Cover Image

Estimating the variance-covariance matrix of two-step estimates of latent variable models: A general simulation-based approach

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Di Mari, Roberto, Kuha, Jouni
Format:	Preprint
Published:	2025
Subjects:	Methodology Computation
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A two-step estimator for multilevel latent class analysis with covariates
by: Di Mari, Roberto, et al.
Published: (2023)

Two-step estimation of latent trait models
by: Kuha, Jouni, et al.
Published: (2023)

multilevLCA: An R Package for Single-Level and Multilevel Latent Class Analysis with Covariates
by: Lyrvall, Johan, et al.
Published: (2023)

Latent variable models for multivariate dyadic data with zero inflation: Analysis of intergenerational exchanges of family support
by: Kuha, Jouni, et al.
Published: (2021)

A mirror descent approach to maximum likelihood estimation in latent variable models
by: Crucinio, Francesca R.
Published: (2025)

Survey Experience and Nonresponse in an Online Probability Panel: A Survival Analysis
by: Kostadintcheva, Katya, et al.
Published: (2025)

A Latent Variable Framework for Multiple Imputation with Non-ignorable Missingness: Analyzing Perceptions of Social Justice in Europe
by: Zhang, Siliang, et al.
Published: (2025)

Scalable likelihood-based estimation and variable selection for the Cox model with incomplete covariates
by: Kwok, Ngok Sang, et al.
Published: (2024)

Change-point detection in variance-covariance matrix
by: Lin, Ying, et al.
Published: (2026)

Large covariance matrix estimation with factor-assisted variable clustering
by: Li, Dong, et al.
Published: (2025)

Robust regularized covariance matrix estimation: well-posedness and convergent algorithm
by: Yi, Mengxi, et al.
Published: (2026)

Robust covariance estimation and explainable outlier detection for matrix-valued data
by: Mayrhofer, Marcus, et al.
Published: (2024)

Uncertainty calibration for latent-variable regression models
by: Duma, Zina-Sabrina, et al.
Published: (2025)

A general joint latent class model of longitudinal and survival data with the covariance modelling
by: Miao, Ruoyu, et al.
Published: (2025)

An optimal two-step estimation approach for two-phase studies
by: Zhou, Qingning, et al.
Published: (2025)

Modeling the uncertainty on the covariance matrix for probabilistic forecast reconciliation
by: Carrara, Chiara, et al.
Published: (2025)

The generalized Hausman test for detecting non-normality in the latent variable distribution of the two-parameter IRT model
by: Guastadisegni, Lucia, et al.
Published: (2024)

Validating uncertainty propagation approaches for two-stage Bayesian spatial models using simulation-based calibration
by: Villejo, Stephen Jun, et al.
Published: (2025)

Structured prior distributions for the covariance matrix in latent factor models
by: Heaps, Sarah Elizabeth, et al.
Published: (2022)

Direct covariance matrix estimation with compositional data
by: Molstad, Aaron J., et al.
Published: (2022)

Online robust covariance matrix estimation and outlier detection
by: Guillot, Paul, et al.
Published: (2026)

Joint modelling of time-dependent biomarker variability and time-to-event outcomes, a two-step approach
by: Oppong, Felix Boakye, et al.
Published: (2026)

Empirical sandwich variance estimator for iterated conditional expectation g-computation
by: Zivich, Paul N, et al.
Published: (2023)

Estimating Monte Carlo variance from multiple Markov chains
by: Gupta, Kushagra, et al.
Published: (2020)

Shrinkage MMSE estimators of covariances beyond the zero-mean and stationary variance assumptions
by: Flasseur, Olivier, et al.
Published: (2024)

Factor-guided estimation of large covariance matrix function with conditional functional sparsity
by: Li, Dong, et al.
Published: (2023)

Model-assisted analysis of covariance estimators for stepped wedge cluster randomized experiments
by: Chen, Xinyuan, et al.
Published: (2023)

Penalised spline estimation of covariate-specific time-dependent ROC curves
by: Rodríguez-Álvarez, María Xosé, et al.
Published: (2025)

High-dimensional low-rank matrix regression with unknown latent structures
by: Wang, Di, et al.
Published: (2025)

A step-by-step guide to generalized estimating equations using SPSS in the field of dentistry
by: Lim, Hoi-Jeong, et al.
Published: (2025)

A self-supervised learning approach for denoising autoregressive models with additive noise: finite and infinite variance cases
by: Banerjee, Sayantan, et al.
Published: (2025)

Depth-based estimation for multivariate functional data with phase variability
by: Arribas-Gil, Ana, et al.
Published: (2026)

Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
by: Bai, Lujia, et al.
Published: (2023)

Spherical latent space models for social network analysis
by: Sosa, Juan, et al.
Published: (2025)

Opaque prior distributions in Bayesian latent variable models
by: Merkle, Edgar C., et al.
Published: (2023)

Functional structural equation modeling with latent variables
by: Asgari, Fatemeh, et al.
Published: (2024)

Assessing the impact of variance heterogeneity and misspecification in mixed-effects location-scale models
by: Jeanselme, Vincent, et al.
Published: (2025)

Exact variance estimation for model-assisted survey estimators using U- and V-statistics
by: Dharamshi, Ameer, et al.
Published: (2025)

A generalized tetrad constraint for testing conditional independence given a latent variable
by: Ying, Naiwen, et al.
Published: (2025)

NExON-Bayes: A Bayesian approach to network estimation informed by ordinal covariates
by: Feest, Joseph, et al.
Published: (2025)