Further Statistical Methods - Lecture 7
Latent variable models
The source for this and the following lecture is the excellent little book:
D. J. Bartholomew (1987). Latent Variable Models and Factor Analysis. Griffin, London.
It is describing a number of different methods for describing complex dependencies among several variables through the variation in a few common latent (unobservable) factors. Data on the factors are then missing in a very strong sense, and certainly MCAR, so the EM algorithm becomes a useful tool.
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Last updated: Monday, 14 February 2005 19:15. Steffen L. Lauritzen