La stima di variabili latenti da variabili osservate miste

Abstract

The aim of this paper is to propose a general nonparametric model to estimate latent variables with scores non indeterminate; in this paper, following other approaches (PLS, RCD, RCDR), a latent variable (LV) is conceived as a linear combination of predictors (causes) which best predicts a set of dependent variables (indicators), maximising, in this manner, all available information about a LV in the soecified model. The model is also extented to categorical variables (nominal, ordinal) by means of optimal scaling methodology and applied to the estimate of a bidimensional LV as a proxy of human capital for US families in 1983.