en
Scientific article
Open access
English

Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models

Published inJournal of the American Statistical Association, vol. 101, no. 474, p. 644-653
Publication date2006
Abstract

Latent variable models are used for analyzing multivariate data. Recently, generalized linear latent variable models for categorical, metric, and mixed-type responses estimated via maximum likelihood (ML) have been proposed. Model deviations, such as data contamination, are shown analytically, using the influence function and through a simulation study, to seriously affect ML estimation. This article proposes a robust estimator that is made consistent using the basic principle of indirect inference and can be easily numerically implemented. The performance of the robust estimator is significantly better than that of the ML estimators in terms of both bias and variance. A real example from a consumption survey is used to highlight the consequences in practice of the choice of the estimator.

Keywords
  • Indirect inference
  • Influence function
  • Latent variable models
  • Mixed variables
  • Robust estimation
Citation (ISO format)
MOUSTAKI, Irini, VICTORIA-FESER, Maria-Pia. Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models. In: Journal of the American Statistical Association, 2006, vol. 101, n° 474, p. 644–653. doi: 10.1198/016214505000001320
Main files (1)
Article (Accepted version)
accessLevelPublic
Identifiers
ISSN of the journal0162-1459
739views
1195downloads

Technical informations

Creation04/30/2010 12:27:00 PM
First validation04/30/2010 12:27:00 PM
Update time03/14/2023 3:28:36 PM
Status update03/14/2023 3:28:36 PM
Last indexation01/15/2024 7:56:03 PM
All rights reserved by Archive ouverte UNIGE and the University of GenevaunigeBlack