Latent variable models for ordinal data by using the adaptive quadrature approximation
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Silvia Cagnone & Francesco Bartolucci, 2017. "Adaptive Quadrature for Maximum Likelihood Estimation of a Class of Dynamic Latent Variable Models," Computational Economics, Springer;Society for Computational Economics, vol. 49(4), pages 599-622, April.
- Cagnone, Silvia & Bartolucci, Francesco, 2013. "Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data," MPRA Paper 51037, University Library of Munich, Germany.
- Marino, Maria Francesca & Alfó, Marco, 2016. "Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: A simulation study," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 193-209.
More about this item
KeywordsGeneralized linear latent variable model; Ordinal data; Adaptive Gauss Hermite quadrature; EM algorithm;
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