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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-t distribution

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Author(s):
Castro, Luis Mauricio [1] ; Costa, Denise Reis [2] ; Prates, Marcos Oliveira [3] ; Lachos, Victor Hugo [2]
Total Authors: 4
Affiliation:
[1] Univ Concepcion, Dept Stat, Concepcion - Chile
[2] Univ Estadual Campinas, Dept Stat, Campinas, SP - Brazil
[3] Univ Fed Minas Gerais, Dept Stat, Belo Horizonte, MG - Brazil
Total Affiliations: 3
Document type: Journal article
Source: STATISTICS AND COMPUTING; v. 25, n. 6, p. 1163-1183, NOV 2015.
Web of Science Citations: 4
Abstract

Factor analysis models have been one of the most popular multivariate methods for data analysis among psychometricians, behavioral and educational researchers. But these models, originally developed for normally distributed observed variables, can be seriously affected by the presence of influential observations and censored data. Motivated by this situation, in this paper we propose a likelihood-based estimation for a multivariate Tobit confirmatory factor analysis model using the Student-t distribution (t-TCFA model). An EM-type algorithm is developed for computing the maximum likelihood estimates, obtaining as a byproduct the standard errors of the fixed effects and the exact likelihood value. Unlike other approaches proposed in the literature, our exact EM-type algorithm uses closed form expressions at the E-step based on the first two moments of a truncated multivariate Student-t distribution with the advantage that these expressions can be computed using standard statistical software. The performance of the proposed methods is illustrated through a simulation study and the analysis of a real dataset of early grade reading assessment test scores. (AU)

FAPESP's process: 12/19445-0 - Flexible modeling of complex longitudinal data using skew-elliptical distributions
Grantee:Víctor Hugo Lachos Dávila
Support Opportunities: Research Grants - Visiting Researcher Grant - International
FAPESP's process: 14/02938-9 - Estimation and diagnostics for censored mixed effects models using scale mixtures of skew-normal distributions
Grantee:Víctor Hugo Lachos Dávila
Support Opportunities: Regular Research Grants