Technical Aspects of Muthén's Liscomp Approach to Estimation of Latent Variable Relations with a Comprehensive Measurement Model
- 1 December 1995
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 60 (4) , 489-503
- https://doi.org/10.1007/bf02294325
Abstract
Muthén (1984) formulated a general model and estimation procedure for structural equation modeling with a mixture of dichotomous, ordered categorical, and continuous measures of latent variables. A general three-stage procedure was developed to obtain estimates, standard errors, and a chi-square measure of fit for a given structural model. While the last step uses generalized least-squares estimation to fit a structural model, the first two steps involve the computation of the statistics used in this model fitting. A key component in the procedure was the development of a GLS weight matrix corresponding to the asymptotic covariance matrix of the sample statistics computed in the first two stages. This paper extends the description of the asymptotics involved and shows how the Muthén formulas can be derived. The emphasis is placed on showing the asymptotic normality of the estimates obtained in the first and second stage and the validity of the weight matrix used in the GLS estimation of the third stage.Keywords
This publication has 29 references indexed in Scilit:
- A comparison of some methodologies for the factor analysis of non‐normal Likert variables: A note on the size of the modelBritish Journal of Mathematical and Statistical Psychology, 1992
- Statistical analysis of continuous and polytomous variables in several populationsBritish Journal of Mathematical and Statistical Psychology, 1992
- Modeling Household Fertility Decisions: A Nonlinear Simultaneous Probit ModelJournal of the American Statistical Association, 1992
- Moments of the censored and truncated bivariate normal distributionBritish Journal of Mathematical and Statistical Psychology, 1990
- Tobit factor analysis†British Journal of Mathematical and Statistical Psychology, 1989
- Multiple‐group structural modelling with non‐normal continuous variablesBritish Journal of Mathematical and Statistical Psychology, 1989
- Two-step estimation of multivariate polychoric correlationCommunications in Statistics - Theory and Methods, 1987
- Pseudo Maximum Likelihood Estimation: The Asymptotic DistributionThe Annals of Statistics, 1986
- Health and Wage: A Simultaneous Equation Model with Multiple Discrete IndicatorsInternational Economic Review, 1982
- On a two-step estimation of a multivariate logit modelJournal of Econometrics, 1978