IDEAS home Printed from
   My bibliography  Save this paper

Nonlinear Effects in the Generalized Latent Variable Model


  • Irini Moustaki

    () (Statistics Athens University of Economics and Business)

  • Dimitris Rizopoulos

    (Catholic University of Leuven, Belgium)


Until recently, latent variable models such as the factor analysis model for metric responses, the two-parameter logistic model for binary responses, the multinomial model for nominal responses considered only main effects of latent variables without allowing for interaction or polynomial latent variable effects. However, nonlinear relationships among the latent variables might be necessary in real applications. Methods for fitting models with nonlinear latent terms have been developed mainly under the structural equation modelling approach. In this paper, we consider a general latent variable model framework for mixed responses (metric and categorical) that allows inclusion of both nonlinear latent and covariate effects. The model parameters are estimated using full Maximum Likelihood based on a hybrid integration-maximization algorithm. Finally, a new method for obtaining factor scores based on Multiple Imputation is proposed here for the model with nonlinear terms.

Suggested Citation

  • Irini Moustaki & Dimitris Rizopoulos, 2006. "Nonlinear Effects in the Generalized Latent Variable Model," Computing in Economics and Finance 2006 518, Society for Computational Economics.
  • Handle: RePEc:sce:scecfa:518

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sce:scecfa:518. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.