頁籤選單縮合
題名 | Analysis of Two-Level Structural Equation Models via EM Type Algorithms= |
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作者 | Lee,Sik-yum; Poon,Wai-yin; |
期刊 | Statistica Sinica |
出版日期 | 19980700 |
卷期 | 8:3 1998.07[民87.07] |
頁次 | 頁749-766 |
分類號 | 313.1 |
語文 | eng |
關鍵詞 | 二級結構方程模式; EM gradient algorithm; EQS; Information matrix; Latent random vectors; LISREL; Maximum likelihood; |
英文摘要 | In this paper, the maximum, likelihood estimation of a general two-level structural equation model with an unbalanced design is formulated as a missing data problem by treating the latent random vectors at the group level as hypothetical missing data. The commonly used EM algorithm is utilized to obtain the solution. Expressions for the E-step are derived and it is shown that the complex optimization of the M-step can be completed conveniently with existing software. Some accelerated procedures such as the EM gradient algorithm and the Quasi-Newton EM algorithm are modified to improve the convergence rate of the basic EM algorithm. Results from simulation studies and analysis of examples illustrate the feature s and potential of the EM approach. |
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