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Maximum likelihood estimation of nonlinear structural equation models


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  • Sik-Yum Lee


  • Hong-Tu Zhu
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 67 (2002)
    Issue (Month): 2 (June)
    Pages: 189-210

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    Handle: RePEc:spr:psycho:v:67:y:2002:i:2:p:189-210

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    Keywords: nonlinear structural equation models; missing data; MCECM algorithm; Metropolis-Hastings algorithm; standard errors estimates;


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    1. Jamshid Etezadi-Amoli & Roderick McDonald, 1983. "A second generation nonlinear factor analysis," Psychometrika, Springer, vol. 48(3), pages 315-342, September.
    2. Bagozzi, Richard P & Baumgartner, Hans & Yi, Youjae, 1992. " State versus Action Orientation and the Theory of Reasoned Action: An Application to Coupon Usage," Journal of Consumer Research, University of Chicago Press, vol. 18(4), pages 505-18, March.
    3. Roderick McDonald, 1967. "Numerical methods for polynomial models in nonlinear factor analysis," Psychometrika, Springer, vol. 32(1), pages 77-112, March.
    4. Anderson, T. W., 1989. "Linear latent variable models and covariance structures," Journal of Econometrics, Elsevier, vol. 41(1), pages 91-119, May.
    5. Donald Rubin & Dorothy Thayer, 1982. "EM algorithms for ML factor analysis," Psychometrika, Springer, vol. 47(1), pages 69-76, March.
    6. Sik-Yum Lee & Sin-Yu Tsang, 1999. "Constrained maximum likelihood estimation of two-level covariance structure model via EM type algorithms," Psychometrika, Springer, vol. 64(4), pages 435-450, December.
    7. J. G. Booth & J. P. Hobert, 1999. "Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 265-285.
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    Cited by:
    1. Lee, Sik-Yum & Song, Xin-Yuan, 2008. "On Bayesian estimation and model comparison of an integrated structural equation model," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4814-4827, June.
    2. Ab Mooijaart & Albert Satorra, 2012. "Moment Testing for Interaction Terms in Structural Equation Modeling," Psychometrika, Springer, vol. 77(1), pages 65-84, January.
    3. Brettel, Malte & Mauer, René & Engelen, Andreas & Küpper, Daniel, 2012. "Corporate effectuation: Entrepreneurial action and its impact on R&D project performance," Journal of Business Venturing, Elsevier, vol. 27(2), pages 167-184.
    4. Tang, Nian-Sheng & Chen, Xing & Fu, Ying-Zi, 2009. "Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2031-2043, October.
    5. Lee, Sik-Yum & Song, Xin-Yuan, 2003. "Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 125-142, October.
    6. Fu, Ying-Zi & Tang, Nian-Sheng & Chen, Xing, 2009. "Local influence analysis of nonlinear structural equation models with nonignorable missing outcomes from reproductive dispersion models," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3671-3684, August.
    7. Sik-Yum Lee & Xin-Yuan Song, 2003. "Model comparison of nonlinear structural equation models with fixed covariates," Psychometrika, Springer, vol. 68(1), pages 27-47, March.
    8. Lee, Sik-Yum & Lu, Bin & Song, Xin-Yuan, 2006. "Assessing local influence for nonlinear structural equation models with ignorable missing data," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1356-1377, March.


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