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We derive from analyses of several specific latent variable models an overall review of these models, under the unifying theme of their strong connections with simulation-based methods like SEm and the Gibbs sampler. We stress that the connection goes both ways, namely that these models were...
Persistent link: https://www.econbiz.de/10005641023
A simulation method based on importance sampling, Gibbs and Metropolis-Hastings techniques allows to approximate the ratio between the likelihhod function computed for two different parameter values. Thus it is possible to approximate the maximum likelihood estimator in the general framework of...
Persistent link: https://www.econbiz.de/10005671519