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\noindent Statistica Sinica {\bf 15}(2005), 645-664

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\centerline{\large\bf A MULTIVARIATE PROBIT LATENT VARIABLE MODEL}
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\centerline{\large\bf FOR ANALYZING DICHOTOMOUS RESPONSES}
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\author{Xin-Yuan Song and Sik-Yum Lee}
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\centerline{\it The Chinese University of Hong Kong}
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\begin{quotation}
\noindent {\it Abstract:}
We propose a multivariate probit model that is defined by a
confirmatory factor analysis model with covariates for analyzing
dichotomous data in medical research. Our proposal %model
is a generalization of several useful multivariate probit models, and
provides a flexible framework for practical applications. We implement
a Monte Carlo EM algorithm for maximum likelihood estimation of the
model, and develop a path sampling procedure to compute the
observed-data log-likelihood for evaluating the Bayesian Information
Criterion for model comparison. Our methodology is illustrated by
analyzing two data sets in medical research.\par
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\noindent {\it Key words and phrases:}
Maximum likelihood, Monte Carlo EM algorithm, observed -data likelihood, path sampling.\par
\end{quotation}

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