Robust nonlinear structural equation modeling with interaction between exogenous and endogenous latent variables

• A handful of studies have been devoted to nonlinear structural equation modeling (SEM) in the literature. However, they generally overlooked the interactions among exogenous and endogenous latent variables and the interactions among endogenous latent variables. In this study, we propose a maximum likelihood approach for a nonlinear SEM model that incorporates such overlooked interactions. We also propose a two-stage pseudo maximum likelihood approach under the assumption of a normal mixture, being computationally efficient and robust against distributional misspecification. The simulation study shows that both approaches accurately estimate the unknown parameters if the distribution is correctly specified. However, only the pseudo maximum likelihood approach is robust against distributional misspecification.

Subject headings

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Keyword

Normal mixture; factor mixture analysis; GaussHermite quadrature; pseudo-maximum likelihood

Statistics

Statistik

Publication and Content Type

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