|Title:||GENERALIZED PATH ANALYSIS AND GENERALIZED SIMULTANEOUS EQUATIONS MODEL FOR RECURSIVE SYSTEMS WITH RESPONSES OF MIXED TYPES||Authors:||SHAU, WEN-YI
|Keywords:||MAXIMUM-LIKELIHOOD METHODS;LEAST-SQUARES;LINEAR-MODELS;VARIABLES||Issue Date:||2006||Journal Volume:||v.13||Journal Issue:||n.2||Start page/Pages:||229-251||Source:||STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL||Abstract:||
This article generalizes linear path analysis (PA) and simultaneous equations models (SiEM) to deal with mixed responses of different types in a recursive or triangular system. An efficient instrumental variable (IV) method for estimating the structural coefficients of a 2-equation partially recursive generalized path analysis (GPA) model and equivalently generalized simultaneous equations model ( GSiEM) is developed. The 1st equation is of a generalized linear model form for any responses from the exponential family of distributions, and the 2nd one is a linear equation for continuous responses. The consistency and asymptotic normality of the proposed IV estimator is proved, and its finite sample properties are examined in simulations. Finally, how the IV estimator can be applied to more complicated GSiEM/GPA models is discussed.
|Appears in Collections:||流行病學與預防醫學研究所|
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