Inference on Generalized Latent Variable Models with High-Dimensional Responses and Covariates
高维响应与协变量下广义潜变量模型的推断
Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on latent variables that capture key unobserved characteristics. To draw statistical inferences on covariate effects while accounting for latent variables, we consider a high-dimensional generalized latent variable model that accommodates…