Minimum ϕ -Divergence Estimation in Constrained Latent Class Models for Binary Data.
نویسندگان
چکیده
The main purpose of this paper is to introduce and study the behavior of minimum ϕ -divergence estimators as an alternative to the maximum-likelihood estimator in latent class models for binary items. As it will become clear below, minimum ϕ -divergence estimators are a natural extension of the maximum-likelihood estimator. The asymptotic properties of minimum ϕ -divergence estimators for latent class models for binary data are developed. Finally, to compare the efficiency and robustness of these new estimators with that obtained through maximum likelihood when the sample size is not big enough to apply the asymptotic results, we have carried out a simulation study.
منابع مشابه
Penalized Bregman Divergence Estimation via Coordinate Descent
Variable selection via penalized estimation is appealing for dimension reduction. For penalized linear regression, Efron, et al. (2004) introduced the LARS algorithm. Recently, the coordinate descent (CD) algorithm was developed by Friedman, et al. (2007) for penalized linear regression and penalized logistic regression and was shown to gain computational superiority. This paper explores...
متن کاملThe Analysis of Bayesian Probit Regression of Binary and Polychotomous Response Data
The goal of this study is to introduce a statistical method regarding the analysis of specific latent data for regression analysis of the discrete data and to build a relation between a probit regression model (related to the discrete response) and normal linear regression model (related to the latent data of continuous response). This method provides precise inferences on binary and multinomia...
متن کاملModelling Rater Differences in the Analysis of Three-Way Three-Mode Binary Data
Using a basic latent class model for the analysis of three-way threemode data (i.e. raters by objects by attributes) to cluster raters is often problematic because the number of conditional probabilities increases rapidly when extra latent classes are added. To solve this problem, Meulders et al. (J Classification 19:277– 302, 2002) proposed a constrained latent class model in which object-attr...
متن کاملRobust Estimation in Linear Regression Model: the Density Power Divergence Approach
The minimum density power divergence method provides a robust estimate in the face of a situation where the dataset includes a number of outlier data. In this study, we introduce and use a robust minimum density power divergence estimator to estimate the parameters of the linear regression model and then with some numerical examples of linear regression model, we show the robustness of this est...
متن کاملSpatial Latent Gaussian Models: Application to House Prices Data in Tehran City
Latent Gaussian models are flexible models that are applied in several statistical applications. When posterior marginals or full conditional distributions in hierarchical Bayesian inference from these models are not available in closed form, Markov chain Monte Carlo methods are implemented. The component dependence of the latent field usually causes increase in computational time and divergenc...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Psychometrika
دوره 80 4 شماره
صفحات -
تاریخ انتشار 2015