Factor analysis for a mixture of continuous and binary random variables

Takashi Arai

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arXiv · 2209.12147

Factor analysis for a mixture of continuous and binary random variables

Takashi Arai

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Abstract

We propose a multivariate probability distribution that models a linear correlation between binary and continuous variables. The proposed distribution is a natural extension of the previously developed multivariate binary distribution. As an application of the proposed distribution, we develop a factor analysis for a mixture of continuous and binary variables. We also discuss improper solutions associated with factor analysis. As a prescription to avoid improper solutions, we propose a constraint that each row vector of factor loading matrix has the same norm. We numerically validated the proposed factor analysis and norm constraint prescription by analyzing real datasets.

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Takashi Arai. 2022-09-25. Factor analysis for a mixture of continuous and binary random variables. https://arxiv.org/abs/2209.12147

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