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Application of H-likelihood to factor analysis models with binary response data

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  • Wu, Jianmin
  • Bentler, Peter M.

Abstract

The estimation of binary responses in factor analysis models is often complicated, because the marginal likelihood involves an intractable integral. When the number of latent variables is large, the dimensionality of a required integral will be high, and thus numerical integration would not be an ideal estimation method. This paper proposes H-likelihood for the estimation of binary response factor analysis models, avoiding the intractable integral. Examples and simulation studies demonstrate the performance of the proposed method.

Suggested Citation

  • Wu, Jianmin & Bentler, Peter M., 2012. "Application of H-likelihood to factor analysis models with binary response data," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 72-79.
    • Handle: RePEc:eee:jmvana:v:106:y:2012:i:c:p:72-79
    DOI: 10.1016/j.jmva.2011.09.007
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    References listed on IDEAS

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    1. J. C. Naylor & A. F. M. Smith, 1982. "Applications of a Method for the Efficient Computation of Posterior Distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(3), pages 214-225, November.
    2. J. G. Booth & J. P. Hobert, 1999. "Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 265-285.
    3. Longford, N. T., 1994. "Logistic regression with random coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 17(1), pages 1-15, January.
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    Cited by:

    1. Jin, Shaobo & Lee, Youngjo, 2024. "Standard error estimates in hierarchical generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
    2. Wu, Jianmin & Bentler, Peter M., 2013. "Limited information estimation in binary factor analysis: A review and extension," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 392-403.

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