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速递书局
封面: |
|
题名: |
Structural Equation Modeling: A Bayesian Approach |
作者: |
Sik-Yum Lee |
出版社: |
John Wiley & Sons Ltd |
出版日期: |
2007 |
ISBN: |
13 978-0-470-02423-2 |
附属页: |
齐全 |
书签: |
有 |
格式: |
清晰PDF |
内容简介: |
The theme of this book is on the Bayesian analysis of SEMs. An introduction is given in Chapter 1, and some standard models are briefly discussed in Chapter 2. Chapter 3 presents the basic asymptotic theory for the traditional maximum likelihood (ML) and generalized least squares (GLS) approaches in analyzing the covariance structure of the model. The reason for including these nonBayesian materials is to provide a rigorous technical background related to the statistical results that are given in a large number of commercial software packages. For example, I present detailed proof on the consistency and asymptotic normality of the estimators, as well as the asymptotic chi-square distribution of the goodness-of-fit statistic. As far as I know, these kind of technical materials cannot be found in existing books on SEMs. Chapter 4 gives a detailed introduction to Bayesian estimation, whereas Chapter 5 treats Bayesian model comparison through the Bayes factor. Materials provided in these two core chapters can be applied to standard SEMs and their generalizations. Chapters 6 to 13 present the descriptions of the Bayesian approach as applied to SEMs with ordered categorical variables, SEMs with dichotomous variables, nonlinear SEMs, two-level nonlinear SEMs, multisample SEMs, mixtures of SEMs, SEMs with missing data and SEMs with variables from an exponential family of distributions. The Bayesian methodologies are illustrated by analyses of real examples in various fields via our tailor-made programs and/or the general software WinBUGS. The fundamental material in these chapters is self-contained. However, for generality and for enhancing wider applications, certain sections in the chapters discuss combinations of models. These sections depend on some of the material presented in previous chapters. |
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本帖最后由 科研虫虫 于 2014-5-3 21:55 编辑
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