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Please use this identifier to cite or link to this item: http://hdl.handle.net/11299/113940

Title: Longitudinal factor score estimation using the Kalman filter
Authors: Oud, Johan H.
Van den Bercken, John H.
Essers, Raymond J.
Issue Date: 1990
Citation: Oud, Johan H, Van den Bercken, John H & Essers, Raymond J. (1990). Longitudinal factor score estimation using the Kalman filter. Applied Psychological Measurement, 14, 395-418. doi:10.1177/014662169001400406
Abstract: The advantages of the Kalman filter as a factor score estimator in the presence of longitudinal data are described. Because the Kalman filter presupposes the availability of a dynamic state space model, the state space model is reviewed first, and it is shown to be translatable into the LISREL model. Several extensions of the LISREL model specification are discussed in order to enhance the applicability of the Kalman filter for behavioral research data. The Kalman filter and its main properties are summarized. Relationships are shown between the Kalman filter and two well-known cross-sectional factor score estimators: the regression estimator, and the Bartlett estimator. The indeterminacy problem of factor scores is also discussed in the context of Kalman filtering, and the differences are described between Kalman filtering on the basis of a zero-means and a structured-means LISREL model. By using a structured-means LISREL model, the Kalman filter is capable of estimating absolute latent developmental curves. An educational research example is presented. Index terms: factor score estimation, indeterminacy of factor scores, Kalman filter, L,ISREL longitudinal LISREL modeling, longitudinal factor analysis, state space modeling.
URI: http://purl.umn.edu/113940
Appears in Collections:Volume 14, 1990

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