Factor analysis of categorical or mixed categorical/continuousdata in [R]

On the face of it (which is as far as I am able to see), it would seem
fairly easy to set up an MLE procedure if you treat all discrete
variables as obtained by setting cutpoints on continuous latent
variables. I suspect this is what MPlus is doing. The requisite normal
integrals should be available through library(mvtnorm).

My understanding is that the optimisation problem is difficult (even
worse than factor analysis).

OTOH it seems that L-BFGS-B in optim() can work miracles -- I've been
working on another problem related to factor analysis and optim() fits a
model with 4000 constrained parameters in a couple of minutes and gets the
right answer (in stark contrast to my prior attempts to write an optimiser
more tuned to the specific problem).


	-thomas

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