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Structural equation models comprise a large class of popular statistical models, including factor analysis models, certain mixed models, and extensions thereof. Model estimation is complicated by the fact that we typically have multiple…

Computation · Statistics 2022-03-18 Edgar C. Merkle , Ellen Fitzsimmons , James Uanhoro , Ben Goodrich

Structural equation modelling (SEM) is a multivariate statistical technique for estimating complex relationships between observed and latent variables. Although numerous SEM packages exist, each of them has limitations. Some packages are…

Applications · Statistics 2021-06-02 Meshcheryakov Georgy , Igolkina Anna

Bayesian structural equation modelling (BSEM) offers many advantages such as principled uncertainty quantification, small-sample regularisation, and flexible model specification. However, the Markov chain Monte Carlo (MCMC) methods on which…

Computation · Statistics 2026-05-20 Haziq Jamil , Håvard Rue

Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…

Methodology · Statistics 2024-07-12 Khue-Dung Dang , Luca Maestrini , Francis K. C. Hui

Ecologists and evolutionary biologists are relying on an increasingly sophisticated set of statistical tools to describe complex natural systems. One such tool that has gained increasing traction in the life sciences is structural equation…

Quantitative Methods · Quantitative Biology 2015-09-08 Jonathan S. Lefcheck

Structural Equation Models (SEMs) are routinely used in the analysis of empirical data by researchers from different scientific fields such as psychologists or economists. In some fields, such as in ecology, SEMs have only started recently…

Applications · Statistics 2019-01-09 Lionel R. Hertzog

The R package bsvars provides a wide range of tools for empirical macroeconomic and financial analyses using Bayesian Structural Vector Autoregressions. It uses frontier econometric techniques and C++ code to ensure fast and efficient…

Econometrics · Economics 2025-04-17 Tomasz Woźniak

A new method for estimating structural equation models (SEM) is proposed and evaluated. In contrast to most other methods, it is based directly on the data, not on the covariance matrix of the data. The new approach is flexible enough to…

Methodology · Statistics 2021-10-22 Reinhard Oldenburg

Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…

Computation · Statistics 2019-07-26 Ziwen An , Leah F South , Christopher Drovandi

The R package spikeSlabGAM implements Bayesian variable selection, model choice, and regularized estimation in (geo-)additive mixed models for Gaussian, binomial, and Poisson responses. Its purpose is to (1) choose an appropriate subset of…

Methodology · Statistics 2015-03-19 Fabian Scheipl

Over the last decades, the challenges in applied regression and in predictive modeling have been changing considerably: (1) More flexible model specifications are needed as big(ger) data become available, facilitated by more powerful…

Computation · Statistics 2025-10-07 Nikolaus Umlauf , Nadja Klein , Thorsten Simon , Achim Zeileis

Finite-sample bias is a pervasive challenge in the estimation of structural equation models (SEMs), especially when sample sizes are small or measurement reliability is low. A range of methods have been proposed to improve finite-sample…

Methodology · Statistics 2026-03-30 Haziq Jamil , Yves Rosseel , Oliver Kemp , Ioannis Kosmidis

Structural equation modeling (SEM) is a popular tool in the social and behavioural sciences, where it is being applied to ever more complex data types. The high-dimensional data produced by modern sensors, brain images, or (epi)genetic…

Methodology · Statistics 2019-10-11 Erik-Jan van Kesteren , Daniel L. Oberski

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling…

Computation · Statistics 2013-12-10 Klaus K. Holst , Esben Budtz-Jørgensen

Model misspecification in multivariate econometric models can strongly influence estimates of quantities of interest such as structural parameters, forecast distributions or responses to structural shocks, even more so if higher-order…

Econometrics · Economics 2025-09-09 Florian Huber , Massimiliano Marcellino , Tobias Scheckel

Structural Equation Modeling (SEM) is an umbrella term that includes numerous multivariate statistical techniques that are employed throughout a plethora of research areas, ranging from social to natural sciences. Until recently, SEM…

Applications · Statistics 2021-06-10 Georgy Meshcheryakov , Anna A. Igolkina , Maria G. Samsonova

While it is well known that high levels of prenatal alcohol exposure (PAE) result in significant cognitive deficits in children, the exact nature of the dose response is less well understood. In particular, there is a pressing need to…

A representation of the cause-effect mechanism is needed to enable artificial intelligence to represent how the world works. Bayesian Networks (BNs) have proven to be an effective and versatile tool for this task. BNs require constructing a…

Artificial Intelligence · Computer Science 2026-03-18 Joverlyn Gaudillo , Nicole Astrologo , Fabio Stella , Enzo Acerbi , Francesco Canonaco

The multivariate Bayesian structural time series (MBSTS) model is a general machine learning model that deals with inference and prediction for multiple correlated time series, where one also has the choice of using a different candidate…

Methodology · Statistics 2023-02-07 Ning Ning , Jinwen Qiu
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