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Local Influence for Incomplete Data Models

不完全数据模型的局部影响分析

Summary This paper proposes a method to assess the local influence in a minor perturbation of a statistical model with incomplete data. The idea is to utilize Cook's approach to the conditional expectation of the complete-data log-likelihood function in the EM algorithm. It is shown that the method proposed produces analytic results that are very similar to those obtained from a classical local influence approach based on the observed data likelihood function and has the…

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Latent Variable Models with Mixed Continuous and Polytomous Data

连续与多类别混合数据的潜变量模型

Summary Owing to the nature of the problems and the design of questionnaires, discrete polytomous data are very common in behavioural, medical and social research. Analysing the relationships between the manifest and the latent variables based on mixed polytomous and continuous data has proven to be difficult. A general structural equation model is investigated for these mixed outcomes. Maximum likelihood (ML) estimates of the unknown thresholds and the structural parameters…

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Multilevel Analysis of Structural Equation Models

结构方程模型的多层分析

This paper considers the multilevel analysis of structural equation models with unbal anced sampling designs. The analysis is based on the maximum likelihood and the generalized least squares approaches. Basic statistical results for inference such as the asymptotic distribution of the estimators, goodness-of-fit test statistics for the validity of the model and functional constraints are developed. Computationally, the applications of the scoring algorithm and the…

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Multilevel analysis of structural equation models

结构方程模型的多层分析

This paper considers the multilevel analysis of structural equation models with unbal anced sampling designs. The analysis is based on the maximum likelihood and the generalized least squares approaches. Basic statistical results for inference such as the asymptotic distribution of the estimators, goodness-of-fit test statistics for the validity of the model and functional constraints are developed. Computationally, the applications of the scoring algorithm and the…

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On testing functional constraints in structural equation models

结构方程模型中函数约束的检验

In the context of a robust generalized least squares approach, a new statistic for testing the validity of constraints in structural equation models is proposed. It is shown that the new test requires significantly less computational effort than the traditional one. Extension to models in several populations is also considered. Illustrative applications based on real data are given.

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Constrained Estimation in Covariance Structure Analysis

协方差结构分析中的约束估计

In covarianoe structure analysis, the method of weighted least squares for estimating parameters that are subject to functional constraints is developed. Statistical properties of the estimator are studied and a goodness-of-fit statistic is presented. Based on the penalty function technique, an algorithm is developed. This algorithm is able to produce not only the constrained weighted least squares estimator but also the constrained maximum likelihood estimator, if we choose…

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Constrained estimation in covariance structure analysis

协方差结构分析中的约束估计

In covarianoe structure analysis, the method of weighted least squares for estimating parameters that are subject to functional constraints is developed. Statistical properties of the estimator are studied and a goodness-of-fit statistic is presented. Based on the penalty function technique, an algorithm is developed. This algorithm is able to produce not only the constrained weighted least squares estimator but also the constrained maximum likelihood estimator, if we choose…

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