Title
Estimation methods for multivariate Tobit confirmatory factor analysis
Date Issued
01 January 2014
Access level
metadata only access
Resource Type
review
Author(s)
Universidad de Sao Paulo
Publisher(s)
Elsevier
Abstract
Tobit confirmatory factor analysis is particularly useful in analysis of multivariate data with censored information. Two methods for estimating multivariate Tobit confirmatory factor analysis models with covariates from a Bayesian and likelihood-based perspectives are proposed. In contrast with previous likelihood-based developments that consider Monte Carlo simulations for maximum likelihood estimation, an exact EM-type algorithm is proposed. Also, the estimation of the parameters via MCMC techniques by considering a hierarchical formulation of the model is explored. Bayesian case deletion influence diagnostics based on the q-divergence measure and model selection criteria is also developed and considered in the analysis of a real dataset related to the education assessment field. In addition, a simulation study is conducted to compare the performance of the proposed method with the traditional confirmatory factor analysis. The results show that both methods offer more precise inferences than the traditional confirmatory factor analysis, which ignores the information about the censoring threshold. © 2014 Elsevier B.V. All rights reserved.
Start page
248
End page
260
Volume
79
Language
English
OCDE Knowledge area
Ciencias de la computación
Estadísticas, Probabilidad
Subjects
Scopus EID
2-s2.0-84903188164
Source
Computational Statistics and Data Analysis
ISSN of the container
01679473
Sponsor(s)
We thank the associate editor and two referees whose constructive comments led to a far improved presentation. One referee alerted us of an allied independent contribution by Yang (2012) not yet publicly available. VHL acknowledges support from CNPq -Brazil (Grant 305054/2011-2 ) and from FAPESP -Brazil (Grant 2014/02938-9 ). JLB was partially supported by the program PVE from CAPES-Brazil (Grant 1336/11-8 ).
Sources of information:
Directorio de Producción Científica
Scopus