-based approach to estimation of latent variable models
- GEE-Assisted Forward Regression for Spatial Latent Variable Models
- Generalized linear latent variable models for multivariate count and biomass data in ecology
- Estimation of Generalized Linear Latent Variable Models
- Generalized linear latent variable models with flexible distribution of latent variables
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