Latent variable models with ordinal categorical covariates

被引:6
|
作者
Poon, Wai-Yin [2 ]
Wang, Hai-Bin [1 ]
机构
[1] Xiamen Univ, Sch Math Sci, Xiamen 361005, Peoples R China
[2] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China
关键词
Gibbs sampler; Latent variable model; Ordinal categorical variable; Parameter expansion; Reparameterization; Structural equation model; STRUCTURAL EQUATION MODELS; MAXIMUM-LIKELIHOOD ANALYSIS; PARAMETER EXPANSION; DATA AUGMENTATION; POLYTOMOUS DATA; MONTE-CARLO; PROBIT MODELS; LINEAR-MODELS; EM ALGORITHM; DISTRIBUTIONS;
D O I
10.1007/s11222-011-9290-8
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We propose a general latent variable model for multivariate ordinal categorical variables, in which both the responses and the covariates are ordinal, to assess the effect of the covariates on the responses and to model the covariance structure of the response variables. A fully Bayesian approach is employed to analyze the model. The Gibbs sampler is used to simulate the joint posterior distribution of the latent variables and the parameters, and the parameter expansion and reparameterization techniques are used to speed up the convergence procedure. The proposed model and method are demonstrated by simulation studies and a real data example.
引用
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页码:1135 / 1154
页数:20
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