Analysis of multisample identified and non-identified structural equation models with stochastic constraints

In this paper, multisample structural equation models with stochastic constrains are investigated using a Bayesian approach. Both identified and non-identified models are considered. Asymptotic properties of the Bayesian estimates are developed and a scoring type algorithm is implemented to obtain t...

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Bibliographic Details
Published inComputational statistics & data analysis Vol. 16; no. 4; pp. 441 - 453
Main Authors Lee, Sik-Yum, Ho, Wai-Tung
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 01.10.1993
Elsevier Science
Elsevier
SeriesComputational Statistics & Data Analysis
Subjects
Asymptotic properties
Bayesian estimates
Exact sciences and technology
Mathematics
Multivariate analysis
Probability and statistics
Sciences and techniques of general use
Scoring algorithm
Simulation study
Statistics
Simulation study
Bayesian estimates
Asymptotic properties
Scoring algorithm
Bayes estimation
Identification
Multiple sampling
Statistical simulation
Structural equation model
Structural analysis
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Summary:In this paper, multisample structural equation models with stochastic constrains are investigated using a Bayesian approach. Both identified and non-identified models are considered. Asymptotic properties of the Bayesian estimates are developed and a scoring type algorithm is implemented to obtain the solution. A simulation study is conducted to examine the empirical behaviors of the Bayesian estimates. The conclusion is that it is advantageous to incorporate stochastic constraints in the analysis of the model.
ISSN:0167-9473
1872-7352
DOI:10.1016/0167-9473(93)90159-Q