夏业茂, 刘应安. 实证因子模型的贝叶斯半参数分析和模型比较[J]. 应用概率统计, 2016, 32(2): 157-183.
引用本文: 夏业茂, 刘应安. 实证因子模型的贝叶斯半参数分析和模型比较[J]. 应用概率统计, 2016, 32(2): 157-183.
XIA Yemao, LIU Yingan. Bayesian Semiparametric Analysis and Model Comparison for Confirmatory Factor Model[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(2): 157-183.
Citation: XIA Yemao, LIU Yingan. Bayesian Semiparametric Analysis and Model Comparison for Confirmatory Factor Model[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(2): 157-183.

实证因子模型的贝叶斯半参数分析和模型比较

Bayesian Semiparametric Analysis and Model Comparison for Confirmatory Factor Model

  • 摘要: 为了解决多元数据的异质性, 对因子分析模型建立了贝叶斯半参数程序. 方法依赖于有限混合分布空间上先验分布的使用. 分块吉布斯抽样器用以进行后验分析. 测度和贝叶斯因子给出模型比较. 基于广义加权中国餐馆算法, 给出了半参数模型下数据似然的计算. 经验结果显示了方法的有效性.

     

    Abstract: A Bayesian semiparametric procedure for confirmatory factor analysis model is proposed to address the heterogeneity of the multivariate responses. The approach relies on the use of a prior over the space of mixing distributions with finite components. Blocked Gibbs sampler is implemented to cope with the posterior analysis. For model comparison, the measure and Bayes factor are developed. A generalized weighted Chinese restaurant algorithm is suggested to compute the likelihood of data. Empirical results are presented to illustrate the effectiveness of the methodologies.

     

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