scholarly journals Markov chain monte carlo estimation methods for structural equation modeling: a comparison of subject-level data and moment-level data approaches

2017 ◽  
Vol 6 (5) ◽  
pp. 463-474
Author(s):  
Jaehwa Choi ◽  
Roy Levy
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Structural Equation Modeling ◽  
Markov Chain Monte Carlo ◽  
Structural Equation ◽  
Estimation Methods ◽  
Equation Modeling ◽  
Level Data ◽  
Monte Carlo Estimation

Analyzing Observed Composite Differences Across Groups

Methodology ◽  
2013 ◽  
Vol 9 (1) ◽  
pp. 1-12 ◽  
Author(s):  
Holger Steinmetz
Keyword(s):  
Monte Carlo ◽  
Structural Equation Modeling ◽  
Measurement Invariance ◽  
Structural Equation ◽  
Monte Carlo Study ◽  
Equation Modeling ◽  
Factor Loadings ◽  
Latent Mean Differences ◽  
Partial Invariance ◽  
Mean Differences

Although the use of structural equation modeling has increased during the last decades, the typical procedure to investigate mean differences across groups is still to create an observed composite score from several indicators and to compare the composite’s mean across the groups. Whereas the structural equation modeling literature has emphasized that a comparison of latent means presupposes equal factor loadings and indicator intercepts for most of the indicators (i.e., partial invariance), it is still unknown if partial invariance is sufficient when relying on observed composites. This Monte-Carlo study investigated whether one or two unequal factor loadings and indicator intercepts in a composite can lead to wrong conclusions regarding latent mean differences. Results show that unequal indicator intercepts substantially affect the composite mean difference and the probability of a significant composite difference. In contrast, unequal factor loadings demonstrate only small effects. It is concluded that analyses of composite differences are only warranted in conditions of full measurement invariance, and the author recommends the analyses of latent mean differences with structural equation modeling instead.

Challenges in Nonlinear Structural Equation Modeling

Methodology ◽  
2007 ◽  
Vol 3 (3) ◽  
pp. 100-114 ◽  
Author(s):  
Polina Dimitruk ◽  
Karin Schermelleh-Engel ◽  
Augustin Kelava ◽  
Helfried Moosbrugger
Keyword(s):  
Structural Equation Modeling ◽  
Maximum Likelihood ◽  
Structural Equation ◽  
Nonlinear Effects ◽  
Structural Equations ◽  
Estimation Methods ◽  
Equation Modeling ◽  
Parameter Estimates ◽  
Nonlinear Structural ◽  
Nonlinear Structural Equation

Abstract. Challenges in evaluating nonlinear effects in multiple regression analyses include reliability, validity, multicollinearity, and dichotomization of continuous variables. While reliability and validity issues are solved by employing nonlinear structural equation modeling, multicollinearity remains a problem which may even be aggravated when using latent variable approaches. Further challenges of nonlinear latent analyses comprise the distribution of latent product terms, a problem especially relevant for approaches using maximum likelihood estimation methods based on multivariate normally distributed variables, and unbiased estimates of nonlinear effects under multicollinearity. The only methods that explicitly take the nonnormality of nonlinear latent models into account are latent moderated structural equations (LMS) and quasi-maximum likelihood (QML). In a small simulation study both methods yielded unbiased parameter estimates and correct estimates of standard errors for inferential statistics. The advantages and limitations of nonlinear structural equation modeling are discussed.

scholarly journals Markov chain Monte Carlo estimation of quantiles

2014 ◽  
Vol 8 (2) ◽  
pp. 2448-2478 ◽  
Author(s):  
Charles R. Doss ◽  
James M. Flegal ◽  
Galin L. Jones ◽  
Ronald C. Neath
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Monte Carlo Estimation
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