The EM algorithm for the extended finite mixture of the factor analyzers model

Xingcai Zhou and Xinsheng Liu

Computational Statistics & Data Analysis, 2008, vol. 52, issue 8, 3939-3953

Abstract: This paper is devoted to extending common factors and categorical variables in the model of a finite mixture of factor analyzers based on the multivariate generalized linear model and the principle of maximum random utility in the probabilistic choice theory. The EM algorithm and Newton-Raphson algorithm are used to estimate model parameters, and then the algorithm is illustrated with a simulation study and a real example.

Date: 2008
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