Bayesian analysis for finite mixture in non-recursive non-linear structural equation models

2010 ◽  
Vol 63 (2) ◽  
pp. 361-377 ◽  
Author(s):  
Yong Li ◽  
Hai-Zhong Wang
2009 ◽  
Vol 62 (2) ◽  
pp. 327-347 ◽  
Author(s):  
Sik-Yum Lee ◽  
Xin-Yuan Song ◽  
Jing-Heng Cai ◽  
Wing-Yee So ◽  
Ching-Wang Ma ◽  
...  

Biostatistics ◽  
2019 ◽  
Vol 21 (4) ◽  
pp. 676-691
Author(s):  
Klaus Kähler Holst ◽  
Esben Budtz-Jørgensen

Summary Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML inference is sensitive to distributional assumptions. In this article, we introduce a simple two-stage estimation technique for estimation of non-linear associations between latent variables. Here both steps are based on fitting linear SEMs: first a linear model is fitted to data on the latent predictor and terms describing the non-linear effect are predicted by their conditional means. In the second step, the predictions are included in a linear model for the latent outcome variable. We show that this procedure is consistent and identifies its asymptotic distribution. We also illustrate how this framework easily allows the association between latent variables to be modeled using restricted cubic splines, and we develop a modified estimator which is robust to non-normality of the latent predictor. In a simulation study, we compare the proposed method to MLE and alternative two-stage estimation techniques.


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