EM estimation of a Structural Equation Model
Statistics Theory
2015-10-02 v1 Methodology
Statistics Theory
Abstract
In this work, we propose a new estimation method of a Structural Equation Model. Our method is based on the EM likelihood-maximization algorithm. We show that this method provides estimators, not only of the coefficients of the model, but also of its latent factors. Through a simulation study, we investigate how fast and accurate the method is, and then apply it to real environmental data.
Cite
@article{arxiv.1510.00137,
title = {EM estimation of a Structural Equation Model},
author = {Xavier Bry and Christian Lavergne and Myriam Tami},
journal= {arXiv preprint arXiv:1510.00137},
year = {2015}
}