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设定不确定时的潜变量系统估计：广义成分分析与消元法AI 解读

This article argues that, to relieve the specification difficulties that frequently accompany latent variable models, a first application should in most cases employ an estimator that makes no assumption about the nature of the unobservables. The two possibilities are generalized component analysis, with the unobservables treated as incidental parameters; and the eliminant method, where they are removed by transformation of the model before estimation. It is shown that these…

设定不确定时的潜变量系统估计：广义成分分析与消元法AI 解读

This article argues that, to relieve the specification difficulties that frequently accompany latent variable models, a first application should in most cases employ an estimator that makes no assumption about the nature of the unobservables. The two possibilities are generalized component analysis, with the unobservables treated as incidental parameters; and the eliminant method, where they are removed by transformation of the model before estimation. It is shown that these…