Comment on fitting MA time series by structural equation models

被引：0
作者：
Peter C. M. Molenaar
机构：
[1] University of Amsterdam,Department of Psychology
来源：
Psychometrika | 1999年 / 64卷
关键词：
lagged variables; moving-averages; stationarity; invertibility; polynomial factorization; dynamic factor analysis;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In a recent paper by van Buuren (1997) it is concluded that parameter estimates in pure moving-average (MA) models, obtained by software for fitting structural equation models (SEMs), are biased and inefficient. In this comment it is shown that this negative finding may be due to a particular feature of van Buuren's simulation experiment. A modified procedure for fitting MA models by means of SEM software is proposed, and some of its implications are discussed.
引用
收藏
页码：91 / 94
页数：3
相关论文
共 5 条
  • [1] Molenaar P.C.M.(1985)A dynamic factor model for the analysis of multivariate time series Psychometrika 50 181-202
  • [2] Molenaar P.C.M.(1992)Dynamic factor analysis of nonstationary multivariate time series Psychometrika 57 333-349
  • [3] de Gooijer J.G.(1997)Fitting ARMA time series by structural equation models Psychometrika 62 215-236
  • [4] Schmitz B.(undefined)undefined undefined undefined undefined-undefined
  • [5] van Buuren S.(undefined)undefined undefined undefined undefined-undefined
1