The EM algorithm for the extended finite mixture of the factor analyzers model
This paper is devoted to extending common factors and categorical variables in the model of a finite mixture of factor analyzers based on the multivariate generalized linear model and the principle of maximum random utility in the probabilistic choice theory. The EM algorithm and Newton-Raphson algorithm are used to estimate model parameters, and then the algorithm is illustrated with a simulation study and a real example.
Year of publication: |
2008
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Authors: | Zhou, Xingcai ; Liu, Xinsheng |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 52.2008, 8, p. 3939-3953
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Publisher: |
Elsevier |
Saved in:
Saved in favorites
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