MAXIMUM-LIKELIHOOD AND GENERALIZED LEAST-SQUARES ANALYSES OF 2-LEVEL STRUCTURAL EQUATION MODELS

被引:5
作者
POON, WY [1 ]
LEE, SY [1 ]
机构
[1] CHINESE UNIV HONG KONG,DEPT STAT,SHA TIN,HONG KONG
关键词
2-LEVEL STRUCTURAL EQUATION MODELS; UNBALANCED DESIGNS; MAXIMUM LIKELIHOOD; GENERALIZED LEAST SQUARES;
D O I
10.1016/0167-7152(92)90206-K
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
A two-level structural equation model with small level-one samples and unbalanced designs is treated. Under the assumption of normality, the maximum likelihood and generalized least squares methods are employed to analyze the model. Asymptotic properties of the estimators are discussed. Results of a Monte Carlo study investigating the performance of the estimators are reported.
引用
收藏
页码:25 / 30
页数:6
相关论文
共 18 条
  • [1] MISSING OBSERVATIONS IN MULTIVARIATE STATISTICS .4. A NOTE ON SIMPLE LINEAR REGRESSION
    AFIFI, AA
    ELASHOFF, RM
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (325) : 359 - &
  • [2] STATISTICAL MODELING ISSUES IN SCHOOL EFFECTIVENESS STUDIES
    AITKIN, M
    LONGFORD, N
    PLEWIS, IF
    WAKEFIELD, WB
    CHATFIELD, C
    GOLDSTEIN, H
    REYNOLDS, D
    COX, D
    ECOB, R
    GRAY, J
    BELL, JF
    BURSTEIN, L
    DAWID, AP
    HEALY, MJR
    HUTCHISON, DA
    KILGORE, S
    PENDLETON, WW
    LAIRD, NM
    LOUIS, TA
    PRAIS, SJ
    RUTTER, M
    MAUGHAN, B
    OUSTON, J
    SHARE, DL
    SMITH, TMF
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1986, 149 : 1 - 43
  • [3] STATISTICAL MODELING OF DATA ON TEACHING STYLES
    AITKIN, M
    ANDERSON, D
    HINDE, J
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1981, 144 : 419 - 461
  • [4] MATRIX DERIVATIVES WITH CHAIN RULE AND RULES FOR SIMPLE, HADAMARD, AND KRONECKER PRODUCTS
    BENTLER, PM
    LEE, SY
    [J]. JOURNAL OF MATHEMATICAL PSYCHOLOGY, 1978, 17 (03) : 255 - 262
  • [5] MULTIVARIATE-ANALYSIS WITH LATENT-VARIABLES - CAUSAL-MODELING
    BENTLER, PM
    [J]. ANNUAL REVIEW OF PSYCHOLOGY, 1980, 31 : 419 - 456
  • [6] Bock Darrell R, 1989, MULTILEVEL ANAL ED D
  • [7] BROWNE MW, 1974, S AFR STAT J, V8, P1
  • [8] A GENERAL-MODEL FOR THE ANALYSIS OF MULTILEVEL DATA
    GOLDSTEIN, H
    MCDONALD, RP
    [J]. PSYCHOMETRIKA, 1988, 53 (04) : 455 - 467
  • [9] Goldstein H., 1987, MULTILEVEL MODELS ED
  • [10] A GENERAL METHOD FOR ANALYSIS OF COVARIANCE STRUCTURES
    JORESKOG, KG
    [J]. BIOMETRIKA, 1970, 57 (02) : 239 - &