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.