Application of H-likelihood to factor analysis models with binary response data

Jianmin Wu, Peter M. Bentler*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Abstract

The estimation of binary responses in factor analysis models is often complicated, because the marginal likelihood involves an intractable integral. When the number of latent variables is large, the dimensionality of a required integral will be high, and thus numerical integration would not be an ideal estimation method. This paper proposes H-likelihood for the estimation of binary response factor analysis models, avoiding the intractable integral. Examples and simulation studies demonstrate the performance of the proposed method.

Original languageEnglish
Pages (from-to)72-79
Number of pages8
JournalJournal of Multivariate Analysis
Volume106
DOIs
Publication statusPublished - Apr 2012

Keywords

  • Binary response
  • Factor analysis
  • H-likelihood
  • Marginal likelihood

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