Factor Model Estimation with Latent Variables // A flexible framework for estimating factor models with multiple latent variables. Supports linear, probit, ordered probit, and multinomial logit model components. Features include multi- stage estimation, automatic parameter initialization, analytical gradients and Hessians, and parallel estimation. Methods are described in Heckman, Humphries, and Veramendi (2016) doi:10.1016/j.jeconom.2015.12.001, Heckman, Humphries, and Veramendi (2018) doi:10.1086/698760, and Humphries, Joensen, and Veramendi (2024) doi:10.1257/pandp.20241026.