使用转换测量模型的非对称非正态数据的最大似然方法

IF 1.3 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
K. Schweizer, C. DiStefano, B. French
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引用次数: 0

摘要

提出了一种非对称非正态数据结构方程建模的转换测量模型。该测量模型与最大似然估计(MLE)方法的期望最大化(EM)算法一致,创造了对偏离正态性的数据的适应性。测量模型和EM算法的连接的显著特性是保持正态性假设,这是EM算法的核心,以及适用于由失真系数介导的观测数据的不对称非正态性。MLE对非对称非正态数据(MLE for ASN)进行分析,使用正态和严重非正态的混合数据进行评估,证明了该模型的有效性。与鲁棒DWLS和WLS的比较在用于ASN估计的MLE下产生了更好的拟合结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A maximum likelihood approach for asymmetric non-normal data using a transformational measurement model
A transformational measurement model for structural equation modeling (SEM) of asymmetric non-normal data is proposed. This measurement model aligns with the expectation-maximization (EM) algorithm of the maximum likelihood estimation (MLE) method, creating adaptability to data that deviate from normality. Distinctive properties of the connection of the measurement model and EM algorithm are maintenance of the normality assumption, which is at the core of EM algorithm, and applicability to asymmetric non-normality of observed data mediated by distortion coefficients. An evaluation using a mixture of normal and severely asymmetric non-normal data analyzed by MLE for asymmetric non-normal data (MLE for ASN) demonstrated efficiency of the model. Comparisons with robust DWLS and WLS yielded better fit results under MLE for ASN estimation.
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来源期刊
Frontiers in Applied Mathematics and Statistics
Frontiers in Applied Mathematics and Statistics Mathematics-Statistics and Probability
CiteScore
1.90
自引率
7.10%
发文量
117
审稿时长
14 weeks
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