A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses

被引:0
|
作者
Vassilis G. S. Vasdekis
Silvia Cagnone
Irini Moustaki
机构
[1] Athens University of Economics and Business,Department of Statistics
[2] University of Bologna,Department of Statistics
[3] London School of Economics and Political Science,Department of Statistics
来源
Psychometrika | 2012年 / 77卷
关键词
composite likelihood; longitudinal; ordinal data; latent variables; goodness-of-fit measures;
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中图分类号
学科分类号
摘要
The paper proposes a composite likelihood estimation approach that uses bivariate instead of multivariate marginal probabilities for ordinal longitudinal responses using a latent variable model. The model considers time-dependent latent variables and item-specific random effects to be accountable for the interdependencies of the multivariate ordinal items. Time-dependent latent variables are linked with an autoregressive model. Simulation results have shown composite likelihood estimators to have a small amount of bias and mean square error and as such they are feasible alternatives to full maximum likelihood. Model selection criteria developed for composite likelihood estimation are used in the applications. Furthermore, lower-order residuals are used as measures-of-fit for the selected models.
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页码:425 / 441
页数:16
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