Generalized Linear Latent Variable Modeling for Multi-Group Studies |
| |
Authors: | Jens C. Eickhoff Yasuo Amemiya |
| |
Affiliation: | 1. Department of Biostatistics and Medical Informatics , University of Wisconsin–Madison , Madison, Wisconsin, USA eickhoff@biostat.wisc.edu;3. Department of Biostatistics and Medical Informatics , University of Wisconsin–Madison , Madison, Wisconsin, USA |
| |
Abstract: | ABSTRACT Latent variable modeling is commonly used in behavioral, social, and medical science research. The models used in such analysis relate all observed variables to latent common factors. In many applications, the observations are highly non normal or discrete, e.g., polytomous responses or counts. The existing approaches for non normal observations can be considered lacking in several aspects, especially for multi-group samples situations. We propose a generalized linear model approach for multi-sample latent variable analysis that can handle a broad class of non normal and discrete observations, and that furnishes meaningful interpretation and inference in multi-group studies through maximum likelihood analysis. A Monte Carlo EM algorithm is proposed for parameter estimation. The convergence assessment and standard error estimation is addressed. Simulation studies are reported to show the usefulness of the our approach. An example from a substance abuse prevention study is also presented. |
| |
Keywords: | Exponential family distributions Monte Carlo EM algorithm Structural equation analysis |
|
|