一种收敛且解唯一的SEM算法

An Algorithm of Structural Equation Model with Convergence and Unique Solution

结构方程模型的PLS算法已广泛应用于求解不定方程组,但这种迭代算法可能存在着不收敛或者解不唯一的问题。本文基于对潜变量进行单位模长约束和对路径系数进行配方约束改进原有算法,由此提出一种收敛且解唯一的优化算法,并证明该算法的收敛性以及利用一组算例对解的唯一性进行说明。

The algorithm of structural equation model, partial least squares (PLS), has been widely applied to solve indefinite equations. But the iterative algorithm may have the problem of non-convergent and non-unique. In this paper, we propose an optimized algorithm based on the unit modular length constraint of latent variables and the prescription constraint of path coefficients. Simultaneously, we prove the convergence of the algorithm and take a set of data to validate the uniqueness of the solution.