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NCJ Number: 52009 Find in a Library
Title: GENERAL METHOD FOR ESTIMATING A LINEAR STRUCTURAL EQUATION SYSTEM (FROM STRUCTURAL EQUATION MODELS IN THE SOCIAL SCIENCES, 1973, BY ARTHUR S GOLDBERGER AND OTIS D DUNCAN - SEE NCJ-52004)
Author(s): K G JORESKOG
Corporate Author: Seminar Press, Inc
United States of America
Date Published: 1973
Page Count: 28
Sponsoring Agency: Russell Sage Foundation
New York, NY 10065
Seminar Press, Inc
New York, NY 10003
Type: Report (Study/Research)
Format: Document
Language: English
Country: United States of America
Annotation: A METHOD IS DESCRIBED FOR ESTIMATING UNKNOWN COEFFICIENTS IN A SET OF LINEAR STRUCTURAL EQUATIONS THAT ALLOWS FOR ERRORS IN EQUATIONS AND ERRORS IN VARIABLES.
Abstract: BY ALLOWING PARAMETERS OF THE GENERAL MODEL TO BE FIXED, FREE, OR CONSTRAINED, GREAT FLEXIBILITY IS OBTAINED IN THAT THE METHOD CONTAINS A WIDE RANGE OF SPECIFIC MODELS. WHEN A MODEL IS SPECIFIED IN SUCH A WAY THAT EACH PARAMETER IS IDENTIFIED, THAT MODEL MAY BE ESTIMATED BY THE MAXIMUM-LIKELIHOOD METHOD BASED ON THE ASSUMPTION THAT OBSERVED VARIABLES HAVE A MULTINORMAL DISTRIBUTION. THE LIKELIHOOD FUNCTION IS NUMERICALLY MAXIMIZED USING THE DAVIDON-FLETCHER-POWELL METHOD AND AN INFORMATION MATRIX. WHEN ESTIMATES HAVE BEEN OBTAINED, THE MATRIX MAY BE USED TO COMPUTE STANDARD ERRORS OF ESTIMATED PARAMETERS. A SPECIAL CASE OF THE GENERAL MODEL OCCURS WHEN THERE ARE NO MEASUREMENT ERRORS IN OBSERVED VARIABLES. IN THE SPECIAL CASE, THE LIKELIHOOD FUNCTION IS BEST MINIMZED BY THE NEWTON-RAPHSON PROCEDURE. THERE IS ONE OBSERVED VARIABLE FOR EACH TRUE VARIABLE IN THE GENERAL MODEL. SEPARATE COMPUTER PROGRAMS HAVE BEEN WRITTEN FOR THE GENERAL MODEL AND FOR THE CASE OF NO MEASUREMENT ERRORS. MATHEMATICAL DERIVATIONS OF THE METHOD FOR ESTIMATING UNKNOWN COEFFICIENTS ARE CONTAINED IN AN APPENDIX. (DEP)
Index Term(s): Analysis; Evaluation; Evaluation techniques; Mathematical modeling; Research
Note: REVISION OF A PAPER PRESENTED AT A CONFERENCE COSPONSORED BY THE SOCIAL SCIENCE RESEARCH COUNCIL AND THE SOCIAL SYSTEMS RESEARCH INSTITUTE OF THE UNIVERSITY OF WISCONSIN, MADISON, NOV 12-16, 1970
To cite this abstract, use the following link:
http://www.ncjrs.gov/App/publications/abstract.aspx?ID=52009

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