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Efficient Likelihood Estimation of Generalized Structural Equation Models with a Mix of Normal and Nonnormal Responses

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  • Nicholas J. Rockwood

    (Loma Linda University)

Abstract

A maximum likelihood estimation routine is presented for a generalized structural equation model that permits a combination of response variables from various distributions (e.g., normal, Poisson, binomial, etc.). The likelihood function does not have a closed-form solution and so must be numerically approximated, which can be computationally demanding for models with several latent variables. However, the dimension of numerical integration can be reduced if one or more of the latent variables do not directly affect any nonnormal endogenous variables. The method is demonstrated using an empirical example, and the full estimation details, including first-order derivatives of the likelihood function, are provided.

Suggested Citation

  • Nicholas J. Rockwood, 2021. "Efficient Likelihood Estimation of Generalized Structural Equation Models with a Mix of Normal and Nonnormal Responses," Psychometrika, Springer;The Psychometric Society, vol. 86(2), pages 642-667, June.
    • Handle: RePEc:spr:psycho:v:86:y:2021:i:2:d:10.1007_s11336-021-09770-5
    DOI: 10.1007/s11336-021-09770-5
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    References listed on IDEAS

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