New latent variable model with varying-coefficients

Abstract.

In this article, we develop one kind of varying-coefficients latent variable model and its corresponding estimation method based on local-polynomial theory. The model is an expansion of classical latent variable model to varying-coefficients ones, in which the relations among latent variables and observed variables are allowed to vary as smooth functions of another variable. As comparison, we use the existing quantile varying-coefficients latent variable model and its estimation method. Simulation studies and real data analysis are carried out to illustrate the performances of our proposed models and estimation methods.

Keywords:

• Varying-coefficients
• latent variables
• local-polynomial
• structural equation models

Acknowledgments

The author is very grateful to all of the reviewers for their insightful comments and to the interviewees for participating in our investigation. The author wants to thank his parents, his wife Yujie Liu and his cute babies: QQ and QD.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

The author’s work was supported by the National Natural Science Foundation of China (72001197), National Statistical Science Research Project of National Bureau of Statistics (2021LY052), Innovation Centre for Digital Business and Capital Development of Beijing Technology and Business University (SZSK202317) and Comprehensive Statistics and Investigation Data Analysis Methods and Applications Research Project of Department of Strategic Development, China Association for Science and Technology (CAST-ZFB-2024-04).