Can I read Mixtures of Factor Analyzers: an Extension with Covariates on EtoBox?

Mixtures of Factor Analyzers: an Extension with Covariates by Ernest Fokoué is a Mathematics article available to read on EtoBox.

What is Mixtures of Factor Analyzers: an Extension with Covariates about?

This paper examines the analysis of an extended finite mixture of factor analyzers (MFA) where both the continuous latent variable (common factor) and the categorical latent variable (component label) are assumed to be influenced by the effects of fixed observed covariates. A polytomous logistic regression model is used to link the categorical latent variable to its corresponding covariate, while a traditional linear model with normal noise is used to model the effect of the covariate on the continuous latent variable. The proposed model turns out be in various ways an extension of many existing related models, and as such offers the potential to address some of the issues not fully handled by those previous models. A detailed derivation of an EM algorithm is proposed for parameter estimation, and latent variable estimates are obtained as by-products of the overall estimation procedure.

Who reads Mixtures of Factor Analyzers: an Extension with Covariates?

Author

Ernest Fokoué

Publisher

Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0047-259X)

Published

2005

Language

EN

Field

Mathematics (Physical Sciences)