A mixture of generalized latent variable models for mixed mode and heterogeneous data

In the behavioral, biomedical, and social-psychological sciences, mixed data types such as continuous, ordinal, count, and nominal are common. Subpopulations also often exist and contribute to heterogeneity in the data. In this paper, we propose a mixture of generalized latent variable models (GLVMs) to handle mixed types of heterogeneous data. Different link functions are specified to model data of multiple types. A Bayesian approach, together with the Markov chain Monte Carlo (MCMC) method, is used to conduct the analysis. A modified DIC is used for model selection of mixture components in the GLVMs. A simulation study shows that our proposed methodology performs satisfactorily. An application of mixture GLVM to a data set from the National Longitudinal Surveys of Youth (NLSY) is presented.

[1]  M. Knott,et al.  Generalized latent trait models , 2000 .

[2]  W. K. Hastings,et al.  Monte Carlo Sampling Methods Using Markov Chains and Their Applications , 1970 .

[3]  C. Robert Simulation of truncated normal variables , 2009, 0907.4010.

[4]  Elvezio Ronchetti,et al.  Estimation of generalized linear latent variable models , 2004 .

[5]  Donald Geman,et al.  Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images , 1984, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[6]  T. Belin,et al.  Sampling Correlation Matrices in Bayesian Models With Correlated Latent Variables , 2006 .

[7]  I. Moustaki A latent trait and a latent class model for mixed observed variables , 1996 .

[8]  Xin-Yuan Song,et al.  Bayesian model selection for mixtures of structural equation models with an unknown number of components. , 2003, The British journal of mathematical and statistical psychology.

[9]  Ulrich Küsters,et al.  Latent Trait Models with Indicators of Mixed Measurement Level , 1988 .

[10]  Sik-Yum Lee,et al.  Bayesian analysis of latent variable models with non-ignorable missing outcomes from exponential family. , 2007, Statistics in medicine.

[11]  Sik-Yum Lee,et al.  Bayesian Analysis of Mixtures Structural Equation Models with Missing Data , 2007 .

[12]  Sophia Rabe-Hesketh,et al.  Generalized latent variable models: multilevel, longitudinal, and structural equation models , 2004 .

[13]  Mary Kathryn Cowles,et al.  Accelerating Monte Carlo Markov chain convergence for cumulative-link generalized linear models , 1996, Stat. Comput..

[14]  Kamel Jedidi,et al.  STEMM: A General Finite Mixture Structural Equation Model , 1997 .

[15]  Sylvia Richardson,et al.  Markov Chain Monte Carlo in Practice , 1997 .

[16]  Rolf Langeheine,et al.  Latent Trait and Latent Class Models , 2013 .

[17]  P. Green,et al.  On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion) , 1997 .

[18]  David B. Dunson,et al.  Semiparametric Bayes hierarchical models with mean and variance constraints , 2010, Comput. Stat. Data Anal..

[19]  S Y Lee,et al.  Latent variable models with mixed continuous and polytomous data , 2001, Biometrics.

[20]  Kenneth A. Bollen,et al.  Structural Equations with Latent Variables , 1989 .

[21]  Xin-Yuan Song,et al.  Bayesian analysis of mixtures in structural equation models with non-ignorable missing data. , 2010, The British journal of mathematical and statistical psychology.

[22]  C. Robert,et al.  Deviance information criteria for missing data models , 2006 .

[23]  P. McCullagh,et al.  Generalized Linear Models , 1992 .

[24]  D. Dunson,et al.  Bayesian latent variable models for clustered mixed outcomes , 2000 .

[25]  Peter E. Rossi,et al.  An exact likelihood analysis of the multinomial probit model , 1994 .

[26]  Sylvia Richardson,et al.  Inference and monitoring convergence , 1995 .

[27]  Sik-Yum Lee,et al.  A MULTIVARIATE PROBIT LATENT VARIABLE MODEL FOR ANALYZING DICHOTOMOUS RESPONSES , 2005 .

[28]  Robert H. Bradley,et al.  Home observation for measurement of the environment , 1979 .

[29]  D. Dunson,et al.  Bayesian Semiparametric Structural Equation Models with Latent Variables , 2010 .

[30]  Renate Meyer,et al.  Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2 , 2008, Comput. Stat. Data Anal..

[31]  S. Frühwirth-Schnatter Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models , 2001 .

[32]  Mark L. Davison,et al.  Effects of Missing Data Methods in Structural Equation Modeling With Nonnormal Longitudinal Data , 2009 .

[33]  Sik-Yum Lee,et al.  Structural equation modelling: A Bayesian approach. , 2007 .

[34]  Xin-Yuan Song,et al.  Bayesian Estimation and Model Selection of Multivariate Linear Model with Polytomous Variables , 2002, Multivariate behavioral research.

[35]  Bradley P. Carlin,et al.  Bayesian measures of model complexity and fit , 2002 .

[36]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[37]  I. Moustaki,et al.  Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models , 2004 .

[38]  Yiu-Fai Yung,et al.  Finite mixtures in confirmatory factor-analysis models , 1997 .

[39]  Sik-Yum Lee Handbook of latent variable and related models , 2007 .

[40]  Karl G. Jöreskog,et al.  Lisrel 8: Structural Equation Modeling With the Simplis Command Language , 1993 .

[41]  Renate Meyer,et al.  Metropolis–Hastings algorithms with adaptive proposals , 2008, Stat. Comput..

[42]  Gerhard Arminger,et al.  Mixtures of conditional mean- and covariance-structure models , 1999 .

[43]  K. Jöreskog,et al.  Factor Analysis of Ordinal Variables: A Comparison of Three Approaches , 2001, Multivariate behavioral research.

[44]  Xin-Yuan Song,et al.  A Bayesian analysis of mixture structural equation models with non‐ignorable missing responses and covariates , 2010, Statistics in medicine.

[45]  Han L. J. van der Maas,et al.  Fitting multivariage normal finite mixtures subject to structural equation modeling , 1998 .

[46]  Maria-Pia Victoria-Feser,et al.  Assessing Multivariate Predictors of Financial Market Movements: A Latent Factor Frame Work for Ordinal Data , 2008 .

[47]  Xiao-Li Meng,et al.  Fitting Full-Information Item Factor Models and an Empirical Investigation of Bridge Sampling , 1996 .

[48]  P. Green,et al.  Corrigendum: On Bayesian analysis of mixtures with an unknown number of components , 1997 .

[49]  Sik-Yum Lee,et al.  A Bayesian analysis of finite mixtures in the LISREL model , 2001 .

[50]  Xin-Yuan Song,et al.  Bayesian semiparametric analysis of structural equation models with mixed continuous and unordered categorical variables , 2009, Statistics in medicine.