Local influence analysis of multivariate probit latent variable models

Bin Lu and Xin-Yuan Song

Journal of Multivariate Analysis, 2006, vol. 97, issue 8, 1783-1798

Abstract: The multivariate probit model is very useful for analyzing correlated multivariate dichotomous data. Recently, this model has been generalized with a confirmatory factor analysis structure for accommodating more general covariance structure, and it is called the MPCFA model. The main purpose of this paper is to consider local influence analysis, which is a well-recognized important step of data analysis beyond the maximum likelihood estimation, of the MPCFA model. As the observed-data likelihood associated with the MPCFA model is intractable, the famous Cook's approach cannot be applied to achieve local influence measures. Hence, the local influence measures are developed via Zhu and Lee's [Local influence for incomplete data model, J. Roy. Statist. Soc. Ser. B 63 (2001) 111-126.] approach that is closely related to the EM algorithm. The diagnostic measures are derived from the conformal normal curvature of an appropriate function. The building blocks are computed via a sufficiently large random sample of the latent response strengths and latent variables that are generated by the Gibbs sampler. Some useful perturbation schemes are discussed. Results that are obtained from analyses of an artificial example and a real example are presented to illustrate the newly developed methodology.

Keywords: Conformal; normal; curvature; Dichotomous; variables; Gibbs; sampler; Local; influence; Q-displacement; function (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (7)

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