ERIC Number: EJ654835
Record Type: CIJE
Publication Date: 2002
On the Nature of SEM Estimates of ARMA Parameters.
Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.
Structural Equation Modeling, v9 n3 p347-68 2002
Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those obtained by stochastic model preliminary estimation and are not true maximum likelihood estimates. (SLD)
Publication Type: Journal Articles; Reports - Research
Education Level: N/A
Authoring Institution: N/A