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ERIC Number: EJ736329
Record Type: Journal
Publication Date: 2006
Pages: 23
Abstractor: Author
ISBN: N/A
ISSN: ISSN-1070-5511
Generalized Path Analysis and Generalized Simultaneous Equations Model for Recursive Systems with Responses of Mixed Types
Tsai, Tien-Lung; Shau, Wen-Yi; Hu, Fu-Chang
Structural Equation Modeling: A Multidisciplinary Journal, v13 n2 p229-251 2006
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.
Lawrence Erlbaum Associates, Inc., Journal Subscription Department, 10 Industrial Avenue, Mahwah, NJ 07430-2262. Tel: 800-926-6579 or 201-258-2200; Fax: 201-236-0072; E-mail: journals@erlbaum.com; Web site: https://www.erlbaum.com/journals.htm.
Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A