Cagnone Silvia, Moustaki Irini, Vasdekis Vassilis
University of Bologna, Bologna, Italy.
Br J Math Stat Psychol. 2009 May;62(Pt 2):401-15. doi: 10.1348/000711008X320134. Epub 2008 Jul 11.
The paper proposes a full information maximum likelihood estimation method for modelling multivariate longitudinal ordinal variables. Two latent variable models are proposed that account for dependencies among items within time and between time. One model fits item-specific random effects which account for the between time points correlations and the second model uses a common factor. The relationships between the time-dependent latent variables are modelled with a non-stationary autoregressive model. The proposed models are fitted to a real data set.
本文提出了一种用于对多元纵向有序变量进行建模的全信息极大似然估计方法。提出了两种潜在变量模型,它们考虑了时间内和时间间项目之间的依赖性。一种模型拟合特定项目的随机效应,以解释时间点之间的相关性,第二种模型使用公共因子。时间相关潜在变量之间的关系用非平稳自回归模型进行建模。所提出的模型应用于一个实际数据集进行拟合。