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.

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Year of publication:	2008
Authors:	Zhou, Xingcai ; Liu, Xinsheng
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 52.2008, 8, p. 3939-3953
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005130711