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Biostatistics Advance Access originally published online on November 3, 2006
Biostatistics 2007 8(2):474-484; doi:10.1093/biostatistics/kxl038
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© 2006 The Authors
This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.org/licenses/by-nc/2.0/uk/) which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.

Insights into latent class analysis of diagnostic test performance

Margaret Sullivan Pepe*

Department of Biostatistics, University of Washington and Fred Hutchinson Cancer Research Center, 1100 Fairview Avenue North, M2-B500, Seattle, WA 98109, USA mspepe{at}u.washington.edu

Holly Janes

Department of Biostatistics, Johns Hopkins Bloomberg School of Public Health, Baltimore, MD 21205, USA

* To whom correspondence should be addressed.


    SUMMARY
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 
Latent class analysis is used to assess diagnostic test accuracy when a gold standard assessment of disease is not available but results of multiple imperfect tests are. We consider the simplest setting, where 3 tests are observed and conditional independence (CI) is assumed. Closed-form expressions for maximum likelihood parameter estimates are derived. They show explicitly how observed 2- and 3-way associations between test results are used to infer disease prevalence and test true- and false-positive rates. Although interesting and reasonable under CI, the estimators clearly have no basis when it fails. Intuition for bias induced by conditional dependence follows from the analytic expressions. Further intuition derives from an Expectation Maximization (EM) approach to calculating the estimates. We discuss implications of our results and related work for settings where more than 3 tests are available. We conclude that careful justification of assumptions about the dependence between tests in diseased and nondiseased subjects is necessary in order to ensure unbiased estimates of prevalence and test operating characteristics and to provide these estimates clinical interpretations. Such justification must be based in part on a clear clinical definition of disease and biological knowledge about mechanisms giving rise to test results.

Keywords: Errors in variables; Factor analysis; Imperfect reference test; Item response theory; Latent variables; Sensitivity; Specificity


    1. INTRODUCTION
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 
Assessments of the presence or absence of a condition cannot always be made with certainty. This is particularly true in the development of new diagnostic tests, where the very reason a new test is being developed is often because the best available test for the condition is not considered adequately accurate. A problem then arises: How can the accuracy of a new test be evaluated when there is no gold standard against which to compare it? Latent class analysis has been proposed as a statistical technique that allows such an assessment (Walter and Irwig, 1988Go; Dawid and Skene, 1979Go). Briefly, a probabilistic model is assumed for the relationship between the new diagnostic test, one or more imperfect "reference" tests, and the unobserved, or latent, disease status. The likelihood is then maximized to provide estimates of the sensitivity and specificity of the new diagnostic test. This approach is quite popular. It has been used to study markers of Behcet's disease (Ferraz and others, 1995Go), gastro-oesophageal reflux disease (Moayyedi and others, 2004Go), visceral leishmaniasis (Boelaert and others, 2004Go), and acute bacterial rhinosinusitis (Young and others, 2003Go). Moreover, it has received substantial attention from statistical methodologists to extend its applications (Qu and others, 1996Go; Dendukuri and Joseph, 2001Go; Hui and Zhou, 1998Go). In this paper, we discuss some inherent limitations of the latent class analysis approach.

The latent class approach has already been criticized on several grounds (Pepe and Alonzo, 2001Go; Pepe, 2003Go, pp. 203–205; Albert and Dodd, 2004Go). First, the analysis can and often does proceed without any formal clinical definition of disease. To the extent that disease is not defined, it follows that prevalence and test accuracy parameters are not well defined. Second, the assumed latent class model is not fully testable with the observed data, and, if the model is incorrect, it is not clear that the resulting estimates are meaningful. Third, the latent class estimates of test accuracy are obtained through a maximum likelihood procedure that does not make clear how the estimates are calculated from the raw data. This third criticism admittedly applies to many statistical techniques. In this paper, we address it by deriving analytic forms for the estimators. We determine how the raw data frequencies are used explicitly in calculating the estimates. The expressions are particularly useful for assessing the merit of the estimators when the assumed latent class structure fails.

The paper is organized as follows: We first briefly summarize the latent class analysis technique and the conditional independence (CI) assumption on which the classical latent class model is based. In Section 3, we provide analytical forms for the latent class estimators and discuss their validity both when the CI assumption holds and when it fails to hold. The EM algorithm is used in Section 4 to demonstrate relationships among the parameter estimates and to provide expressions which allow us to assess the bias in the estimates caused by conditional dependence. In Sections 3 and 4, we focus on the special case where 3 tests are available. We close with a broader discussion about the role of latent class modeling for evaluating diagnostic tests in the absence of a gold standard.


    2. CLASSIC LATENT CLASS ANALYSIS
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 
Let the unobserved latent binary variable D indicate the presence (D = 1) or absence (D = 0) of the condition. Observed are the results of K binary test variables, {Y1,...,YK}, for each of i = 1,...,n subjects. One of these variables may be the best available reference test, and the others may be new tests. A statistical model with parameter {theta} is assumed for the joint distribution of {Y1,...,YK} given D, denoted by P{theta}(Y1,...,YK|D). If the model has sufficient structure, {theta} and the prevalence, {rho} = P(D = 1), can be estimated by maximizing the likelihood function Formula ({theta},{rho}) = prodFormula{{rho}P{theta}(Yi1,...,YiK|D = 1) + (1 – {rho})2P{theta}(Yi1,...,YiK|D = 0)}.

The simplest and the most popular model for P{theta}(Y1,...,YK|D) assumes CI: given D, the test variables {Y1,...,YK} are statistically independent, and


Formula

Writing the true- and false-positive rates as {phi}k = P(Yik = 1|D = 1) and {psi}k = P(Yik = 1|D = 0), respectively, the parameters are {rho} and {theta} = {({phi}k,{psi}k),k = 1,...,K}. With a minimum of K = 3 observed tests, the CI likelihood can be maximized because the number of parameters, (2K + 1), is equal to the available degrees of freedom, (2K – 1). The CI assumption is the keystone of the classical latent class approach. The assumption states that, conditional on disease status, the results of the K tests are independent and knowledge of one test result gives no information about other test results.

To illustrate classical latent class analysis (LCA), consider the data shown in Table 1 for 3 tests of hearing impairment measured on n = 666 subjects, reproduced from Pepe (2003Go, p. 201). The maximum likelihood estimates of the 7 parameters, {rho} = prevalence and ({phi}k,{psi}k) for each of the 3 tests, are Formula


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Table 1. Results of the 3 tests for hearing impairment performed on n = 666 subjects

 

    3. ANALYTIC EXPRESSIONS FOR ESTIMATES
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 
Suppose there are K = 3 observed tests, and write the probabilities of observable data as pk = P(Yk = 1),k = 1,2,3;pkj = P(Yk = 1,Yj = 1),j > k;andp123 = P(Y1 = 1,Y2 = 1,Y3 = 1). The same notation with a "hat" denotes the observed frequency. In Appendix A, we derive the following analytic expressions for the LCA parameter estimates under the CI assumption:


Formula (3.1)


Formula (3.2)

where


Formula

and


Formula (3.3)

where


Formula

For the audiology data, the frequencies in Table 1 yield Formula. Using these estimates, we arrive at exactly the same values of Formula, and Formula as those calculated earlier by maximizing the likelihood. (Note here that there are 2 solutions for Formula, one larger than Formula and the other smaller. We choose the one that maximizes the likelihood L = prodFormula{rho}{phi}Formula{phi}Formula{phi}Formula(1 – {phi}1)1 – Y1(1 – {phi}2)1 – Y2(1 – {phi}3)1 – Y3 + (1 – {rho}){psi}Formula{psi}Formula{psi}Formula(1 – {psi}1)1 – Y1(1 – {psi}2)1 – Y2(1 – {psi}3)1 – Y3.)

One advantage of the analytic expressions is that estimates can be calculated directly (even with a hand calculator) without requiring a numerical optimization routine to maximize the likelihood. More importantly, they describe how relationships observed in the raw data are used to infer the prevalence of the latent condition and properties of the 3 tests. In particular, the analytic expression (3.3) for the estimated prevalence reveals that the starting point for the estimation is Formula, with V determining deviations of Formula from 0.5; larger values of V result in lower estimates of {rho}. The factor V compares the 3-way association among tests in its numerator with the pairwise associations in its denominator. These authors do not yet have an intuitive explanation as to why prevalence is simply a function of the 3- versus 2-way association parameters under the CI LCA model. It is particularly intriguing that the marginal frequencies of positive tests, pk, do not directly affect the prevalence estimate. These affect only the true- and false-positive rate estimates (see below). In other words, the prevalence estimate is invariant to changes in values of (p1,p2,p3) as long as the 3- versus 2-way association parameter, V, remains the same.

Somewhat more intuition can be provided for the test accuracy estimates, Formula and Formula, given Formula. Note that for a completely uninformative test that has no association with disease status, P(Yk = 1|D = 1) = P(Yk = 1) = pk. Thus, the starting point for Formula in (3.1) is Formula, the true-positive rate estimate for an uninformative test. The factor Formula, determined by the marginal positive associations between pairs of tests, increases Formula above Formula. This is logical, since the CI model asserts that any correlation between test results is due to their common association with the latent variable D. Therefore, if 2 tests are strongly associated, it must be because they are both accurately reflecting D. The factor Ck is curious in that its numerator reflects associations between Yk and the other 2 tests, while its denominator reflects the association between the other 2 tests. This implies that associations between the kth test and the other tests are calibrated by the observed association between those other tests.

Analogous considerations hold for Formula. The starting point for estimating {psi}k is Formula, the false-positive rate of the uninformative test. Positive associations between tests in the observed data reduce estimates of {psi}k from this starting point.

The estimates of {phi}k and {psi}k are very closely linked since they are determined by exactly the same entities, Formula, and Formula. Observe in (3.1) and (3.2) that if Formula is large, the kth test will be estimated to have a high true-positive "and" a low false-positive rate relative to the uninformative test. In fact, there is a direct linear relationship between Formula and Formula:


Formula

Higher estimates of sensitivity for the kth test also give rise to higher estimates of specificity, given Formula and Formula.

Under the CI LCA model, Formula are maximum likelihood estimators and hence are consistent and efficient. Moreover, they seem to represent meaningful quantities. Consider the estimate of {phi}k. Suppose that, in truth, 2 of the tests, Y1 and Y2, have high true-positive rates, and Y3 does not. In the observed data, we would expect only weak associations between Y1 and Y3 and between Y2 and Y3 but a strong association between Y1 and Y2. Correspondingly, the Ck factor will be low for k = 3 because the numerator is small and the denominator is large. On the other hand, for k = 1 (or 2), the denominator and 1 component of the numerator will be small, canceling each other out to some extent, and Ck will be large due to the strong association between Y1 and Y2 in the numerator. Thus, Formula (and Formula) will be large and Formula will be small, as they should be. A similar exercise can be undertaken for the case where 2 tests, Y1 and Y2, have low true-positive rates, but Y3 has a high true-positive rate. Compared to associations between Y1 and Y3 and between Y2 and Y3, the association between Y1 and Y2 will be very weak because Y1 and Y2 are both only weakly related to D and they are conditionally independent. This yields a high value of C3 and hence increases Formula well above the starting point Formula. On the other hand, C1 and C2 will be dominated by the weak association between Y1 and Y2, assuming that the associations between Y1 and Y3 and between Y2 and Y3 are of comparable size. Hence, Formula and Formula will be low. We see once again that the LCA estimates make intuitive sense.

In contrast, the value of the estimators, Formula, when the CI LCA model does not hold is questionable. Although the analytic expressions above now afford them interpretations in terms of the observed data, these do not seem to be meaningful entities or to relate to an underlying latent variable in a meaningful way. Moreover, they suggest that even when a binary latent variable exists, CI is crucial for valid estimation. Suppose, for example, that there is a latent class, D, but that 2 tests, say Y1 and Y2, are conditionally positively "dependent." The expressions for Formula and Formula suggest that the estimates will be biased toward optimistic values. Observed correlation between Y1 and Y2 will be stronger than is due simply to D, suggesting that Formula will be biased large and Formula will be biased small. Indeed, this corroborates the simulation results of Torrance-Rynard and Walter (1997)Go.


    4. PARAMETER INTERPRETATIONS VIA THE EM ALGORITHM
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 
In this section, we consider the EM algorithm for obtaining maximum likelihood estimates to provide alternative expressions for the parameter estimates Formula that lead to interesting insights into their properties. These expressions are derived in Appendix B. Qu and others (1996)Go and Bartholomew and Knott (1999Go, pp. 137–139) briefly note these expressions but do not discuss them.


Formula (4.1)


Formula (4.2)


Formula (4.3)

where Formula is given by (B.6) in Appendix B.

We note that these expressions do not provide explicit formulas for calculating Formula, Formula, and Formula. Rather they describe some "relationships" among the estimators. Each expression on the right-hand side is a function of all 3 parameters through the terms Formula. Second, the expressions are intuitive, in the sense that, if Formula is an unbiased estimate of P(Di = 1|Yi), then Formula, Formula, and Formula are unbiased. Even if the CI assumption does not hold, the estimators of {rho},{phi}k, and {psi}k seem sensible as long as Formula is unbiased or consistent. We can think of these as the naive estimators when Di is observed, and when Di is not observed, Di is replaced with Formula.

One avenue, therefore, for exploring bias in the estimators Formula, and Formula when CI fails is to consider how violations of the CI assumption affect Formula. For example, in the case of extreme positive dependence between the 3 tests, that is, Yi1 = Yi2 = Yi3 almost surely, we would anticipate that Formula will be biased large if (Yi1,Yi2,Yi3) = (1,1,1) and biased small if (Yi1,Yi2,Yi3) = (0,0,0). Expressions (4.2) and (4.3) then imply overoptimistic values for Formula even if Formula, the average probability Formula, is unbiased.

In the audiology data, we do in fact have a gold standard measure of disease status. Hence, we can actually compare the observed (true) and the latent class estimates of {rho}, {phi}k, and {psi}k. The data including D are shown in Table 2. With D observed, prevalence is calculated as 42%, whereas the LCA estimate that ignores D is 54%. The observed true- and false-positive rates are Formula , indicating that the tests are substantially worse than the latent class analysis suggests.


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Table 2. Estimated probabilities of disease Formula by categories of test results, using LCA (that ignores D) and using the empirical proportions

 
In Table 2, we also show the subject-specific estimates of P(Di = 1|Yi1,Yi2,Yi3) from the latent class analysis of these data. One can verify that expressions (4.1), (4.2), and (4.3) do indeed yield the LCA maximum likelihood estimates of {rho},{phi}k, and {psi}k provided earlier.

Without data on D available, CI must be assumed for identifiability of LCA because only K = 3 tests are observed per subject. However, with data on D available, we can directly test if the CI assumption holds. An independence log-linear model of the form logP(Y1 = y1,Y2 = y2,Y3 = y3|D = 1) = {alpha}0 + {alpha}1y1 + {alpha}2y2 + {alpha}3y3,{yk = 0,1;k = 1,2,3}, yields a likelihood ratio test statistic 120.9 with 3 degrees of freedom in cases. Thus, CI does not hold. A similar exercise in nondiseased subjects yields a value of 48.5 for the likelihood ratio test. There is in fact positive dependence among tests in cases and controls. As mentioned above, this inflates LCA estimates of P(Di = 1|Yi) for subjects with positive tests and deflates LCA estimates of P(Di = 1|Yi) for subjects with negative tests. The last 2 columns of Table 2 bear this out. Correspondingly, the LCA estimates of ({phi}k,{psi}k) are seen to be overoptimistic relative to their true values calculated using D.

Another use of latent class analysis is to derive an operational definition of disease based on observable test results. In these data, we note that the estimates of P(Di = 1|Yi1,Yi2,Yi3) are high for certain combinations of test results and low for others. In particular, if 2 or more test results are positive, Formula. On the other hand, if 2 or more are negative, Formula. This result suggests the classification rule that the condition is considered present (absent) if 2 or more of the tests are positive (negative). However, comparison with the observed D indicates that this LCA-based classifier is very poor, with a false-positive rate of 42% and a false-negative rate of 30%. Again, violation of the untestable CI assumption leads to misleading inference for latent class analysis of data that do not contain the gold standard.


    5. DISCUSSION
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 
In this paper, we derived analytic expressions for maximum likelihood parameter estimates in a latent class model with 3 observed test results. We found that the estimators are only meaningful when the tests are independent conditional on the underlying latent disease variable. Through an example where the disease status variable is known, we demonstrated that considerable bias can occur when the CI assumption is violated. We also developed intuition for the direction of the bias from the analytic forms of the estimators and from expressions based on the EM algorithm.

We contend, however, that the CI assumption often fails in practice. Most diseases are not dichotomous but occur in varying degrees of severity. This can induce correlation between tests. All tests may be positive in subjects with severe disease, while false negatives may be more likely in subjects with mild disease. In addition, mechanisms giving rise to test errors may be common to multiple tests. For example, if the tests are designed to detect a particular substance in a biological sample, the amount of substance present in the sample will affect all tests. A specimen for which the substance is erroneously absent gives rise to false-negative errors for all tests. A specimen contaminated with high levels may give rise to false-positive errors for all tests.

What course should be taken when CI is in doubt? In order to progress, a conditional dependence structure must be specified. We note that, in order to determine the accuracy of the kth test, knowledge of marginal parameters, disease prevalence, and accuracies of other tests is not very informative in and of itself. Regardless of prevalence and other tests, the observed data for test k are consistent with it being completely uninformative, that is {phi}k = {psi}k = pk; it being completely sensitive if {rho} ≤ pk, that is {phi}k = 1 and {psi}k = (pk{rho})/(1 – {rho}); or it being completely specific if {rho} ≥ pk, that is {psi}k = 0 and {phi}k = pk/{rho}. When K = 3, only 7 degrees of freedom are available and identifiability of prevalence, test operating characteristics, and dependence parameters requires that some of the marginal and/or dependence parameters be prespecified. Dendukuri and Joseph (2001)Go specified Bayesian prior distributions for the marginal parameters and, not surprisingly, found that posterior distributions were strongly dependent on prior information even with large sample sizes. They concluded that the degree of correlation between the tests must be known a priori with high precision in order for the data to be informative about the marginal parameters of interest ({rho},{phi}k,{psi}k, k = 1,...,K).

Our work has focussed on the simplest setting where only 3 tests are available. However, the issues raised are relevant when more than 3 tests are available too. Knowledge of the conditional dependence structure is crucial to latent class analysis. When K ≥ 4, it is possible to simultaneously estimate parameters in a conditional dependence model and the marginal parameters. Albert and Dodd (2004)Go fit 2 different models for conditional dependence to real and simulated data (Albert and others, 2001Go; Qu and others, 1996Go). They found that estimates of sensitivity, specificity, and prevalence were substantially different under the 2 types of models. They also found that with K ≤ 10, it is typically very difficult to discern statistically between the 2 forms of conditional dependence. We note that with statistical analysis alone, one can never be certain about the validity of a dependence model because there are not sufficient degrees of freedom in the data to evaluate a saturated model. In other words, one cannot know from the observed data, how the kth test relates to others conditional on disease status. Yet, assumptions about this drive the test's performance estimates output from the latent class analysis.

We conclude that a latent class analysis requires careful justification of assumptions made about the conditional dependence structure. A deep understanding of the biological and technical mechanisms giving rise to test results seems necessary. This was not forthcoming in our collaborations on audiology test assessments. If we had not a gold standard reference, we would not have been able to make inference about test performance. The need to understand the mechanisms of the tests, and in particular their mutual dependence in diseased and nondiseased subjects, also highlights the need to provide a clear clinical definition for disease. Such is generally required as a first step in rigorous medical research studies. Although latent class analysis can proceed technically without ever defining what disease is, interpretations for prevalence and test accuracy estimates are dubious without it. Moreover, it seems like a prerequisite to deciding upon a conditional dependence model. If latent class analysis is to have a role in rigorous scientific evaluations, we believe that it should be held to rigorous scientific standards. In the absence of (i) a definition for the disease entity and (ii) biological rationale for models of association between test results in diseased and nondiseased subjects, the results of a latent class analysis must, in our opinion, be viewed with skepticism. Alternative approaches that employ clinical outcomes or composite references standards (Alonzo and Pepe, 1999Go) may be useful in some settings.


    APPENDIX
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 

A.1 Derivation of maximum likelihood estimators

We show that under the CI model, there is a one-to-one mapping of the 7 parameters ({rho},{theta}) = ({rho},{({phi}k,{psi}k),k = 1,2,3}) to the 7 probabilities P = (p1,p2,p3,p12,p13,p23,p123) that characterize the probability distribution of the observable data, that is, the 2x2x2 frequency table (e.g. Table 1). Writing this mapping as g:g(P) = ({rho},{theta}) and noting that the maximum likelihood estimates of the observable probabilities are the corresponding data frequencies Formula, it follows that the maximum likelihood estimates of ({rho},{theta}) are Formula.

The following 7 equations follow from elementary probability theory and the CI assumption:


Formula (A.1)


Formula (A.2)


Formula (A.3)

These define g – 1. Algebraic manipulations yield the expressions for ({rho},{({phi}k,{psi}k),k = 1,2,3}) in terms of P, that is, the function g. First, we write {psi}k in terms of (P,{rho},{phi}k) using (A.1),


Formula (A.4)

and substitute into (A.2) to yield


Formula

Thus, we can write {phi}2 and {phi}3 in terms of (P,{phi}1,{rho}):


Formula

and substituting into the above expression for (p2{phi}2)(p3 {phi}3), we have


Formula

where C1 was defined in Section 3. There are 2 solutions then for {phi}1:Formula . We choose Formula which follows from the reasonable assumption that the true-positive rate is at least as large as the false-positive rate, {phi}1 ≥ {psi}1. Similar steps yield Formula and Formula . Substituting {phi}k into (A.4) above yields


Formula

Substituting expressions for {phi}k and {psi}k into (A.3) and gathering terms yield


Formula

Equivalently,


Formula

which is easily shown to equal V as defined in Section 3. Hence,


Formula

and thus


Formula


    APPENDIX B
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 

B.1 Parameter expressions via the EM algorithm

If the latent variable D were observed, the log-likelihood for the data from the ith subject, Yi = {Yi1,...,YiK}, could be written as


Formula

Given values for {rho} = {rho}* and {theta} = {theta}*, the expected log-likelihood is


Formula (B.1)

where


Formula (B.2)

The EM algorithm proceeds by iteratively maximizing E{rho}*,{theta}*({rho},{theta}) with respect to {rho} and {theta} and substituting these values for {rho}* and {theta}* in the next iteration. The algorithm is completed when ({rho}*,{theta}*) have converged. The value of {rho} that maximizes (B.1) is


Formula

Therefore, at convergence of the algorithm,


Formula (B.3)

where Formula is given by (B.2).

The development thus far is general in regards to the LCA model, P{theta}(Yi|Di). Adding the CI assumption and the notation {phi} = {{phi}1,...,{phi}K} and {psi} = {{psi}1,...,{psi}K} yields the following expression for the expected log-likelihood:


Formula

This expression is maximized at


Formula

and


Formula

Therefore, at convergence, the maximum likelihood estimates can be written as


Formula (B.4)


Formula (B.5)

Under the CI assumption, P(Yi|Di) = prodFormulaP(Yik|Di), and the form for Formula in terms of Formula, and Formula follows from (B.2):


Formula (B.6)


    ACKNOWLEDGMENTS
 
Conflict of Interest: None declared.


    REFERENCES
 TOP
 SUMMARY
 1. INTRODUCTION
 2. CLASSIC LATENT CLASS...
 3. ANALYTIC EXPRESSIONS FOR...
 4. PARAMETER INTERPRETATIONS VIA...
 5. DISCUSSION
 APPENDIX
 APPENDIX B
 REFERENCES
 

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    Received June 29, 2006; revised October 18, 2006; accepted for publication October 27, 2006.


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