Multilevel factor analysis modelling using Markov Chain Monte Carlo (MCMC) estimation

A very general class of multilevel factor analysis and structural equation models is proposed which are derived from considering the concatenation of a series of building blocks that use sets of factor structures defined within the levels of a multilevel model. An MCMC estimation algorithm is proposed for this structure to produce parameter chains for point and interval estimates. A limited simulation exercise is presented together with an analysis of a data set.

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