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Simulation-based approach to estimation of latent variable models

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  • Qian, Zhiguang
  • Shapiro, Alexander

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  • Qian, Zhiguang & Shapiro, Alexander, 2006. "Simulation-based approach to estimation of latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1243-1259, November.
    • Handle: RePEc:eee:csdana:v:51:y:2006:i:2:p:1243-1259
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    References listed on IDEAS

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    1. Bhat, Chandra R., 2001. "Quasi-random maximum simulated likelihood estimation of the mixed multinomial logit model," Transportation Research Part B: Methodological, Elsevier, vol. 35(7), pages 677-693, August.
    2. Lee, Lung-Fei, 1997. "Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results," Journal of Econometrics, Elsevier, vol. 82(1), pages 1-35.
    3. Athanassios N. Avramidis & James R. Wilson, 1996. "Integrated Variance Reduction Strategies for Simulation," Operations Research, INFORMS, vol. 44(2), pages 327-346, April.
    4. Michel Wedel & Wagner Kamakura, 2001. "Factor analysis with (mixed) observed and latent variables in the exponential family," Psychometrika, Springer;The Psychometric Society, vol. 66(4), pages 515-530, December.
    5. Ming Gao Gu & Hong‐Tu Zhu, 2001. "Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 339-355.
    6. Maydeu-Olivares, Albert & Joe, Harry, 2005. "Limited- and Full-Information Estimation and Goodness-of-Fit Testing in 2n Contingency Tables: A Unified Framework," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1009-1020, September.
    7. Irini Moustaki & Martin Knott, 2000. "Generalized latent trait models," Psychometrika, Springer;The Psychometric Society, vol. 65(3), pages 391-411, September.
    8. Evans, Michael & Swartz, Timothy, 2000. "Approximating Integrals via Monte Carlo and Deterministic Methods," OUP Catalogue, Oxford University Press, number 9780198502784.
    9. George B. Dantzig, 1955. "Linear Programming under Uncertainty," Management Science, INFORMS, vol. 1(3-4), pages 197-206, 04-07.
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    Cited by:

    1. Ma, Jun, 2011. "Indirect density estimation using the iterative Bayes algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1180-1195, March.

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