Showing 1 - 6 of 6
The authors study the estimation of factor models and the imputation of missing data and propose an approach that provides direct estimates of factor weights without the replacement of missing data with imputed values. First, the approach is useful in applications of factor analysis in the...
Persistent link: https://www.econbiz.de/10013058846
This study concerns list augmentation in direct marketing. List augmentation is a special case of missing data imputation. We review previous work on the mixed outcome factor model and apply it for the purpose of list augmentation. The model deals with both discrete and continuous variables and...
Persistent link: https://www.econbiz.de/10013058858
We propose Multivariate Tobit models with a factor structure on the covariance matrix. Such models are particularly useful in the exploratory analysis of multivariate censored data and the identification of latent variables from behavioral data. The factor structure provides a parsimonious...
Persistent link: https://www.econbiz.de/10014148678
We develop a general approach to factor analysis that involves observed and latent variables that are assumed to be distributed in the exponential family. This gives rise to a number of factor models not considered previously and enables the study of latent variables in an integrated...
Persistent link: https://www.econbiz.de/10014148682
Multivariate count data are commonly analysed by using Poisson distributions with varying intensity parameters, resulting in a random-effects model. In the analysis of a data set on the frequency of different emotion experiences we find that a Poisson model with a single random effect does not...
Persistent link: https://www.econbiz.de/10014148687
We develop a general class of factor-analytic models for the analysis of multivariate (truncated) count data. Dependencies in multivariate counts are of interest in many applications, but few approaches have been proposed for their analysis. Our model class allows for a variety of distributions...
Persistent link: https://www.econbiz.de/10014146200