报告题目:Nonlinear structural equation modelling using H-likelihood
报告时间:2017年4月26日(星期三) 13:30-14:15
报告地点:尚贤楼1楼108报告厅
报告主持人: 曹春正 副教授
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报告内容简介:
Nonlinear structural equation modelling (SEM) has becoming widely used in practice. Due to its nature of non-normally distributed indicators, various distribution analytic approaches have been proposed. In this study, an alternative approach, the h-likelihood approach, is proposed under the normality assumption. The h-likelihood approach is computationally more appealing than the Bayesian approach and the Gauss-Hermite quadrature-based methods. The normal assumption-based h-likelihood approach is further extended to fat-tailed latent distributions. We also propose a two-step variant to be more robust for a skewed latent distribution. A simulation study shows that the proposed approach produces accurate parameter estimates if the distribution is correctly specified and a lower bias when the distribution is incorrectly specified.
数学与统计学院
2017-04-25