Jamil Haziq, Moustaki Irini, Skinner Chris
Universiti Brunei Darussalam, Gadong, Brunei Darussalam.
London School of Economics and Political Science, London, UK.
Br J Math Stat Psychol. 2025 Feb;78(1):258-285. doi: 10.1111/bmsp.12358. Epub 2024 Oct 12.
This paper discusses estimation and limited-information goodness-of-fit test statistics in factor models for binary data using pairwise likelihood estimation and sampling weights. The paper extends the applicability of pairwise likelihood estimation for factor models with binary data to accommodate complex sampling designs. Additionally, it introduces two key limited-information test statistics: the Pearson chi-squared test and the Wald test. To enhance computational efficiency, the paper introduces modifications to both test statistics. The performance of the estimation and the proposed test statistics under simple random sampling and unequal probability sampling is evaluated using simulated data.
本文讨论了使用成对似然估计和抽样权重对二元数据因子模型中的估计和有限信息拟合优度检验统计量。本文扩展了成对似然估计在二元数据因子模型中的适用性,以适应复杂抽样设计。此外,还引入了两个关键的有限信息检验统计量:Pearson卡方检验和Wald检验。为提高计算效率,本文对这两个检验统计量都进行了修改。使用模拟数据评估了简单随机抽样和不等概率抽样下估计和所提出检验统计量的性能。