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

Jianmin Wu and Peter M. Bentler

Journal of Multivariate Analysis, 2012, vol. 106, issue C, 72-79

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.

Keywords: H-likelihood; Binary response; Marginal likelihood; Factor analysis (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2011.09.007

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