Latent variable models for multivariate longitudinal ordinal responses |
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Authors: | Silvia Cagnone Dr Irini Moustaki Vassilis Vasdekis |
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Affiliation: | 1. University of Bologna, Bologna, Italy;2. London School of Economics and Political Science, London, UK;3. Athens University of Economics and Business, Athens, Greece |
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Abstract: | The paper proposes a full information maximum likelihood estimation method for modelling multivariate longitudinal ordinal variables. Two latent variable models are proposed that account for dependencies among items within time and between time. One model fits item‐specific random effects which account for the between time points correlations and the second model uses a common factor. The relationships between the time‐dependent latent variables are modelled with a non‐stationary autoregressive model. The proposed models are fitted to a real data set. |
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