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Structural equation modeling with time dependence: an application comparing Brazilian energy distributors

机译：与时间依赖性的结构方程建模：巴西能源分配器比较应用

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摘要

This study proposes a Bayesian structural equation model (SEM) to explore financial and economic sustainability indicators, considered by the Brazilian energy regulator (ANEEL), to evaluate the performance of energy distribution companies. The methodology applies confirmatory factor analysis for dimension reduction of the original multivariate data set into few representative latent variables (factors). In addition, a regression structure is defined to establish the impact of the factors over the response "indebtedness" of the companies; this is a central aspect regularly discussed within ANEEL to identify whether a distributor may have difficulty to manage the concession. Most of the variables in this study are collected for 8 different years (2011-2018); therefore, a time dependence is inserted in the analysis to correlate observations. The SEM approach has several advantages in this context: it avoids using criticized deterministic formulations to measure non-observable aspects of the distributors, it allows a broad statistical analysis exploring elements that cannot be investigated through the simple descriptive studies currently developed by the regulator, and finally, it provides tools to properly rank and compare distances between companies. The Bayesian view is a powerful option to handle the SEM fit here, since convergence issues, due to sample size and high dimensionality, may be experienced via classical alternatives based on maximization.
机译：本研究提出了贝叶斯结构方程模型（SEM），以探索巴西能源调节器（Aneel）考虑的金融和经济可持续发展指标，以评估能量分配公司的表现。该方法适用于将原始多变量数据的尺寸减少到少数代表性潜变量（因子）中的尺寸减少分析。此外，定义了回归结构，以确定因素对公司的反应“债务”的影响;这是aneel内定期讨论的中心方面，以确定经销商是否可能难以管理特许权。本研究中的大多数变量将收集8年不同的时间（2011-2018）;因此，在分析中插入时间依赖性以相关观察。 SEM方法在这方面具有几个优点：它避免使用批评的确定性制剂来测量分销商的不可观察方面，它允许通过监管机构目前开发的简单描述性研究探索无法调查的元素。最后，它提供了正确等级的工具，并比较公司之间的距离。贝叶斯视图是处理SEM适合的强大选择，因为由于样本大小和高维度，可能会通过基于最大化的经典替代品来体验到融合问题。

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