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Structural-equations models (SEMs) are perhaps the most commonly used framework for modeling causality. However, as we show, naively extending this framework to infinitely many variables, which is necessary, for example, to model dynamical…

Artificial Intelligence · Computer Science 2021-12-20 Spencer Peters , Joseph Y. Halpern

We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic approach where the degree of misspecification is indexed by the sample size. We construct estimators whose mean squared…

Econometrics · Economics 2021-10-11 Stéphane Bonhomme , Martin Weidner

Estimating uncertainty of machine learning models is essential to assess the quality of the predictions that these models provide. However, there are several factors that influence the quality of uncertainty estimates, one of which is the…

Machine Learning · Computer Science 2022-11-03 Yuko Kato , David M. J. Tax , Marco Loog

An important class of structural models studies the determinants of skill formation and the optimal timing of interventions. In this paper, I provide new identification results for these models and investigate the effects of seemingly…

Econometrics · Economics 2025-09-03 Joachim Freyberger

Neural density estimators have proven remarkably powerful in performing efficient simulation-based Bayesian inference in various research domains. In particular, the BayesFlow framework uses a two-step approach to enable amortized parameter…

Methodology · Statistics 2022-11-10 Marvin Schmitt , Paul-Christian Bürkner , Ullrich Köthe , Stefan T. Radev

Linear Mixed Model (LMM) is a common statistical approach to model the relation between exposure and outcome while capturing individual variability through random effects. However, this model assumes the homogeneity of the error term's…

Methodology · Statistics 2026-01-27 Vincent Jeanselme , Marco Palma , Jessica K Barrett

Covariance Structure Analysis (CSA) or Structural Equation Modeling (SEM) is critical for political scientists measuring latent structural relationships, allowing for the simultaneous assessment of both latent and observed variables,…

Methodology · Statistics 2024-11-20 Bang Quan Zheng , Peter M. Bentler

Semi-supervised learning plays an important role in large-scale machine learning. Properly using additional unlabeled data (largely available nowadays) often can improve the machine learning accuracy. However, if the machine learning model…

Machine Learning · Computer Science 2017-05-02 Zhaocai Sun , William K. Cheung , Xiaofeng Zhang , Jun Yang

Survival models incorporating random effects to account for unmeasured heterogeneity are being increasingly used in biostatistical and applied research. Specifically, unmeasured covariates whose lack of inclusion in the model would lead to…

Methodology · Statistics 2020-05-06 Alessandro Gasparini , Mark S. Clements , Keith R. Abrams , Michael J. Crowther

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

Mathematical models are routinely applied to interpret biological data, with common goals that include both prediction and parameter estimation. A challenge in mathematical biology, in particular, is that models are often complex and…

Methodology · Statistics 2025-11-18 Alexander P Browning , Jennifer A Flegg , Ryan J Murphy

The abundance of observed data in recent years has increased the number of statistical augmentations to complex models across science and engineering. By augmentation we mean coherent statistical methods that incorporate measurements upon…

Data Analysis, Statistics and Probability · Physics 2023-07-12 Connor Duffin , Paul Branson , Matt Rayson , Mark Girolami , Edward Cripps , Thomas Stemler

We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. We derive the quasi-likelihood estimators for parameters in the SEM. The goodness-of-fit test based on the…

Statistics Theory · Mathematics 2022-10-24 Shogo Kusano , Masayuki Uchida

This paper provides a tutorial discussion on analyzing structural equation modelling (SEM). SEM can be regarded as regression models with observed and unobserved indicators, have been extensively applied to practical and fundamental…

Methodology · Statistics 2015-04-15 Hashem Salarzadeh Jenatabadi

The identification of latent mediator variables is typically conducted using standard structural equation models (SEMs). When SEM is applied to mediation analysis with a causal interpretation, valid inference relies on the strong assumption…

Methodology · Statistics 2025-10-02 Sofia Morelli , Roberto Faleh , Holger Brandt

Latent factor models are widely used to measure unobserved latent traits in social and behavioral sciences, including psychology, education, and marketing. When used in a confirmatory manner, design information is incorporated, yielding…

Methodology · Statistics 2019-06-14 Yunxiao Chen , Xiaoou Li , Siliang Zhang

Factor-based Structural Equation Modeling (SEM) relies on likelihood-based estimation assuming a nonsingular sample covariance matrix, which breaks down in small-sample settings with $p>n$. To address this, we propose a novel estimation…

Machine Learning · Computer Science 2026-04-21 Hiroki Hasegawa , Aoba Tamura , Yukihiko Okada

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentist approaches but recently researchers and practitioners have…

Methodology · Statistics 2023-02-22 Khue-Dung Dang , Luca Maestrini

Suppose data are fitted to some parametric model but that the true model happens to be one with an additional parameter. When a parameter is to be estimated one can use likelihood estimation in the wider model or in the narrow model.…

Methodology · Statistics 2026-03-27 Nils Lid Hjort

Structural causal models are the basic modelling unit in Pearl's causal theory; in principle they allow us to solve counterfactuals, which are at the top rung of the ladder of causation. But they often contain latent variables that limit…

Artificial Intelligence · Computer Science 2021-11-23 Marco Zaffalon , Alessandro Antonucci , Rafael Cabañas