General mixed‐data model: Extension of general location and grouped continuous models

The authors propose a general model for the joint distribution of nominal, ordinal and continuous variables. Their work is motivated by the treatment of various types of data. They show how to construct parameter estimates for their model, based on the maximization of the full likelihood. They provide algorithms to implement it, and present an alternative estimation method based on the pairwise likelihood approach. They also touch upon the issue of statistical inference. They illustrate their methodology using data from a foreign language achievement study.