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Testing normality of latent variables in the polychoric correlation

This paper explores the feasibility of simultaneously facing three sources of complexity in Bayesian testing, namely (i) testing a parametric against a non-parametric alternative (ii) adjusting for partial observability (iii) developing a test under a Bayesian encompassing principle. Testing the nor...

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Autor Principal: Almeida Rodriguez, Carlos Alberto
Formato: Artículos
Lenguaje:eng
Publicado: 2016
Materias:
BAYESIAN ENCOMPASSING
PARTIAL OBSERVABILITY
NONPARAMETRIC SPECIFICATION TEST
DISCRETIZATION
Acceso en línea:http://repositorio.educacionsuperior.gob.ec/handle/28000/2617
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spelling oai:localhost:28000-26172017-04-11T15:44:14Z Testing normality of latent variables in the polychoric correlation Almeida Rodriguez, Carlos Alberto BAYESIAN ENCOMPASSING PARTIAL OBSERVABILITY NONPARAMETRIC SPECIFICATION TEST DISCRETIZATION This paper explores the feasibility of simultaneously facing three sources of complexity in Bayesian testing, namely (i) testing a parametric against a non-parametric alternative (ii) adjusting for partial observability (iii) developing a test under a Bayesian encompassing principle. Testing the normality of latent variables in the polychoric correlation model is taken as a case study. This paper starts from the specification of the model defining the polychoric correlation in the framework of manifest ordinal variables viewed as discretizations of underlying latent variables. Taking advantage of the fact that in this model, the marginal distributions of the latent variables are not identified, we use the approach of copula. Some identification issues are analysed. Next, we develop a Bayesian encompassing specification test for testing the Gaussianity of the underlying copula and consider the discretization model as a case of partial observability. The computational feasibility, the numerical stability and the discriminating power of the procedure are checked through a simulation experiment. An application completes the paper by illustrating the working of the procedure on a meta-analysis of clinical trials on acute migraine. The final section proposes, in the form of conclusions, an evaluation of the actual achievements of the paper. Universidad De Las Fuerzas Armadas https://rivista-statistica.unibo.it/article/view/4594 2016-10-28T20:20:23Z 2016-10-28T20:20:23Z 2014 article Almeida, Carlos; Mouchart, Michel. (2014). Testing normality of latent variables in the polychoric correlation. STATISTICA. Vol 74, N?1. pp.1-23. 1973-2201 http://repositorio.educacionsuperior.gob.ec/handle/28000/2617 eng openAccess pp.1-23.
institution SENESCYT
collection Repositorio SENESCYT
biblioteca Biblioteca Senescyt
language eng
format Artículos
topic BAYESIAN ENCOMPASSING
PARTIAL OBSERVABILITY
NONPARAMETRIC SPECIFICATION TEST
DISCRETIZATION
spellingShingle BAYESIAN ENCOMPASSING
PARTIAL OBSERVABILITY
NONPARAMETRIC SPECIFICATION TEST
DISCRETIZATION
Almeida Rodriguez, Carlos Alberto
Testing normality of latent variables in the polychoric correlation
description This paper explores the feasibility of simultaneously facing three sources of complexity in Bayesian testing, namely (i) testing a parametric against a non-parametric alternative (ii) adjusting for partial observability (iii) developing a test under a Bayesian encompassing principle. Testing the normality of latent variables in the polychoric correlation model is taken as a case study. This paper starts from the specification of the model defining the polychoric correlation in the framework of manifest ordinal variables viewed as discretizations of underlying latent variables. Taking advantage of the fact that in this model, the marginal distributions of the latent variables are not identified, we use the approach of copula. Some identification issues are analysed. Next, we develop a Bayesian encompassing specification test for testing the Gaussianity of the underlying copula and consider the discretization model as a case of partial observability. The computational feasibility, the numerical stability and the discriminating power of the procedure are checked through a simulation experiment. An application completes the paper by illustrating the working of the procedure on a meta-analysis of clinical trials on acute migraine. The final section proposes, in the form of conclusions, an evaluation of the actual achievements of the paper.
author Almeida Rodriguez, Carlos Alberto
author_facet Almeida Rodriguez, Carlos Alberto
author_sort Almeida Rodriguez, Carlos Alberto
title Testing normality of latent variables in the polychoric correlation
title_short Testing normality of latent variables in the polychoric correlation
title_full Testing normality of latent variables in the polychoric correlation
title_fullStr Testing normality of latent variables in the polychoric correlation
title_full_unstemmed Testing normality of latent variables in the polychoric correlation
title_sort testing normality of latent variables in the polychoric correlation
publishDate 2016
url http://repositorio.educacionsuperior.gob.ec/handle/28000/2617
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score 11,871979

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