Sparse inference of structural equation modeling with latent variables for diffusion processes

被引：1

作者：

Kusano, Shogo ^{[1
]}

Uchida, Masayuki ^{[1
,2
,3
]}

机构：

[1] Osaka Univ, Grad Sch Engn Sci, Osaka, Japan

[2] Osaka Univ, Ctr Math Modeling & Data Sci MMDS, Osaka, Japan

[3] JST CREST, Osaka, Japan

来源：

JAPANESE JOURNAL OF STATISTICS AND DATA SCIENCE | 2024年 / 7卷 / 01期

关键词：

Structural equation modeling; Asymptotic theory; High-frequency data; Stochastic differential equation; Quasi-maximum likelihood estimation; Sparse inference; PENALIZED LIKELIHOOD; STATISTICAL-ANALYSIS; ADAPTIVE LASSO; SELECTION; MULTIPLE;

D O I：

10.1007/s42081-023-00230-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. The quasi-likelihood estimators for parameters in the SEM are proposed. The goodness-of-fit test is derived from the quasi-likelihood ratio. We also treat sparse inference in the SEM. The goodness-of-fit test for the sparse inference in the SEM is developed. Furthermore, the asymptotic properties of our proposed estimators and test statistics are examined.

引用

页码：101 / 150

页数：50

共 50 条

[1] Postselection Inference in Structural Equation Modeling
Huang, Po-Hsien
MULTIVARIATE BEHAVIORAL RESEARCH, 2020, 55 (03) : 344 - 360
[2] Quasi-Akaike information criterion of SEM with latent variables for diffusion processes
Kusano, Shogo
Uchida, Masayuki
JAPANESE JOURNAL OF STATISTICS AND DATA SCIENCE, 2024,
[3] Latent Reciprocal Engagement and Accuracy Variables in Social Relations Structural Equation Modeling
Jendryczko, David
Nussbeck, Fridtjof W.
MULTIVARIATE BEHAVIORAL RESEARCH, 2025, 60 (01) : 115 - 137
[4] Measuring latent individual difference variables with a conjoint design and structural equation modeling
Weijters, Bert
Deltomme, Berre
Gorissen, Karen
Baumgartner, Hans
MARKETING LETTERS, 2024, 35 (02) : 245 - 257
[5] Structural equation modeling with latent variables for longitudinal blood pressure traits using general pedigrees
Yeunjoo E. Song
Nathan J. Morris
Catherine M. Stein
BMC Proceedings, 10 (Suppl 7)
[6] A Renewal of Dyadic Structural Equation Modeling With Latent Variables: Clarifications, Methodological Advantages, and New Directions
Sakaluk, John Kitchener
Joel, Samantha
Quinn-Nilas, Christopher
Camanto, Omar Jordan
Pevie, Noah William
Tu, Eric
Jorgensen-Wells, McKell A.
SOCIAL AND PERSONALITY PSYCHOLOGY COMPASS, 2025, 19 (03)
[7] Structural equation modeling of user satisfaction of bus transit service quality based on stated preferences and latent variables
Hadiuzzman, Md
Das, Tanmay
Hasnat, Md Mehedi
Hossain, Sanjana
Musabbir, Sarder Rafee
TRANSPORTATION PLANNING AND TECHNOLOGY, 2017, 40 (03) : 257 - 277
[8] strum: an R package for structural modeling of latent variables for general pedigrees
Song, Yeunjoo E.
Stein, Catherine M.
Morris, Nathan J.
BMC GENETICS, 2015, 16
[9] strum: an R package for structural modeling of latent variables for general pedigrees
Yeunjoo E Song
Catherine M Stein
Nathan J Morris
BMC Genetics, 16
[10] Testing mediation and suppression effects of latent variables - Bootstrapping with structural equation models
Cheung, Gordon W.
Lau, Rebecca S.
ORGANIZATIONAL RESEARCH METHODS, 2008, 11 (02) : 296 - 325

← 1 2 3 4 5 →