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均值方差结构模型的渐近稳健推断(英文) 被引量：1

Robust Asymptotic Analysis for Mean and Covariance Structure Model
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摘要 均值方差模型广泛应用于行为、教育、医学、社会和心理学的研究.经典的极大似然估计对于异常点和分布扰动易受影响.本文基于目标函数最小化给出稳健估计,并基于稳健偏差提出模型拟合. Mean and covariance structure model is widely applied in behavioral,educational,medical,social and psychological research.The classic maximum likelihood estimate is vulnerable to outliers and distributional deviation.In this paper,robust estimate based onminimizing the objective function is proposed,and M-ratio test based on the robust deviance is suggested to assess the model fit.Empirical results are illustrated by a real example.
作者 夏业茂 刘应安
机构地区 南京林业大学应用数学系
出处 《应用概率统计》 CSCD 北大核心 2011年第4期399-409,共11页 Chinese Journal of Applied Probability and Statistics
基金 supported by the National Natural Science Foundation of China (10671032) Nanjing Forestry University Foundation (163101004)
关键词 均值方差模型 拟合优度检验 稳健偏差 Mean and covariance structure model goodness-of-fit robust deviance.
分类号 O212.5 [理学—概率论与数理统计]
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参考文献20

  • 1Bollen, K.A., Structural Equations with Latent Variable, New York: Wiley, 1989.
  • 2Bentler, P.M. and Dudgeon, P., Covariance structure analysis: statistical practice, theory, and direc- tions, Annual Review of Psychology, 47(1996), 541-570.
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同被引文献31

  • 1Bollen, K.A., Structural Equations with Latent Variables, New York: Wiley, 1989.
  • 2Lee, S.Y., Structural Equation Modeling: A Bayesian Approach, New York: Springer-Verlag, 2007.
  • 3Skrondal, A. and Rabe-Hesketh, S., Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models, Chapman and Hall/CRC, 2004.
  • 4Joreskog, K.G. and SSrbom, D., LISREL 8: Structural Equation Modeling with the SIMPLIS Com- mand Language, Scientific Software International: Hove and London, 1996.
  • 5Bentler, P.M., EQS 6 Structural Equations Program Manual, Encino, CA: Multivariate Software, Inc., 2004.
  • 6Muthen, B., LISCOMP: Analysis of Linear Structural Equations with a Comprehensive Measurement Model, Chicago: Scientific Software Inc., 1987.
  • 7Browne, M.W. and Shapiro, A., Robustness of normal theory methods in the analysis of linear latent variate models, British Journal of Mathematical and Statistical Psychology, 41(2)(1988), 193-208.
  • 8Yuan, K.H. and Bentler, P.M., Robust mean and covariance structure analysis, British Journal of Mathematical and Statistical Psychology, 51(1)(1998), 63 88.
  • 9Lee, S.Y., Poon, W.Y. and Bentler, P.M., A three-stage estimation procedure for structural equation models with polytomous variables, Psychometrika, 55(1)(1990), 45-51.
  • 10Lee, S.Y. and Xia, Y.M., A robust Bayesian approach for structural equation models with missing data, Psychometrika, 73(3)(2008), 343-364.

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应用概率统计
2011年 第4期

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