Dynamic Models - Zhiyong Zhang \'s Psychometric Website

My Research

BAUW

BMEM

Consulting & Collaboration

Dynamic Models

MedCI

SAS GCM power

SAS WinBUGS

WebStatR

Publications

Programs

In Progress

Favorites

Home

Category: Dynamic Models

Dynamic factor models. Supplement materials for the paper \"Comparisons of Four Methods for Estimating a Dynamic Factor Model\" and \"Bayesian Estimation of Categorical Dynamic Factor Models\".

Questions can be asked at http://www.statisticalexperts.com/forum/forumdisplay.php?fid=36

Contents

Codes for Mplus using MLE based on block-Toeplitz to estimate Dynamic factor models

Codes for DyFA using least square method to estimate Dynamic factor models

Codes for WinBUGS using Bayesian method to estimate Dynamic factor models

Codes for MKFM6 using Kalman filter method to estimate Dynamic factor models

The R function to simulate data for the direct autoregressive factor score model
The R function to simulate data for the direct autoregressive factor score model. This is a supplement for the paper "Comparisons of Four Methods for Estimating a Dynamic Factor Model".

Comparisons of Four Methods for Estimating a Dynamic Factor Model
Methods to be compared: 1. Bayesian estimation 2. MLE using the Kalman filter 3. MLE using the block-Toeplitz matrix 4. Least squares using the block-Toeplitz matrix

Bayesian Estimation of Categorical Dynamic Factor Models
Abstract Dynamic factor models have been used to analyze continuous time series data. Motivated by a categorical time series data set, we extend two main kinds of dynamic factor models ?C the direct autoregressive factor score (DAFS) model and the white noise factor score (WNFS) model ?C to categorical DAFS and WNFS models in the framework of the underlying variable method. To estimate the categorical dynamic factor models, a Bayesian method via Gibbs sampling is used. The applications of the proposed models are demonstrated with an empirical data set. The validities of results from the empirical study are then evaluated by means of simulation studies. Differences between continuous and categorical dynamic factor models are evaluated and discussed.

Total 7 ,Display 1 - 7

Maintained by Zhiyong Zhang