A Bayesian Approach to Nonlinear Latent Variable Models Using the Gibbs Sampler and the Metropolis-Hastings Algorithm
Nonlinear latent variable models are specified that include quadratic forms and interactions of latent regressor variable as special cases. To estimate the parameters, the models are put in a Bayesian framework with conjugate priors for the parameters. The proposed estimation methods are illustrated...
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Veröffentlicht in: | Psychometrika 1998-09, Vol.63 (3), p.271-300 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | Nonlinear latent variable models are specified that include quadratic forms and interactions of latent regressor variable as special cases. To estimate the parameters, the models are put in a Bayesian framework with conjugate priors for the parameters. The proposed estimation methods are illustrated by two simulation studies. (SLD) |
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ISSN: | 0033-3123 1860-0980 |
DOI: | 10.1007/bf02294856 |