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ERIC Number: EJ785208
Record Type: Journal
Publication Date: 2007-Sep
Pages: 18
Abstractor: Author
Reference Count: 0
ISSN: ISSN-0033-3123
A Polychoric Instrumental Variable (PIV) Estimator for Structural Equation Models with Categorical Variables
Bollen, Kenneth A.; Maydeu-Olivares, Albert
Psychometrika, v72 n3 p309-326 Sep 2007
This paper presents a new polychoric instrumental variable (PIV) estimator to use in structural equation models (SEMs) with categorical observed variables. The PIV estimator is a generalization of Bollen's (Psychometrika 61:109-121, 1996) 2SLS/IV estimator for continuous variables to categorical endogenous variables. We derive the PIV estimator and its asymptotic standard errors for the regression coefficients in the latent variable and measurement models. We also provide an estimator of the variance and covariance parameters of the model, asymptotic standard errors for these, and test statistics of overall model fit. We examine this estimator via an empirical study and also via a small simulation study. Our results illustrate the greater robustness of the PIV estimator to structural misspecifications than the system-wide estimators that are commonly applied in SEMs.
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Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A