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Abstract Conventional methods of multivariate normal analysis do not apply when the variables of interest are not observed directly but must be inferred from fallible or incomplete data. A method of estimating such effects by marginal maximum likelihood, implemented by means of an EM algorithm, is proposed. Asymptotic standard errors and likelihood ratio tests of fit are provided. The procedures are illustrated with data from the administration of the Armed Services Vocational Aptitude Battery to a probability sample of American youth.
Robert J. Mislevy (Sun,) studied this question.
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