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題名:潛在變項選擇模型結構方程模型之最大概似估計
書刊名:調查研究
作者:鄭中平 引用關係翁儷禎 引用關係
作者(外文):Cheng, Chung-pingWeng, Li-jen
出版日期:2002
卷期:12
頁次:頁5-27
主題關鍵詞:非隨機遺漏選擇模型結構方程模型最大概似法潛在變項Nonignorable missingnessSelection modelStructural equation modelingMaximum likelihood estimationLatent variable
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:16
  • 點閱點閱:38
本研究目的在以MCEM算則(Monte Carlo expectation-maximization algorithm)進行潛在變項影響資料遺漏時結構方程模型的參數估計。結構方程模型分析常需實徵資料驗證研究者的假設模型,資料發生遺漏是其收集過程經常遭遇的情形。遺漏可能與外顯變項有關,但亦可能與潛在變項有關。MuthénˋKaplan與Hollis(1987)描述了外顯變項或潛在變項影響遺漏與否的遺漏機制模型,並發現多數情形下為不可忽略遺漏,現行之遺漏值處理法未必適用。因此,本研究針對Muthén等人之遺漏機制模型發展結構方程模型參數估計方法,並以實例比較其與常用遺漏值處理法的差異,初步發現本研究建議方法在潛在變項影響資料情形下表現最佳。
The Monte Carlo expectation-maximization algorithm was proposed fro parameter estimation with latent variable selection model in structural equation modeling. Latent variables are allowed to influence data missingness in latent variable selection mode. This missing mechanism in most cases is not missing at random. The missing data treatment methods available at present therefore may not be applicable and new development is called for. An empirical example of latent variable selection model was presented. The results indicated that the proposed method yielded satisfactory parameter estimates.
期刊論文
1.Poon, W. Y.、Lee, S. Y.(1987)。Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficient。Psychometrika,52(3),409-430。  new window
2.Muthén, Bengt O.(1984)。A general structural equation model with dichotomous, ordered categorical, and continuous latent variable indicators。Psychometrika,49(1),115-132。  new window
3.Knott, M.、Albanese, M. T.、Galbraith, J.(1990)。Scoring attitudes to abortion。The Statistician,40(2),217-223。  new window
4.Omura, G. S.(1983)。Correlates of item nonresponse。Journal of the Market Research Society,25(4),321-330。  new window
5.Lee, S. Y.、Poon, W. Y.、Bentler, P. M.(1992)。Structural Equation Models with Continuous and Polytomous Variables。Psychometrika,57(1),89-105。  new window
6.Lee, S. Y.、Poon, W. Y.、Bentler, P. M.(1995)。A Two-Stage Estimation of Structural Equation Models with Continuous and Polytomous Variables。British Journal of Mathematical and Statistical Psychology,48(2),339-358。  new window
7.Gold, M. S.、Bentler, P. M.(2000)。Treatments of missing data: A Monte Carlo comparison of RBHDI, iterative stochastic regression imputation, andexpectation-maximization。Structural Equation Modeling,7(3),319-355。  new window
8.Muthén, B.、Kaplan, D.、Hollis, M.(1987)。On structural equation modeling with data that are not missing completely at random。Psychometrika,52(3),431-462。  new window
9.Roth, P. L.(1994)。Missing Data: A Conceptual Review for Applied Psychologists。Personnel Psychology,47(3),537-560。  new window
10.Ruud, Paul A.(1991)。Extensions of Estimation Methods Using the EM Algorithm。Journal of Econometrics,49(3),305-341。  new window
11.Dempster, Arthur P.、Laird, Nan M.、Rubin, Donald B.(1977)。Maximum likelihood from incomplete data via the EM algorithm。Journal of the Royal Statistical Society: Series B (Methodological),39(1),1-38。  new window
12.許功餘、王登峰、楊國樞(20011200)。臺灣與大陸華人基本性格向度的比較。本土心理學研究,16,185-224。new window  延伸查詢new window
13.Böckenholt, U.、Tsai, R. C.(2001)。Individual differences in paired comparison data。British Journal of Mathematical and Statistical Psychology,54(2),265-277。  new window
14.Little, R. J. A.(1994)。A class of pattern-mixture models for normal incomplete data。Biometrika,81(3),471-483。  new window
15.Wei, G. C. G.、Tanner, M. A.(1990)。A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithm。Journal of the American Statistical Association,85(411),699-704。  new window
會議論文
1.鄭中平、翁儷禎(2001)。結構方程模型遺漏值分析法與適合度指標之關係。第五屆華人社會心理與教育測驗學術研討會。台北:台灣師範大學教育心理與輔導學系。  延伸查詢new window
2.鄭中平、翁儷禎(2002)。潛在變項選擇模型下結構方程模型之最大概似估計。第四屆調查研究方法與應用學術研討會。台北:中央研究院調查研究工作室。  延伸查詢new window
圖書
1.Tanner, Martin A.(1996)。Tools for statistical inference。New York:Springer Verlag。  new window
2.McLachlan, G. J.、Krishnan, T.(1997)。The EM Algorithm and Extensions。New York:John Wiley & Sons。  new window
3.高惠璇(1995)。統計計算。北京:北京大學出版社。  延伸查詢new window
4.Graham, J. W.、Hofer, S. M.(1993)。EMCOV Reference Manual [Computer software]。Los Angels:Institute for Prevention Research, University of Southern California。  new window
5.Little, Roderick J. A.、Rubin, Donald B.(1987)。Statistical Analysis With Missing Data。John Wiley & Sons, Inc.。  new window
圖書論文
1.Arbuckle, J. L.(1996)。Full information estimation in the presence of incomplete data。Advanced structural equation modeling: Issues and techniques。Mahwah, NJ:Lawrence Erlbaum Associates, Inc。  new window
 
 
 
 
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