The EM algorithm for the extended finite mixture of the factor analyzers model

Authors:
Xingcai Zhou;Xinsheng Liu
Affiliations:
Institute of Nano Science, Academy of Frontier Science, and College of Science, Nanjing University of Aeronautics and Astronautics, Nanjing, Jiangsu, 210016, PR China and Department of Elementary ...;Institute of Nano Science, Academy of Frontier Science, and College of Science, Nanjing University of Aeronautics and Astronautics, Nanjing, Jiangsu, 210016, PR China
Venue:
Computational Statistics & Data Analysis
Year:
2008

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Abstract

This paper is devoted to extending common factors and categorical variables in the model of a finite mixture of factor analyzers based on the multivariate generalized linear model and the principle of maximum random utility in the probabilistic choice theory. The EM algorithm and Newton-Raphson algorithm are used to estimate model parameters, and then the algorithm is illustrated with a simulation study and a real example.