JOINT MODELLING OF MIXED CORRELATED NOMINAL, ORDINAL AND CONTINUOUS RESPONSES

Authors

  • E. BAHRAMI SAMANI
  • ZH. TAHMASEBINEJAD

Keywords:

Joint Modelling, Latent Variable, Life Satisfaction, Maximum Likelihood, Elliptically Contoured Distribution.

Abstract

This paper develop a new class of joint modelling of mixed correlated nominal, ordinal
and continuous responses with elliptically contoured errors is presented. A full likelihoodbased
approach is used to obtain maximum likelihood estimates of the model parameters.
To illustrate the application of such modelling the data corresponding to the British Household
Panel Survey (BHPS) is analyzed.

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Issue

Vol. 45 No. 1 (2011)

Section

Articles