Latent variable selection in structural equation models
DOI10.1016/J.JMVA.2016.08.004zbMATH Open1349.62216OpenAlexW2514548461WikidataQ57535651 ScholiaQ57535651MaRDI QIDQ321933FDOQ321933
Authors: Yanqing Zhang, Guo-Liang Tian, N. S. Tang 
Publication date: 14 October 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.08.004
Recommendations
- Variable selection in latent semiparametric regression models
- Bayesian semiparametric structural equation models with latent variables
- Bayesian lasso for semiparametric structural equation models
- A penalized likelihood method for structural equation modeling
- Bayesian empirical likelihood estimation of quantile structural equation models
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Spectral regularization algorithms for learning large incomplete matrices
- The Adaptive Lasso and Its Oracle Properties
- Title not available (Why is that?)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- One-step sparse estimates in nonconcave penalized likelihood models
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- Variable selection using MM algorithms
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Nonconcave penalized likelihood with a diverging number of parameters.
- Joint variable selection for fixed and random effects in linear mixed-effects models
- A Statistical View of Some Chemometrics Regression Tools
- Variable selection for regression models with missing data
- Model comparison of nonlinear structural equation models with fixed covariates
- A Bayesian modeling approach for generalized semiparametric structural equation models
- Maximum likelihood estimation of nonlinear structural equation models
- Analysis of structural equation model with ignorable missing continuous and polytomous data
- Basic and advanced Bayesian structural equation modeling. With applications in the medical and behavioral sciences
Cited In (10)
- Improving latent variable descriptiveness by modelling rather than ad-hoc factors
- Finding latent variable models in large databases
- Latent variable modeling paradigms for genotype-trait association studies
- Variable selection in latent semiparametric regression models
- Title not available (Why is that?)
- Variable selection for structural models
- Latent class analysis variable selection
- An approach for knowledge acquisition from a survey data by conducting Bayesian network modeling, adopting the robust coplot method
- Hyper-parameter selection in Bayesian structural equation models
- Fit assessment and selection between competitive models in SEM
Uses Software
This page was built for publication: Latent variable selection in structural equation models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q321933)
