Knott M, Tzamourani P
Department of Statistics, London School of Economics and Political Science, UK.
Br J Math Stat Psychol. 2007 May;60(Pt 1):175-91. doi: 10.1348/000711006X107539.
This paper focuses on the two-parameter latent trait model for binary data. Although the prior distribution of the latent variable is usually assumed to be a standard normal distribution, that prior distribution can be estimated from the data as a discrete distribution using a combination of EM algorithms and other optimization methods. We assess with what precision we can estimate the prior from the data, using simulations and bootstrapping. A novel calibration method is given to check that near optimality is achieved for the bootstrap estimates. We find that there is sufficient information on the prior distribution to be informative, and that the bootstrap method is reliable. We illustrate the bootstrap method for two sets of real data.
本文聚焦于二元数据的双参数潜在特质模型。尽管潜在变量的先验分布通常假定为标准正态分布,但该先验分布可通过期望最大化(EM)算法与其他优化方法的组合,从数据中估计为离散分布。我们使用模拟和自举法评估从数据中估计先验的精度。给出了一种新颖的校准方法,以检验自举估计是否接近最优。我们发现先验分布中有足够的信息可供参考,且自举法是可靠的。我们用两组真实数据展示了自举法。