ERIC Number: EJ678460
Record Type: Journal
Publication Date: 2003
ARMA-Based SEM When the Number of Time Points T Exceeds the Number of Cases N: Raw Data Maximum Likelihood.
Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.
Structural Equation Modeling, v10 n3 p352-79 2003
Demonstrated, through simulation, that stationary autoregressive moving average (ARMA) models may be fitted readily when T>N, using normal theory raw maximum likelihood structural equation modeling. Also provides some illustrations based on real data. (SLD)
Publication Type: Journal Articles; Reports - Research
Education Level: N/A
Authoring Institution: N/A