A robust Bayesian approach for structural equation models with missing data
From MaRDI portal
Publication:477948
DOI10.1007/s11336-008-9060-5zbMath1301.62122OpenAlexW2055801024MaRDI QIDQ477948
Publication date: 10 December 2014
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11336-008-9060-5
model comparisonnonlinear structural equation models with covariatesnormal/independent distributionsrobust Bayesian methods
Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to psychology (62P15)
Related Items (6)
Bayesian diagnostics of transformation structural equation models ⋮ Bayesian hierarchical robust factor analysis models for partially observed sample-selection data ⋮ Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes ⋮ Robust structural equation modeling with missing data and auxiliary variables ⋮ Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood ⋮ Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistency property of elliptical probability density functions
- A new joint model for longitudinal and survival data with a cure fraction
- Missing data imputation using the multivariate \(t\) distribution
- Bayesian factor analysis for multilevel binary observations
- Bayesian estimation and testing of structural equation models
- Model comparison of nonlinear structural equation models with fixed covariates
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
- Factor Analytic Models of Clustered Multivariate Data with Informative Censoring
- Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Robustness of statistical inference in factor analysis and related models
- Analysis of Covariance Structures Under Elliptical Distributions
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- A Predictive Approach to Model Selection
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
- Bayesian Robust Multivariate Linear Regression With Incomplete Data
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
- Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
- Bayes Factors
- Novel structures of simplified photonic crystal waveguides
- Monte Carlo sampling methods using Markov chains and their applications
- Robustness of normal theory methods in the analysis of linear latent variate models
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Bayesian survival analysis
This page was built for publication: A robust Bayesian approach for structural equation models with missing data