Latent variables refer to variables that cannot be directly observed. These variable are defined in terms of observable variables.

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How to use factors (from CFA) as independent variable in Regression Analysis

I calculated 4 factors as latent constructs in a Confirmatory Factor Analysis (I use AMOS). Now I am wondering if it is possible to extract some kind of a factor score like I know it from Exploratory ...
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2answers
55 views

Binary version of Probabilistic Matrix Factorization in pymc?

I'm a newby in statistics, this is my first post, sorry for any possible mistake. There is a good Bayesian Probabilistic Matrix Factorization model introduced in: Bayesian Probabilistic Matrix ...
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6 views

Mixture model for dependent observations with additive group-level confounders

I'm looking for a special type of mixture model (described below) and I'm hoping to get some hints with regards to relevant literature to look at or names to be searching for. On the general level, ...
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40 views

Estimation parameters for latent (unobserved) variable

Here is my problem: I have 3 variables $X,Y,Z$ : $X$ is the number of clicks we observed on an web advertisement; $Y$ is the number of time a customer do a sign-up on the website after clicking ...
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1answer
22 views

Partial Least Squares structural equation modeling

Im calculating a Structural Equation model with Partial Least Squares (with R). Lets say a simple example: two Response values (R1, R2) are combined to a latent variable RespLV = weight1*R1 + ...
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11 views

How to compute a latent variable (as a composite index)

Can I calculate a latent variable (construct) after the formula: Sum of (summated scale for factor i * variance explained by factor i), i taking values from 1 to n (n being the number of factors)? Or ...
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15 views

Summated scales for factors (latent variables)

For summated scales: can I use all the variables that load on a factor or is it necessary to use only the variables with high loading (over 0.70, for example)?
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5 views

Summated scales (after factor analysis)

Is it okay to calculate summated scales if I am undertaking an exploratory study and some of the factors that result are somewhat different from what I have found in the literature? (I have read that ...
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39 views

latent variables versus model parameters

I am quite confused with the distinction between a latent variable and model parameters. So say I have two observed variables $x$ and $y$ and they have some unknown relationship between them i.e. $y ...
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15 views

Splines, latent variables and model identification

For $J$ units of observations my basic model contains latent variables $\theta_j, j = 1, ..., J$ identified by the marginal assumption $\theta \sim N(0,1)$. The latent variables are connected to a ...
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13 views

Is there an extension of multinomial process models that can model several dependent variables?

In the setting of psychological experiments, where a categorical response has to be given, the same response can, in theory, be generated by different latent processes. For example, in an experiment ...
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45 views

Bayes' theorem in 1-d EM algorithm

I'm watching a video on the EM algorithm, When we use Bayes' Theorem to calculate $b_i$, how do I find $P(b)$ and $P(a)$ initially? It says we can estimate the priors $P(b)$ and $P(a)$ but that's ...
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95 views

EM algorithm Practice Problem

This is a practice problem for a midterm exam. The problem is an EM algorithm example. I am having trouble with part (f). I list parts (a)-(e) for completion and in case I made a mistake earlier. Let ...
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2answers
50 views

Can I test hypothesis based on estimated parameters?

I estimated the mean and variance of two latent variables through two groups of data. I can't use the data to do hypothesis testing, because I am interested in the latent variable. Is there a way to ...
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79 views

The difference between SVD and SVD++

What if any is the connection between SVD (the one you learn about in your linear algebra course) and SVD++ (the one from the Netflix prize)? I know they both want to find latent factor spaces. But ...
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1answer
77 views

Compute the user and item features in SVD++

I have a sparse matrix. There is lots of missing data. Hence, I can't use SVD naively. I read Koren's SVD++ paper. I'm confused as to how the $q_i$ and $p_u$ vectors are determined. $q_i^Tp_u$ is ...
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35 views

Use of latent semantic analysis in topic modeling

I am learning Latent Semantic Analysis. After we have the SVD decomposition of term-document matrix, how to infer topics from that? For example, how to get the following result: Topic 1: apple, ...
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46 views

How to make the most of a Gaussian mixture assumption in a model?

I have a dataset with 100 columns and approximately 100000 lines. I have a variable to predict that is Y (0,1 so it's a classification problem). I have an other categorical variable with two values ...
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52 views

Log Transformation in Growth Mixture Model (Mplus user)

I am using parallel process growth mixture modeling to estimate bidirectional longitudinal dynamics between pain (0-100 theoretical range of values) and sleep measures (0-20 theoretical range of ...
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2answers
100 views

Are there any good papers comparing different philosophical views of cluster analysis?

Lots of people use cluster analysis. I've heard very few explicitly say why. I imagine this is because within a given field, most researchers seem to understand why clustering is used for the problems ...
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66 views

Variational Posterior Dirichlets in LDA

I am running the c code for LDA provided on David Blei's website. The code outputs several files. The output file final.gamma is supposed to include the "Variational Posterior Dirichlets". If I ...
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29 views

Convert latent proabilities to categorical realizations

Assume that each person can only have one of three eye colors: blue, brown or green. Furthermore assume that I have two vectors that describe for N individuals the (simulated) probability that the ...
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2answers
55 views

Can I turn a latent variable be treated as an observed variable?

I am a doctoral candidate and for my dissertation research I am using two standardized scales as independent variables. Because these have not been used with my particular population, I needed to do ...
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23 views

Categorical observed, Binomial latent

This might be a trivial problem but wondering if there's a known model formulation for this problem: Ordered Categorical observed variable with k levels Trying to estimate the parameter (theta) of a ...
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2answers
80 views

What happens when you initialize EM with a consistent estimate?

I have a certain family of models with latent random variables (not observed in the data), which I have a consistent estimator for. I now run EM on top of it, meaning, I get the consistent ...
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1answer
120 views

What are the main differences between classical and Gibbs sampling Latent Dirichlet Allocations?

In these weeks I have been studying the classical Latent Dirichlet Allocation (LDA) algorithm by David Blei and colleagues (2003), and the LDA variant based on Gibbs sampling introduced by Tom ...
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17 views

Heuristic to determine the number of latent classes [duplicate]

Do anyone know if in the field of topic modeling and latent class analysis, it exists some heuristic to determine a good number of latent classes?
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42 views

Map a normal distribution N(x,s) to an ordinal response variable

I am working on a simulation. I am going to extract a series of normally distributed values from a distribution $N(x,s)$ whose mean $x$ and variance $s$ is known. I want to pretend that such ...
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1answer
75 views

Latent Dirichlet Allocation - understanding the posterior

I have a problem understanding the posterior for computing LDA, stated in page 7 of Blei (2007). From my point of view, it's not exactly consistent with Bayes' theorem, as described here. Could anyone ...
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72 views

Model validation in Bayesian statistics from a model with latent variables

I am working with some two-regime autoregressive models first introduced by Hamilton in 1989. The specific models is of no great concern to my question, but some variables within my autoregressive ...
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27 views

Latent partitioning variable governing unobservable dependent variables — how to estimate?

I've got a situation where I'm willing to assume that $$ Q_t = Pe^{-k^f t} + (1-P)e^{-k^s t} $$ This is a double-exponential decay model; there is a fast pool and a slow pool. I don't know $P$, ...
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46 views

Calculating point AND uncertainty estimates for IRT factor scores

I have a survey dataset that includes items designed to measure several latent variables. There are around 3-5 items per latent variable. The items generally use 5-point response sets, so I would like ...
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69 views

Determine Relationship between Categorical & Latent Variables, running SEM Model

I have a two part question, I believe. After running some analysis, a (predictor) strategy variable in my model is (unexpectedly) categorical. I now have four categories of strategy. I need to ...
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121 views

Problems in scale Bayesian network mode using R

The problem that we have is as follows. We have close to 60 discrete random variables each of which shall take on an average of 5 categorical values. We have developed a Bayesian network ...
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74 views

Gibbs sampling in document clustering

I'm trying to understand the idea behind the Topic Models in document clustering. In Latent Dirichlet Allocation, it is necessary to approximate the posterior distribution of topics over the document. ...
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47 views

Unexpected correlation, Method to account for the shared variance

Summary: While looking at the correlations I noticed a wired, relation. Variables: User comments - A; User community activity- B; Comments on user's wall - C (control) I expected that A and B will ...
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159 views

Any good book for learning probability programming

Are there any good books for me to learn probability programming? For example, I am new to Latent Dirichlet allocation (LDA) and Gibbs sampling. I have read some books about the techniques, but it ...
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1answer
36 views

Likelihood of a document-term matrix

I'm trying to deeply understand the Probabilistic Latent Semantic Indexing (PLSI) algorithm. The generative model underlying the algorithm is the folowing: Select a document $d \in D$ with a ...
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49 views

Probabilistic latent semantic analysis - objective function

In pLSA we are trying to maximize a likelihood function. The likelihood function can be given as: $L = \Pi_i^N \Pi_j^M P(d_i,w_j)^{n(d_i,w_j)}$ Where, M is the number of words and N is the number of ...
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1answer
137 views

Confusion related to EM algorithm

I was reading this tutorial related to EM algorithm at http://aass.oru.se/~tdt/ml/extra-readings/EM_algorithm.pdf. As given in the tutorial we can see that at each E step we calculate the ...
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36 views

How to model the distribution over payouts from aggregate (sum) data?

The setting A user is presented with a number of options related to her search query. She chooses one of them. As a result, a payout is generated. The payout lies in the range [0.05, 0.50], but the ...
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1answer
65 views

Are latent variable models modelling causality?

Is the purpose of latent variable models to model causality, where the causes are not observable i.e. latent? Are latent variables modelling causes of the observable variables? Thanks and regards!
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654 views

Expectation maximization on Bayesian networks with latent variables

I am trying to determine parameters in a bayesian network with two latent variables (in blue). Every variable is discrete with 2-4 categories. The latent variables have 3 categories each. I am ...
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1answer
108 views

Why does latent variable modelling in regression tend to push R Squared up?

Hypothetically, say I have I have three manifest variables measuring anxiety and three manifest variables (items) measuring stress. Then I want to use both to predict scores on depression, which I'm ...
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1answer
131 views

IRT/Rasch modeling with very large N

I want to fit a 1-parameter IRT model on a questionaire with 15 questions and about six million people. Considering the large N, standard errors aren't essential. It looks like the IRT world is sort ...
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36 views

Tricky latent parameter problem

I'm reinterpreting the data of some colleagues to see if I can't get at heterogeneity in grouped outcomes. Start with a decay process with two pools: $$ C_{it} = P_i e^{-k_{i}^{fast}t} + ...
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1answer
69 views

Latent variable model and graphical models

At first I was under the impression that latent variable models and graphical models were different things altogether, but after reading some papers about the former class of models, it seems they ...
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165 views

Rescale factor scores from factor analysis to latent metric in R

I'm calculating a factor analysis of several variables in R. I want to determine each case's value on the latent variable. When I run the factor analysis, I receive factor scores. The factor scores do ...
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1answer
124 views

fractions or wholes for the slope in a latent growth model?

When trying to model a latent growth model in lavaan and AMOS respectively, they seem to approach the time spacing of the slope estimates differently. Lavaan defaults to whole numbers increasing by ...