Peer reviewed
ERIC Number: EJ631754
Record Type: Journal
Publication Date: 2001
Pages: N/A
Abstractor: N/A
ISBN: N/A
ISSN: ISSN-0027-3171
EISSN: N/A
Exploratory Tobit Factor Analysis for Multivariate Censored Data.
Kamakura, Wagner A.; Wedel, Michel
Multivariate Behavioral Research, v36 n1 p53-82 2001
Proposes a class of multivariate Tobit models with a factor structure on the covariance matrix. Such models are useful in the exploratory analysis of multivariate censored data and the identification of latent variables from behavioral data. The factor structure provides a parsimonious representation of the censored data. Models are estimated with simulated maximum likelihood. Discusses applications. (SLD)
Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A