Estimating structural equation models using James-Stein type shrinkage estimators

DOI10.1007/s11336-021-09749-2zbMath1476.62242OpenAlexW3137255809MaRDI QIDQ823861

Elissa Burghgraeve, Jan De Neve, Yves Rosseel

Publication date: 16 December 2021

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-021-09749-2

zbMATH Keywords

shrinkage estimatormeasurement errorregression calibration

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to psychology (62P15)

Uses Software

• LISREL
• lavaan
• MIIVsem

Cites Work

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• Nonlinear factor analysis as a statistical method.
• Tweedie’s Formula and Selection Bias
• The Estimation of Economic Relationships using Instrumental Variables
• Data Analysis Using Stein's Estimator and its Generalizations
• Regression Estimation After Correcting for Attenuation
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Measurement Error in Nonlinear Models

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