Robust structural equation modeling with missing data and auxiliary variables
From MaRDI portal
Recommendations
- A robust Bayesian approach for structural equation models with missing data
- Estimation for structural equation models with missing data
- On structural equation modeling with data that are not missing completely at random
- Robust inference in partially linear models with missing responses
- Multiply robust estimation in regression analysis with missing data
- Robust methods for generalized linear models with nonignorable missing covariates
- Robust skew-\(t\) factor analysis models for handling missing data
- Robust model selection with covariables missing at random
- Robust estimation for moment condition models with data missing not at random
- Robust estimation and inference for general varying coefficient models with missing observations
Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 2146311 (Why is no real title available?)
- A robust Bayesian approach for structural equation models with missing data
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Asymptotics of estimating equations under natural conditions.
- Improving parameter tests in covariance structure analysis
- Inference and missing data
- ML estimation of the multivariate t distribution and the EM algorithm
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
- Measures of multivariate skewness and kurtosis with applications
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- Robust Statistics
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Structural equation modeling with heavy tailed distributions
Cited in
(7)- Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
- Robust skew-\(t\) factor analysis models for handling missing data
- rsem
- Ridge structural equation modelling with correlation matrices for ordinal and continuous data
- Robust growth mixture models with non-ignorable missingness: models, estimation, selection, and application
- A distribution-free method for structural equation models with incomplete data
This page was built for publication: Robust structural equation modeling with missing data and auxiliary variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q692422)
