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首页> 外文期刊>Journal of applied statistics >A Non-iterative Approach to Estimating Parameters in a Linear Structural Equation Model
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A Non-iterative Approach to Estimating Parameters in a Linear Structural Equation Model

机译：线性结构方程模型中参数估计的非迭代方法

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摘要

The research described herein was motivated by a study of the relationship between the performance of students in senior high schools and at universities in China. A special linear structural equation model is established, in which some parameters are known and both the responses and the covariables are measured with errors. To explore the relationship between the true responses and latent covariables and to estimate the parameters, we suggest a non-iterative estimation approach that can account for the external dependence between the true responses and latent covariables. This approach can also deal with the collinearity problem because the use of dimension-reduction techniques can remove redundant variables. Combining further with the information that some of parameters are given, we can perform estimation for the other unknown parameters. An easily implemented algorithm is provided. A simulation is carried out to provide evidence of the performance of the approach and to compare it with existing methods. The approach is applied to the education example for illustration, and it can be readily extended to more general models.
机译：本文描述的研究是通过对中国高中和大学的学生表现之间的关系进行研究而得出的。建立了一个特殊的线性结构方程模型，其中一些参数已知，并且响应和协变量均带有误差。为了探究真实响应和潜在协变量之间的关系并估计参数，我们提出了一种非迭代的估计方法，该方法可以解决真实响应和潜在协变量之间的外部依赖性。这种方法还可以解决共线性问题，因为使用降维技术可以删除多余的变量。进一步结合给出某些参数的信息，我们可以对其他未知参数进行估计。提供了一种易于实现的算法。进行了仿真，以提供该方法性能的证据，并将其与现有方法进行比较。该方法应用于教育示例进行说明，并且可以很容易地扩展到更通用的模型。

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