Grade of Membership Analysis: One Possible Approach to Foundations

Abstract

Grade of membership (GoM) analysis was introduced in 1974 as a means of analyzing multivariate categorical data. Since then, it has been successfully applied to many problems. The primary goal of GoM analysis is to derive properties of individuals based on results of multivariate measurements; such properties are given in the form of the expectations of a hidden random variable (state of an individual) conditional on the result of observations. In this article, we present a new perspective for the GoM model, based on considering distribution laws of observed random variables as realizations of another random variable. It happens that some moments of this new random variable are directly estimable from observations. Our approach allows us to establish a number of important relations between estimable moments and values of interest, which, in turn, provides a basis for a new numerical procedure.