Multilevel factor analysis modelling using Markov Chain Monte Carlo (MCMC) estimation
Bristol Research (University of Bristol)Published 1 January 2002
Harvey Goldstein, William J. Browne
Citations36
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TL;DR
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.
Abstract
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.
Keywords
MathematicsEconomics, Econometrics and Finance
Density Estimation for Statistics and Data Analysis
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