Università della Svizzera italiana

Estimation of generalized linear latent variable models

Huber, Philippe ; Ronchetti, Elvezio ; Victoria-Feser, Maria-Pia

In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, vol. 66, no. 4, p. 893–908

Generalized Linear Latent Variable Models (GLLVM), as defined in Bartholomew and Knott (1999) enable modelling of relationships between manifest and latent variables. They extend structural equation modelling techniques, which are powerful tools in the social sciences. However, because of the complexity of the log-likelihood function of a GLLVM, an approximation such as numerical integration must...