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Title:Methods and Theory for Joint Estimation of Incidental and Structural Parameters in Latent Class Models
Author(s):Li, Xiaodong
Doctoral Committee Chair(s):Douglas, Jeffrey
Department / Program:Statistics
Discipline:Statistics
Degree Granting Institution:University of Illinois at Urbana-Champaign
Degree:Ph.D.
Genre:Dissertation
Subject(s):Statistics
Abstract:Marginal maximum likelihood estimation has become the standard for parameter estimation in latent variable models. However, there are instances when alternative estimators that jointly estimate incidental parameters and structural parameters might be easier to implement. A drawback to joint estimation, and joint maximum likelihood estimation in particular, is that little theory has been developed to understand their asymptotic behavior. Here we consider joint estimation of class membership and structural parameters in latent class models for binary responses. An estimator that first utilizes a K-means clustering solution on a statistic that identifies class membership and then maximizes the conditional likelihood of the structural parameters is studied. It is shown that this estimator is consistent and is asymptotically normal. In addition, it is shown that this estimator is identical to the joint maximum likelihood estimator with probability approaching 1 as the sample size and item response vector length both approach infinity, for a special case. An argument is then given that we can also expect this result in more general cases. The small sample properties of the estimator are studied by simulation.
Issue Date:2006
Type:Text
Language:English
Description:59 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2006.
URI:http://hdl.handle.net/2142/87406
Other Identifier(s):(MiAaPQ)AAI3242917
Date Available in IDEALS:2015-09-28
Date Deposited:2006


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