| Texto completo | |
| Autor(es): |
Castro, Luis Mauricio
[1]
;
Costa, Denise Reis
[2]
;
Prates, Marcos Oliveira
[3]
;
Lachos, Victor Hugo
[2]
Número total de Autores: 4
|
| Afiliação do(s) autor(es): | [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
Número total de Afiliações: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | STATISTICS AND COMPUTING; v. 25, n. 6, p. 1163-1183, NOV 2015. |
| Citações Web of Science: | 4 |
| Resumo | |
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) | |
| Processo FAPESP: | 12/19445-0 - Modelagem flexível de modelos longitudinais complexos usando distribuições skew-elípticas |
| Beneficiário: | Víctor Hugo Lachos Dávila |
| Modalidade de apoio: | Auxílio à Pesquisa - Pesquisador Visitante - Internacional |
| Processo FAPESP: | 14/02938-9 - Estimação e diagnóstico em modelos de efeitos mistos para dados censurados usando misturas de escala skew-normal |
| Beneficiário: | Víctor Hugo Lachos Dávila |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |