Moustaki, Irini; Victoria-Feser, Maria-Pia - Institut d'Economie et Econométrie, Université de Genève - 2004
This paper proposes a robust estimator for a general class of linear latent variable models (GLLVM) (Moustaki and Knott 2000, Bartholomew and Knott 1999). It is based on a weighted score function that is simple to implement numerically and is made consistent using the basic idea of indirect...