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arXiv · 1510.00137

EM estimation of a Structural Equation Model

Xavier Bry·Christian Lavergne·Myriam Tami
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Abstract

In this work, we propose a new estimation method of a Structural Equation Model. Our method is based on the EM likelihood-maximization algorithm. We show that this method provides estimators, not only of the coefficients of the model, but also of its latent factors. Through a simulation study, we investigate how fast and accurate the method is, and then apply it to real environmental data.

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Xavier Bry, Christian Lavergne, Myriam Tami. 2015-10-01. EM estimation of a Structural Equation Model. https://arxiv.org/abs/1510.00137

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