Regularized variational estimation for exploratory item factor analysis
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Publication:6572344
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Cites work
- scientific article; zbMATH DE number 6377992 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm
- Identifying Latent Structures in Restricted Latent Class Models
- Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis
- Latent variable selection for multidimensional item response theory models via \(L_{1}\) regularization
- Likelihood-based selection and sharp parameter estimation
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- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- Multidimensional item reponse theory.
- Nearly unbiased variable selection under minimax concave penalty
- On the relationship between item response theory and factor analysis of discretized variables
- Pathwise coordinate optimization
- Pattern recognition and machine learning.
- Rotation to simple loadings using component loss functions: the oblique case
- Rotation to simple loadings using component loss functions: the orthogonal case
- The varimax criterion for analytic rotation in factor analysis
- Tuning parameter selection in high dimensional penalized likelihood
Cited in
(4)- Variational estimation for multidimensional generalized partial credit model
- A note on improving variational estimation for multidimensional item response theory
- Latent variable selection in multidimensional item response theory models using the expectation model selection algorithm
- A generalized expectation model selection algorithm for latent variable selection in multidimensional item response theory models
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